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 1 1 1 1 4 8 14
A Flexible Nonparametric Test for Conditional Independence 0 2 9 18 0 3 20 26
A New Approach to Robust Inference in Cointegration 0 1 1 137 1 2 11 260
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 1 4 4 0 1 6 7
Adaptive Estimation of the Regression Discontinuity Model 1 2 3 193 1 2 14 690
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 1 2 1 1 3 6
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 0 3 17 367
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 2 5 40 1 5 37 91
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 1 1 2 0 2 7 17
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 1 2 5 256
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 3 11 204 2 10 71 1,085
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 89 0 2 3 683
Estimation and Inference in Panel Structure Models 0 2 3 4 0 4 9 23
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 1 0 0 6 10
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 2 9 21 2 8 22 31
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 1 56 1 5 35 141
Improved HAR Inference 0 1 4 79 0 2 9 322
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 6 17 0 0 9 12
Local Polynomial Whittle Estimation of Long-range Dependence 1 2 12 361 2 13 90 1,314
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 1 1 1 64 2 3 9 257
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 7 194 0 5 29 645
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 113 0 3 15 603
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 2 6 115 0 5 34 477
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 4 152 0 1 14 484
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 0 0 0 3 8
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 1 2 38 0 1 13 151
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 1 1 3 3 1 3 10 11
Sieve Inference on Semi-nonparametric Time Series Models 0 0 3 29 1 4 10 54
Sieve inference on semi-nonparametric time series models 0 1 2 8 0 1 6 23
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 1 13 19 19 1 4 14 14
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 1 0 0 9 15
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 1 1 7 11
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 1 1 0 0 8 10
Total Working Papers 5 39 119 2,104 19 100 565 8,130


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 8 0 1 1 26
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 0 0 11 16
A new approach to robust inference in cointegration 0 0 1 27 0 0 7 72
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 2 71 0 1 7 341
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 1 4 33 0 1 18 126
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 1 3 37
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 8 0 0 4 47
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 2 6 6 0 7 23 23
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 2 4 4 3 7 14 14
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 1 43 0 0 8 151
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 1 2 5 79 2 3 12 289
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 1 2 3 8 3 4 8 26
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 2 3 15 0 3 11 61
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 0 5 20 20
Simple and powerful GMM over-identification tests with accurate size 0 1 6 16 0 5 27 70
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 1 10 50 1 5 37 152
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 1 1 30
The Tobit model with a non-zero threshold 0 1 2 60 2 6 15 255
Total Journal Articles 2 15 51 495 11 50 231 2,017


Statistics updated 2014-09-02