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 0 0 0 4 10
A Flexible Nonparametric Test for Conditional Independence 2 3 18 18 3 7 26 26
A New Approach to Robust Inference in Cointegration 0 0 0 136 0 3 9 258
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 1 3 3 0 2 6 6
Adaptive Estimation of the Regression Discontinuity Model 0 0 1 191 0 1 14 688
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 1 2 0 0 2 5
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 2 97 1 4 18 365
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 1 1 7 39 2 4 38 88
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 2 0 2 2 12
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 1 1 1 6 16
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 1 1 5 255
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 2 5 11 203 5 23 73 1,080
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 89 1 1 2 682
Estimation and Inference in Panel Structure Models 1 1 2 3 3 5 8 22
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 1 0 2 6 10
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 19 19 1 2 24 24
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 6 56 2 10 41 138
Improved HAR Inference 0 0 4 78 1 2 9 321
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 1 17 17 0 2 12 12
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 13 359 5 19 96 1,306
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 63 1 1 7 255
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 1 7 194 1 5 27 641
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 113 0 3 15 600
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 2 4 113 1 6 33 473
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 1 5 152 0 1 16 483
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 0 0 0 3 8
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 1 37 0 1 17 150
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 2 2 0 2 8 8
Sieve Inference on Semi-nonparametric Time Series Models 0 1 4 29 1 2 8 51
Sieve inference on semi-nonparametric time series models 0 0 2 7 0 0 8 22
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 4 4 10 10 0 0 10 10
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 1 0 1 11 15
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 6 10
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 1 1 0 0 10 10
Total Working Papers 10 21 140 2,075 30 113 580 8,060


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 7 0 0 3 25
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 8 0 1 2 38
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 3 13 16
A new approach to robust inference in cointegration 0 0 2 27 0 0 9 72
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 1 2 71 1 3 8 341
Asymptotic distributions of impulse response functions in short panel vector autoregressions 1 2 5 33 1 4 23 126
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 1 2 4 37
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 8 0 3 4 47
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 2 2 6 6 6 10 22 22
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 1 2 2 2 3 9 9
Nonlinear log-periodogram regression for perturbed fractional processes 0 1 1 43 0 3 9 151
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 1 4 77 0 1 10 286
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 2 6 0 0 6 22
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 1 1 2 14 2 6 10 60
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 39 0 2 2 223
Sieve inference on possibly misspecified semi-nonparametric time series models 0 2 3 3 3 9 18 18
Simple and powerful GMM over-identification tests with accurate size 1 1 7 16 4 9 29 69
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 1 3 11 50 2 9 38 149
Spurious regressions between stationary generalized long memory processes 0 0 0 9 1 1 1 30
The Tobit model with a non-zero threshold 0 0 1 59 0 0 10 249
Total Journal Articles 6 15 49 486 23 69 230 1,990


Statistics updated 2014-07-03