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 0 2 0 1 2 25
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 2 18 0 0 3 15
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 2 35 3 3 16 42
A Flexible Nonparametric Test for Conditional Independence 0 0 2 36 0 1 6 63
A New Approach to Robust Inference in Cointegration 0 0 1 140 0 0 6 284
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 0 8 0 1 4 28
Adaptive Estimation of the Regression Discontinuity Model 1 1 3 201 2 2 7 722
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 2 19
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 1 100 0 0 14 407
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 4 53 1 2 17 156
Asymptotic F and t Tests in an Efficient GMM Setting 0 0 6 16 1 3 15 31
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 0 1 22
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 3 0 2 5 32
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 0 1 4 708
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 1 2 219 0 3 8 1,206
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 40 0 0 1 275
Estimation and Inference in Panel Structure Models 0 0 0 9 0 0 1 37
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 1 1 4 0 1 3 22
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 1 1 4 35 0 1 2 26
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 1 32 0 0 3 67
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 0 60 1 1 9 183
Improved HAR Inference 0 0 1 84 0 1 2 356
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 18 0 0 1 25
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 1 381 0 0 3 1,387
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 2 67 0 0 6 272
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 2 202 1 3 9 693
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 116 0 1 6 630
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 1 119 1 2 5 525
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 2 164 0 1 6 523
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 3 0 0 1 22
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 1 39 0 2 5 179
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 2 15 1 1 7 46
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 0 0 7 1 1 10 26
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 30 0 0 5 76
Sieve inference on semi-nonparametric time series models 0 0 0 12 0 0 6 41
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 1 2 7 40 1 4 12 23
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 1 62 62 62 1 2 2 2
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 2 21 0 2 8 43
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 2 0 0 3 31
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 1 18
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 1 4 0 2 4 46
Total Working Papers 4 68 114 2,492 14 44 231 9,334


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 9 0 0 1 42
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 10 0 0 1 52
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 1 3 3 0 2 14 14
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data 0 0 0 0 1 1 6 6
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 0 5 39
A new approach to robust inference in cointegration 0 0 0 29 0 0 1 91
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 79 0 0 2 363
Asymptotic F and t tests in an efficient GMM setting 0 0 0 0 3 4 6 6
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 0 1 9 2 2 22 70
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 0 40 0 0 1 157
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 1 43
BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS 0 0 1 1 0 1 7 7
Comment 0 0 0 2 0 0 0 11
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 10 0 0 1 58
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 3 7 0 0 6 30
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 2 12 0 0 7 67
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 0 2 21 0 2 8 69
Nonlinear log-periodogram regression for perturbed fractional processes 0 1 1 47 0 1 2 169
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 83 0 1 3 319
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 0 2 39
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 20 0 0 9 100
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 1 1 1 0 2 8 8
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 1 41 1 1 3 237
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 7 0 0 8 66
Simple and powerful GMM over-identification tests with accurate size 0 0 0 21 0 0 2 102
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 1 2 5 77 1 6 14 233
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 0 2 38
The Tobit model with a non-zero threshold 0 1 1 62 1 4 27 321
Total Journal Articles 1 6 21 616 9 27 169 2,757


Statistics updated 2017-10-05