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 1 1 1 1 5 15
A Flexible Nonparametric Test for Conditional Independence 0 1 11 29 2 5 20 46
A New Approach to Robust Inference in Cointegration 0 0 2 138 0 0 8 266
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 2 5 1 1 6 12
Adaptive Estimation of the Regression Discontinuity Model 0 0 4 195 0 1 10 698
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 2 7
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 2 4 10 375
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 1 5 44 2 4 23 111
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 1 3 1 2 3 15
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 0 1 7 262
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 90 2 2 9 691
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 2 0 0 4 20
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 2 10 213 4 21 80 1,160
Estimation and Inference in Panel Structure Models 1 1 4 7 1 1 5 27
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 2 3 0 0 5 15
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 2 3 27 0 2 5 7
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 10 29 1 1 24 48
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 2 58 0 1 17 155
Improved HAR Inference 0 0 3 81 1 2 7 328
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 1 18 0 1 2 14
Local Polynomial Whittle Estimation of Long-range Dependence 1 6 13 372 2 12 43 1,349
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 1 64 2 2 6 261
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 2 196 2 5 27 668
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 113 2 8 11 611
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 4 117 0 2 20 493
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 1 3 155 1 2 15 498
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 1 1 1 1 2 2 6 14
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 1 38 2 2 13 163
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 1 7 9 0 3 18 26
Sieve Inference on Semi-nonparametric Time Series Models 0 0 1 30 1 5 11 62
Sieve inference on semi-nonparametric time series models 0 1 5 12 1 2 6 28
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 9 19 0 0 13 23
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 1 1 1 2 17
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 2 3 6 16
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 1 1 1 21 31
Total Working Papers 3 17 110 2,209 37 100 470 8,532


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 8 1 1 7 32
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 8 1 1 3 41
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 1 2 4 20
A new approach to robust inference in cointegration 0 0 2 29 1 1 5 77
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 1 4 75 1 2 8 349
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 1 7 40 1 5 15 141
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 0 37
Comment 0 1 2 2 0 1 5 5
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 8 1 1 4 51
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 1 3 3 1 4 9 9
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 1 3 9 1 2 14 36
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 1 2 12 14 2 5 26 35
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 1 44 0 1 4 155
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 2 6 83 1 3 14 300
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 2 8 0 0 8 30
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 2 6 20 3 5 13 73
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 1 40 1 1 2 225
Sieve inference on possibly misspecified semi-nonparametric time series models 0 1 2 5 0 5 19 37
Simple and powerful GMM over-identification tests with accurate size 0 0 2 18 1 1 10 79
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 2 5 14 64 4 11 40 189
Spurious regressions between stationary generalized long memory processes 0 0 0 9 1 1 3 33
The Tobit model with a non-zero threshold 0 0 2 61 2 3 20 269
Total Journal Articles 3 17 70 556 24 56 233 2,223


Statistics updated 2015-07-02