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 2 0 5 6 21
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 1 4 32 32 3 8 23 23
A Flexible Nonparametric Test for Conditional Independence 0 0 5 34 0 1 10 56
A New Approach to Robust Inference in Cointegration 1 1 1 139 1 3 11 277
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 1 1 3 8 2 3 10 22
Adaptive Estimation of the Regression Discontinuity Model 0 0 2 197 0 0 11 709
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 1 5 8 15
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 1 4 10 385
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 2 5 49 1 6 25 136
Asymptotic F and t Tests in an Efficient GMM Setting 1 3 10 10 2 7 15 15
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 3 4 19
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 0 2 11 702
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 2 0 2 7 27
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 4 217 0 6 31 1,191
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 0 3 9 271
Estimation and Inference in Panel Structure Models 1 2 2 9 2 5 9 36
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 3 0 1 3 18
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 1 2 29 0 7 10 17
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 2 31 0 3 12 60
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 2 60 0 0 16 171
Improved HAR Inference 0 0 2 83 0 2 23 351
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 18 0 2 6 20
Local Polynomial Whittle Estimation of Long-range Dependence 1 1 7 379 1 3 26 1,375
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 1 1 65 0 3 5 266
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 1 2 4 200 3 7 14 682
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 3 116 0 0 11 622
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 0 117 1 4 20 513
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 1 3 6 161 1 3 14 512
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 1 2 3 0 3 6 20
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 38 0 1 8 171
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 3 12 0 0 10 36
Should We Go One Step Further? Â An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework 1 3 7 7 1 6 11 11
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 30 2 3 9 71
Sieve inference on semi-nonparametric time series models 0 0 0 12 0 2 6 34
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 0 19 0 0 8 31
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 1 2 0 3 10 27
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 0 16
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 1 2 2 3 1 4 11 42
Total Working Papers 10 27 109 2,318 23 120 439 8,971


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 0 8 0 3 8 40
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 1 2 10 0 6 10 51
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 5 13 33
A new approach to robust inference in cointegration 0 0 0 29 0 1 12 89
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 1 4 79 0 6 11 360
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 1 1 2 8 2 6 23 41
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 0 40 0 4 13 154
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 3 5 42
Comment 0 0 0 2 1 5 6 11
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 2 10 0 2 6 57
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 1 4 1 7 13 22
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 0 9 0 5 20 56
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 1 4 18 1 8 20 55
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 2 46 0 4 10 165
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 83 0 4 14 314
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 3 5 35
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 20 1 5 13 86
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 40 0 3 7 232
Sieve inference on possibly misspecified semi-nonparametric time series models 0 1 1 6 1 7 20 57
Simple and powerful GMM over-identification tests with accurate size 0 3 3 21 0 11 21 100
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 1 2 7 71 3 11 26 215
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 1 2 35
The Tobit model with a non-zero threshold 0 0 0 61 1 4 19 288
Total Journal Articles 2 10 28 590 11 114 297 2,538


Statistics updated 2016-07-02