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 1 9 24
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 7 33 0 4 21 30
A Flexible Nonparametric Test for Conditional Independence 0 0 2 35 0 0 5 59
A New Approach to Robust Inference in Cointegration 0 1 2 140 0 2 9 281
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 1 8 0 0 8 26
Adaptive Estimation of the Regression Discontinuity Model 0 0 2 199 0 2 12 718
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 1 9 19
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 1 3 100 0 4 29 406
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 1 4 50 3 6 25 146
Asymptotic F and t Tests in an Efficient GMM Setting 0 1 5 12 0 2 13 20
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 1 2 7 23
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 0 2 11 706
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 40 0 0 10 274
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 1 1 3 0 2 5 29
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 3 217 0 2 23 1,200
Estimation and Inference in Panel Structure Models 0 0 2 9 0 1 6 37
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 3 0 1 5 20
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 0 4 31 0 0 14 24
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 0 31 0 2 9 66
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 1 60 1 2 11 176
Improved HAR Inference 0 0 1 83 0 0 12 354
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 18 0 1 7 25
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 6 381 0 0 21 1,385
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 2 66 1 5 9 272
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 1 3 201 0 1 12 686
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 1 116 1 3 10 627
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 1 118 0 1 19 522
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 5 162 0 2 16 519
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 2 3 0 1 6 22
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 1 1 39 0 2 11 176
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 1 2 14 0 2 6 41
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 1 1 14 18
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 30 2 2 10 73
Sieve inference on semi-nonparametric time series models 0 0 0 12 1 1 9 39
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 1 2 2 21 1 3 11 38
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 2 0 1 5 29
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 1 3 4 0 2 6 44
Total Working Papers 1 11 71 2,345 12 64 427 9,172


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 4 41
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 1 10 0 0 8 52
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 1 2 12 36
A new approach to robust inference in cointegration 0 0 0 29 0 0 2 90
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 2 79 0 1 9 362
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 1 3 9 0 15 44 74
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 0 40 0 0 9 156
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 1 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 3 57
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 2 2 6 0 3 12 27
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 1 10 0 1 15 62
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 1 1 3 20 1 4 25 66
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 0 46 0 0 7 167
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 83 0 1 11 318
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 1 6 38
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 20 0 3 17 97
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 40 0 0 6 234
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 2 7 0 2 15 60
Simple and powerful GMM over-identification tests with accurate size 0 0 3 21 0 0 16 101
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 0 6 73 0 1 25 222
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 1 3 37
The Tobit model with a non-zero threshold 0 0 0 61 3 24 52 333
Total Journal Articles 1 4 24 600 5 60 310 2,684


Statistics updated 2017-02-02