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 3 4 5 19
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 2 4 30 30 3 9 18 18
A Flexible Nonparametric Test for Conditional Independence 0 1 5 34 1 2 13 56
A New Approach to Robust Inference in Cointegration 0 0 0 138 1 3 9 275
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 2 7 1 2 9 20
Adaptive Estimation of the Regression Discontinuity Model 0 0 2 197 0 3 12 709
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 2 2 5 12
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 2 6 11 383
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 2 3 6 49 4 13 27 134
Asymptotic F and t Tests in an Efficient GMM Setting 2 2 9 9 3 4 11 11
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 2 2 4 18
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 1 6 12 701
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 2 6 9 270
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 3 4 217 1 9 35 1,186
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 2 1 2 6 26
Estimation and Inference in Panel Structure Models 0 0 1 7 1 1 6 32
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 3 1 3 3 18
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 1 2 2 29 3 3 6 13
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 2 31 3 3 13 60
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 1 2 60 0 6 17 171
Improved HAR Inference 0 1 2 83 2 9 24 351
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 18 2 2 6 20
Local Polynomial Whittle Estimation of Long-range Dependence 0 3 9 378 0 8 30 1,372
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 64 2 2 6 265
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 1 1 3 199 2 3 11 677
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 1 3 116 0 5 17 622
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 0 117 0 6 17 509
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 1 2 5 159 1 7 14 510
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 1 2 2 1 2 6 18
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 38 1 6 10 171
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 3 12 0 1 11 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 1 1 5 5 3 4 8 8
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 30 0 5 9 68
Sieve inference on semi-nonparametric time series models 0 0 1 12 2 4 8 34
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 0 19 0 4 8 31
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 1 2 3 3 11 27
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 1 1 1 2 3 3 11 41
Total Working Papers 11 28 101 2,302 57 163 441 8,908


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 2 2 8 39
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 1 9 3 4 8 48
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 2 6 11 30
A new approach to robust inference in cointegration 0 0 0 29 0 0 12 88
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 1 4 78 2 3 9 356
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 1 3 7 3 8 28 38
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 0 40 3 6 16 153
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 1 1 3 40
Comment 0 0 1 2 2 2 4 8
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 2 10 1 2 6 56
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 1 4 4 4 12 19
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 0 9 3 7 19 54
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 1 1 5 18 6 12 20 53
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 2 46 3 4 9 164
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 2 83 2 5 15 312
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 1 1 3 33
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 1 20 3 4 15 84
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 40 1 2 6 230
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 5 4 9 20 54
Simple and powerful GMM over-identification tests with accurate size 1 1 1 19 7 11 18 96
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 1 3 8 70 4 11 26 208
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 3 6 21 287
Total Journal Articles 3 7 31 583 60 110 291 2,484


Statistics updated 2016-05-03