Access Statistics for Yixiao Sun

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Convergent t-statistic in Spurious Regressions 0 0 0 0 0 4 4 10
A Flexible Nonparametric Test for Conditional Independence 0 4 15 15 1 8 19 19
A New Approach to Robust Inference in Cointegration 0 0 0 136 0 2 9 255
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 2 2 0 0 4 4
Adaptive Estimation of the Regression Discontinuity Model 0 0 2 191 3 6 24 687
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 1 1 2 2 1 1 4 5
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 3 97 2 5 23 361
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 1 3 7 38 4 13 45 84
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 2 0 0 2 10
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 1 0 0 6 15
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 0 1 6 254
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 9 198 4 11 61 1,057
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 89 0 0 3 681
Estimation and Inference in Panel Structure Models 0 0 1 2 0 1 10 17
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 1 0 2 5 8
Fixed-smoothing Asymptotics in a Two-step GMM Framework 1 3 19 19 2 5 22 22
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 7 56 6 9 40 128
Improved HAR Inference 0 1 4 78 0 1 14 319
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 2 16 16 2 4 10 10
Local Polynomial Whittle Estimation of Long-range Dependence 2 6 21 359 16 31 120 1,287
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 63 1 4 7 254
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 2 8 193 4 9 32 636
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 2 113 5 6 20 597
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 3 111 5 9 42 467
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 1 1 5 151 3 7 18 482
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 0 0 3 6 8
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 1 37 2 2 21 149
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 2 2 0 3 6 6
Sieve Inference on Semi-nonparametric Time Series Models 1 1 3 28 1 1 10 49
Sieve inference on semi-nonparametric time series models 0 0 4 7 0 0 12 22
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 6 6 1 3 10 10
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 1 0 2 11 14
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 5 6 10
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 1 1 0 1 10 10
Total Working Papers 7 24 143 2,054 63 159 642 7,947


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
02.3.1. Regression with an Evaporating Logarithmic Trend Solution 0 0 1 7 0 0 4 25
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 8 0 1 4 37
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 1 13 13
A new approach to robust inference in cointegration 0 1 2 27 1 4 13 72
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 1 70 0 1 6 338
Asymptotic distributions of impulse response functions in short panel vector autoregressions 1 1 4 31 4 5 26 122
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 1 3 35
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 1 8 0 0 3 44
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 1 3 4 4 2 6 12 12
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 1 1 1 1 3 6 6 6
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 1 42 0 1 8 148
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 4 76 1 2 13 285
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 3 6 0 1 10 22
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 2 13 0 1 18 54
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 1 39 0 0 2 221
Sieve inference on possibly misspecified semi-nonparametric time series models 1 1 1 1 7 9 9 9
Simple and powerful GMM over-identification tests with accurate size 0 0 6 15 3 3 30 60
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 1 4 12 47 5 12 44 140
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 0 2 29
The Tobit model with a non-zero threshold 0 0 1 59 3 6 20 249
Total Journal Articles 5 11 45 471 29 60 246 1,921


Statistics updated 2014-04-04