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 1 0 1 2 15
A Flexible Nonparametric Test for Conditional Independence 0 0 11 29 1 4 21 47
A New Approach to Robust Inference in Cointegration 0 0 1 138 1 1 8 267
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 1 5 1 2 6 13
Adaptive Estimation of the Regression Discontinuity Model 1 1 4 196 1 2 10 699
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 0 3 8 375
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 1 4 44 1 5 22 112
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 1 3 0 1 3 15
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 90 0 2 8 691
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 9 213 2 11 79 1,162
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 2 0 0 3 20
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 0 1 7 262
Estimation and Inference in Panel Structure Models 0 1 3 7 0 1 4 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 0 2 27 0 0 5 7
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 8 29 0 1 19 48
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 2 58 2 3 17 157
Improved HAR Inference 0 0 2 81 1 2 7 329
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 1 18 1 1 3 15
Local Polynomial Whittle Estimation of Long-range Dependence 1 4 13 373 3 10 40 1,352
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 1 64 0 2 6 261
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 2 196 0 2 23 668
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 1 1 1 114 1 7 9 612
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 2 117 1 2 17 494
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 1 3 155 0 2 14 498
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 1 1 1 0 2 6 14
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 38 0 2 12 163
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 7 9 1 2 17 27
Sieve Inference on Semi-nonparametric Time Series Models 0 0 1 30 0 3 9 62
Sieve inference on semi-nonparametric time series models 0 1 4 12 0 2 5 28
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 1 19 0 0 10 23
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 1 1 1 2 1 2 3 18
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 3 6 16
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 1 0 1 21 31
Total Working Papers 4 12 89 2,213 18 83 437 8,550


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 1 6 32
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 8 0 1 3 41
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 1 4 20
A new approach to robust inference in cointegration 0 0 2 29 1 2 6 78
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 1 4 75 0 2 8 349
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 7 40 2 6 17 143
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 1 1 1 38
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 0 1 4 51
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 3 3 2 4 11 11
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 3 9 0 1 13 36
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 1 10 14 0 2 24 35
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 1 44 0 0 4 155
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 2 5 83 0 3 13 300
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 1 8 0 0 7 30
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 1 5 20 3 7 15 76
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 1 40 0 1 2 225
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 2 5 1 4 18 38
Simple and powerful GMM over-identification tests with accurate size 0 0 2 18 1 2 10 80
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 2 14 64 0 7 38 189
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 1 3 33
The Tobit model with a non-zero threshold 0 0 1 61 3 6 19 272
Total Journal Articles 0 8 63 556 14 54 231 2,237


Statistics updated 2015-08-02