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 1 5 12 23 1 7 24 35
A New Approach to Robust Inference in Cointegration 0 0 2 138 0 0 8 261
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 3 5 0 1 5 9
Adaptive Estimation of the Regression Discontinuity Model 1 2 4 195 1 4 15 696
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 1 2 0 0 3 7
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 1 3 15 371
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 2 2 7 42 6 8 30 101
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 0 2 4 19
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 1 1 5 258
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 1 1 1 90 1 3 6 687
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 3 9 207 8 22 64 1,110
Estimation and Inference in Panel Structure Models 0 2 4 6 0 2 9 25
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 1 1 1 2 1 3 8 14
Fixed-smoothing Asymptotics in a Two-step GMM Framework 1 4 12 28 3 8 26 43
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 1 1 1 57 4 7 30 149
Improved HAR Inference 0 1 4 81 1 2 7 325
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 4 18 0 0 7 13
Local Polynomial Whittle Estimation of Long-range Dependence 1 1 9 362 2 9 71 1,327
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 1 64 0 0 7 257
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 1 4 195 5 14 32 659
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 113 0 0 12 603
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 1 5 116 0 6 26 484
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 1 3 153 0 2 12 487
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 0 0 0 5 10
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 1 38 1 1 8 155
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 1 4 6 2 5 15 18
Sieve Inference on Semi-nonparametric Time Series Models 0 1 3 30 1 2 8 56
Sieve inference on semi-nonparametric time series models 0 0 2 9 0 0 2 24
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 13 19 1 3 11 18
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 1 0 1 4 16
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 6 11
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 1 3 16 17 26
Total Working Papers 9 28 112 2,142 43 132 512 8,300


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 0 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 2 6 18
A new approach to robust inference in cointegration 0 0 2 28 0 0 6 74
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 1 71 1 2 6 343
Asymptotic distributions of impulse response functions in short panel vector autoregressions 2 3 6 36 4 6 16 133
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 1 1 6 7 2 5 24 30
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 1 3 8 8 4 7 23 23
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 2 44 0 1 7 154
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 2 5 81 0 4 10 293
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 2 8 0 3 9 30
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 2 2 4 17 2 4 13 66
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 3 7 30 30
Simple and powerful GMM over-identification tests with accurate size 0 0 2 17 0 3 17 74
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 1 3 11 54 5 11 39 167
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 2 3 32
The Tobit model with a non-zero threshold 0 0 2 61 0 4 19 262
Total Journal Articles 7 14 55 515 22 63 241 2,102


Statistics updated 2015-01-03