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 0 1 24
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 2 35 0 0 15 39
A Flexible Nonparametric Test for Conditional Independence 0 0 2 36 1 1 6 63
A New Approach to Robust Inference in Cointegration 0 0 1 140 0 2 7 284
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 0 8 1 2 5 28
Adaptive Estimation of the Regression Discontinuity Model 0 1 2 200 0 1 9 720
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 4 19
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 3 100 0 1 19 407
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 4 53 1 2 19 155
Asymptotic F and t Tests in an Efficient GMM Setting 0 1 6 16 0 1 13 28
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 0 3 22
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 0 0 4 707
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 1 1 218 0 1 8 1,203
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 3 1 1 4 31
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 40 0 1 2 275
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 1 1 1 4 1 2 4 22
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 2 4 34 1 1 7 26
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 1 32 0 0 5 67
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 0 60 0 1 11 182
Improved HAR Inference 0 0 1 84 0 0 3 355
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 18 0 0 4 25
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 2 381 0 0 7 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 7 691
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 116 0 0 6 629
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 1 119 0 0 9 523
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 1 3 164 0 1 8 522
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 1 1 6 178
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 1 2 15 0 2 6 45
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 0 6 10 25
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 7 41
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 2 21 2 3 12 43
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 2 0 0 4 31
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 2 18
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 1 4 0 0 2 44
Total Working Papers 1 8 45 2,369 10 33 252 9,266


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 heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 1 5 39
A new approach to robust inference in cointegration 0 0 0 29 0 0 2 91
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 79 0 0 3 363
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 0 1 9 0 1 25 68
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
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 1 1 58
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 3 7 0 2 6 30
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 3 12 0 0 10 67
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 0 3 21 0 0 12 67
Nonlinear log-periodogram regression for perturbed fractional processes 1 1 1 47 1 1 3 169
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 83 0 0 3 318
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 1 3 39
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 20 0 0 12 100
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 1 41 0 0 2 236
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 1 7 0 2 9 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 3 5 76 2 5 12 229
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 1 2 38
The Tobit model with a non-zero threshold 1 1 1 62 3 3 29 320
Total Journal Articles 3 5 19 610 6 18 145 2,705


Statistics updated 2017-08-03