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 3 24
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 2 4 35 0 4 19 39
A Flexible Nonparametric Test for Conditional Independence 0 1 2 36 0 2 6 62
A New Approach to Robust Inference in Cointegration 0 0 2 140 1 2 7 283
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 1 8 0 0 6 26
Adaptive Estimation of the Regression Discontinuity Model 1 1 3 200 1 2 11 720
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 5 19
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 3 100 0 0 22 406
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 2 4 53 0 4 18 153
Asymptotic F and t Tests in an Efficient GMM Setting 1 3 7 16 1 4 15 28
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 0 3 22
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 0 0 5 707
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 217 0 1 11 1,202
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 40 1 1 4 275
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 3 0 0 3 30
Estimation and Inference in Panel Structure Models 0 0 1 9 0 0 3 37
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 3 1 1 3 21
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 2 3 5 34 0 0 8 25
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 1 32 0 0 7 67
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 0 60 0 2 10 181
Improved HAR Inference 0 1 1 84 0 1 4 355
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 18 0 0 5 25
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 3 381 0 2 13 1,387
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 2 67 0 0 6 272
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 3 202 2 2 11 690
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 116 0 1 7 629
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 1 2 119 0 1 11 523
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 1 3 163 0 2 10 521
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 3 0 0 2 22
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 1 39 0 0 6 177
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 2 14 1 3 8 44
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 1 7 6 7 15 25
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 30 0 2 7 76
Sieve inference on semi-nonparametric time series models 0 0 0 12 0 1 7 41
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 2 21 1 2 10 41
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 2 0 0 4 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 2 4 0 1 3 44
Total Working Papers 4 15 57 2,365 15 48 300 9,248


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 0 2 42
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 10 0 0 1 52
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 2 5 38
A new approach to robust inference in cointegration 0 0 0 29 0 0 2 91
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 79 0 0 3 363
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 0 2 9 1 1 29 68
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 0 40 0 1 3 157
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 1 43
Comment 0 0 0 2 0 0 1 11
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 10 0 0 0 57
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 1 3 7 1 2 8 29
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 2 3 12 0 3 11 67
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 0 3 21 0 0 13 67
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 0 46 0 1 3 168
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 83 0 0 4 318
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 1 2 4 39
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 20 0 3 15 100
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 1 41 0 0 4 236
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 1 7 2 4 10 66
Simple and powerful GMM over-identification tests with accurate size 0 0 0 21 0 1 2 102
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 2 2 5 75 3 4 15 227
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 0 2 37
The Tobit model with a non-zero threshold 0 0 0 61 0 0 30 317
Total Journal Articles 2 5 19 607 8 24 168 2,695


Statistics updated 2017-06-02