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 2 0 0 8 24
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 5 33 0 5 20 35
A Flexible Nonparametric Test for Conditional Independence 0 0 1 35 0 1 5 60
A New Approach to Robust Inference in Cointegration 0 0 2 140 0 0 7 281
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 1 8 0 0 7 26
Adaptive Estimation of the Regression Discontinuity Model 0 0 2 199 1 1 10 719
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 9 19
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 3 100 0 0 25 406
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 1 2 5 52 1 7 20 150
Asymptotic F and t Tests in an Efficient GMM Setting 2 3 8 15 2 6 18 26
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 0 6 22
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 217 0 1 16 1,201
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 3 0 1 5 30
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 40 0 0 6 274
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 0 1 7 707
Estimation and Inference in Panel Structure Models 0 0 2 9 0 0 6 37
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 3 0 0 3 20
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 0 3 31 0 1 15 25
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 1 1 32 0 1 10 67
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 0 60 2 6 10 181
Improved HAR Inference 0 0 0 83 0 0 5 354
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 18 0 0 7 25
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 3 381 1 1 14 1,386
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 1 3 67 0 2 9 272
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 1 4 202 0 2 13 688
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 116 1 3 7 629
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 1 1 2 119 1 1 14 523
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 4 162 0 0 10 519
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 1 3 0 0 5 22
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 1 39 0 2 7 177
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 2 14 1 1 6 42
Should We Go One Step Further? Â An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework 0 0 3 7 0 1 13 18
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 30 0 3 6 74
Sieve inference on semi-nonparametric time series models 0 0 0 12 0 2 8 40
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 1 2 21 1 3 9 40
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 2 0 2 7 31
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 2 18
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 3 4 0 0 5 43
Total Working Papers 4 10 63 2,354 11 54 360 9,211


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 9 0 1 5 42
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 1 10 0 0 7 52
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 1 2 9 37
A new approach to robust inference in cointegration 0 0 0 29 0 1 3 91
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 1 79 0 1 9 363
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 0 2 9 0 2 32 67
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 0 40 1 1 7 157
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 4 43
Comment 0 0 0 2 0 0 5 11
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 10 0 0 2 57
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 2 6 0 0 12 27
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 1 10 1 3 14 65
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 2 4 21 0 2 20 67
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 0 46 1 1 7 168
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 83 0 0 8 318
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 1 1 6 38
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 20 2 2 18 99
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 1 1 41 0 2 7 236
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 2 7 0 2 12 62
Simple and powerful GMM over-identification tests with accurate size 0 0 3 21 0 0 12 101
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 0 4 73 1 2 20 224
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 0 3 37
The Tobit model with a non-zero threshold 0 0 0 61 0 1 33 317
Total Journal Articles 0 3 22 602 8 24 255 2,679


Statistics updated 2017-04-03