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 2 8 23
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 2 33 33 1 5 25 25
A Flexible Nonparametric Test for Conditional Independence 0 0 3 34 0 1 8 57
A New Approach to Robust Inference in Cointegration 0 1 1 139 1 2 11 278
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 1 3 8 1 4 11 24
Adaptive Estimation of the Regression Discontinuity Model 0 1 2 198 2 4 13 713
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 1 2 9 16
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 1 1 1 98 3 7 16 391
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 5 49 2 3 25 138
Asymptotic F and t Tests in an Efficient GMM Setting 0 1 10 10 1 3 16 16
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 0 4 19
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 4 217 2 6 33 1,197
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 1 2 12 704
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 2 0 0 7 27
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 1 1 40 1 3 12 274
Estimation and Inference in Panel Structure Models 0 1 2 9 0 2 9 36
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 3 0 0 3 18
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 1 3 30 4 6 15 23
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 2 31 0 2 14 62
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 1 60 2 2 15 173
Improved HAR Inference 0 0 2 83 2 3 23 354
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 18 1 2 7 22
Local Polynomial Whittle Estimation of Long-range Dependence 0 1 5 379 2 8 28 1,382
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 1 65 0 0 5 266
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 1 3 200 0 5 14 684
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 1 116 1 2 11 624
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 1 1 118 5 7 23 519
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 1 2 7 162 2 5 18 516
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 2 3 0 1 7 21
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 38 2 3 10 174
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 1 3 13 0 3 10 39
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 7 7 1 6 16 16
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 30 0 2 9 71
Sieve inference on semi-nonparametric time series models 0 0 0 12 0 0 6 34
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 0 19 1 1 9 32
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 2 0 0 8 27
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 1 1 1 17
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 1 2 3 0 1 11 42
Total Working Papers 2 18 106 2,326 40 106 482 9,054


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 1 1 9 0 1 9 41
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 2 10 0 0 10 51
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 1 14 34
A new approach to robust inference in cointegration 0 0 0 29 1 1 12 90
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 4 79 1 1 12 361
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 1 2 8 1 5 23 44
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 0 40 0 2 13 156
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 4 42
Comment 0 0 0 2 0 1 6 11
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 2 10 0 0 6 57
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 1 4 0 3 13 24
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 0 9 2 3 21 59
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 1 1 4 19 3 4 21 58
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 2 46 1 2 12 167
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 83 1 2 16 316
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 1 6 36
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 20 2 5 14 90
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 40 0 2 9 234
Sieve inference on possibly misspecified semi-nonparametric time series models 1 1 2 7 1 2 18 58
Simple and powerful GMM over-identification tests with accurate size 0 0 3 21 0 0 19 100
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 1 7 71 0 5 27 217
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 1 3 36
The Tobit model with a non-zero threshold 0 0 0 61 1 5 18 292
Total Journal Articles 2 5 30 593 14 47 306 2,574


Statistics updated 2016-09-03