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 1 1 2 0 1 2 16
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 1 2 28 28 1 9 15 15
A Flexible Nonparametric Test for Conditional Independence 0 2 6 34 0 2 14 55
A New Approach to Robust Inference in Cointegration 0 0 0 138 0 3 8 274
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 2 7 1 1 8 19
Adaptive Estimation of the Regression Discontinuity Model 0 0 2 197 2 3 12 709
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 3 10
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 1 5 10 381
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 1 1 4 47 5 9 23 130
Asymptotic F and t Tests in an Efficient GMM Setting 0 1 7 7 0 3 8 8
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 0 3 16
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 0 5 11 700
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 0 4 7 268
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 2 0 1 5 25
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 2 3 6 217 3 9 46 1,185
Estimation and Inference in Panel Structure Models 0 0 1 7 0 0 5 31
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 3 2 2 2 17
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 1 3 28 0 0 5 10
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 2 31 0 0 10 57
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 1 1 2 60 1 6 17 171
Improved HAR Inference 1 1 2 83 2 7 23 349
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 18 0 0 5 18
Local Polynomial Whittle Estimation of Long-range Dependence 0 4 12 378 1 12 35 1,372
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 64 0 0 4 263
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 2 198 0 1 12 675
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 1 1 3 116 2 6 19 622
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 0 117 1 7 18 509
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 1 2 4 158 1 7 13 509
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 1 1 2 2 1 1 5 17
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 38 0 5 9 170
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 4 12 1 1 13 36
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 1 4 4 0 2 5 5
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 30 2 5 11 68
Sieve inference on semi-nonparametric time series models 0 0 1 12 2 2 6 32
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 0 19 0 6 8 31
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 1 2 0 1 8 24
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 3 16
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 1 0 1 8 38
Total Working Papers 9 22 99 2,291 29 127 419 8,851


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 0 6 37
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 1 1 9 0 3 5 45
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 4 10 28
A new approach to robust inference in cointegration 0 0 0 29 0 3 12 88
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 2 4 78 0 2 7 354
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 1 1 6 7 1 6 32 35
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 1 40 2 4 14 150
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 2 39
Comment 0 0 1 2 0 0 2 6
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 1 2 10 0 2 5 55
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 2 4 0 1 10 15
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 1 9 0 4 17 51
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 0 5 17 0 6 17 47
Nonlinear log-periodogram regression for perturbed fractional processes 0 1 2 46 1 2 7 161
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 2 83 2 4 13 310
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 0 2 32
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 2 20 1 2 13 81
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 40 0 3 5 229
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 1 5 2 6 18 50
Simple and powerful GMM over-identification tests with accurate size 0 0 0 18 2 6 11 89
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 2 3 10 69 6 8 26 204
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 0 2 34
The Tobit model with a non-zero threshold 0 0 0 61 2 3 18 284
Total Journal Articles 3 9 40 580 19 69 254 2,424


Statistics updated 2016-04-02