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 2 5 7 21
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 1 4 31 31 2 6 20 20
A Flexible Nonparametric Test for Conditional Independence 0 0 5 34 0 1 12 56
A New Approach to Robust Inference in Cointegration 0 0 0 138 1 2 10 276
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 2 7 0 2 9 20
Adaptive Estimation of the Regression Discontinuity Model 0 0 2 197 0 2 11 709
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 2 4 7 14
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 1 4 11 384
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 3 5 49 1 10 26 135
Asymptotic F and t Tests in an Efficient GMM Setting 0 2 9 9 2 5 13 13
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 1 3 5 19
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 1 2 13 702
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 2 4 217 5 9 35 1,191
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 1 3 9 271
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 2 1 2 7 27
Estimation and Inference in Panel Structure Models 1 1 2 8 2 3 8 34
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 3 0 3 3 18
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 1 2 29 4 7 10 17
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 2 31 0 3 13 60
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 1 2 60 0 1 16 171
Improved HAR Inference 0 1 2 83 0 4 24 351
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 18 0 2 6 20
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 7 378 2 3 27 1,374
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 1 1 1 65 1 3 7 266
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 1 3 199 2 4 13 679
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 1 3 116 0 2 13 622
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 0 117 3 4 19 512
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 1 3 5 160 1 3 14 511
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 1 2 3 3 2 4 8 20
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 38 0 1 10 171
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 3 12 0 1 10 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 2 6 6 2 5 10 10
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 30 1 3 8 69
Sieve inference on semi-nonparametric time series models 0 0 0 12 0 4 7 34
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 0 19 0 0 8 31
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 1 2 0 3 11 27
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 2 16
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 1 1 2 0 3 11 41
Total Working Papers 6 26 102 2,308 40 126 453 8,948


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 1 3 9 40
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 1 1 2 10 3 6 11 51
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 3 5 14 33
A new approach to robust inference in cointegration 0 0 0 29 1 1 13 89
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 1 1 4 79 4 6 12 360
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 1 2 7 1 5 24 39
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 0 40 1 6 14 154
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 2 3 5 42
Comment 0 0 0 2 2 4 5 10
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 2 10 1 2 7 57
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 1 4 2 6 13 21
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 0 9 2 5 21 56
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 1 5 18 1 7 21 54
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 2 46 1 5 10 165
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 83 2 6 15 314
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 2 3 5 35
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 20 1 5 15 85
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 40 2 3 8 232
Sieve inference on possibly misspecified semi-nonparametric time series models 1 1 1 6 2 8 19 56
Simple and powerful GMM over-identification tests with accurate size 2 3 3 21 4 13 22 100
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 3 8 70 4 14 27 212
Spurious regressions between stationary generalized long memory processes 0 0 0 9 1 1 3 35
The Tobit model with a non-zero threshold 0 0 0 61 0 5 20 287
Total Journal Articles 5 11 30 588 43 122 313 2,527


Statistics updated 2016-06-03