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 1 0 0 8 14
A Flexible Nonparametric Test for Conditional Independence 3 4 12 22 3 8 25 34
A New Approach to Robust Inference in Cointegration 0 1 2 138 0 1 8 261
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 1 3 5 0 2 5 9
Adaptive Estimation of the Regression Discontinuity Model 0 1 3 194 1 5 15 695
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 1 2 0 1 3 7
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 2 3 15 370
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 5 40 1 4 31 95
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 2 0 0 2 12
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 2 1 2 5 19
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 0 1 4 257
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 3 10 207 6 17 66 1,102
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 89 0 3 6 686
Estimation and Inference in Panel Structure Models 1 2 4 6 1 2 10 25
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 1 0 3 7 13
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 6 12 27 1 9 26 40
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 0 56 3 4 28 145
Improved HAR Inference 0 2 6 81 0 2 8 324
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 1 5 18 0 1 8 13
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 10 361 2 11 81 1,325
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 1 64 0 0 8 257
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 1 1 5 195 8 9 30 654
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 113 0 0 13 603
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 1 5 116 2 7 28 484
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 1 1 3 153 2 3 15 487
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 0 0 2 5 10
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 2 38 0 3 9 154
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 3 4 6 0 5 13 16
Sieve Inference on Semi-nonparametric Time Series Models 0 1 4 30 0 1 8 55
Sieve inference on semi-nonparametric time series models 0 1 2 9 0 1 2 24
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 14 19 1 3 11 17
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 1 1 1 6 16
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 7 11
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 1 9 13 15 23
Total Working Papers 6 29 115 2,133 44 127 531 8,257


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 8 2 2 3 28
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 8 0 0 2 38
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 1 1 7 17
A new approach to robust inference in cointegration 0 1 2 28 0 2 7 74
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 2 71 0 1 6 342
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 1 4 34 1 3 14 129
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 3 37
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 8 0 0 3 47
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 5 6 2 5 24 28
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 1 3 7 7 2 5 19 19
Nonlinear log-periodogram regression for perturbed fractional processes 0 1 2 44 0 3 9 154
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 2 2 5 81 2 4 11 293
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 2 8 2 4 10 30
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 2 15 1 3 12 64
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 39 0 0 2 223
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 3 3 0 7 27 27
Simple and powerful GMM over-identification tests with accurate size 0 1 2 17 2 4 20 74
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 3 11 53 3 10 36 162
Spurious regressions between stationary generalized long memory processes 0 0 0 9 1 2 3 32
The Tobit model with a non-zero threshold 0 1 3 61 0 7 21 262
Total Journal Articles 3 13 51 508 19 63 239 2,080


Statistics updated 2014-12-03