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 1 0 1 1 15
A Flexible Nonparametric Test for Conditional Independence 2 2 13 31 2 5 23 49
A New Approach to Robust Inference in Cointegration 0 0 1 138 0 1 7 267
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 1 5 0 2 6 13
Adaptive Estimation of the Regression Discontinuity Model 0 1 3 196 1 2 10 700
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 1 7
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 0 2 8 375
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 4 44 1 4 22 113
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 1 3 0 1 3 15
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 90 1 3 9 692
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 0 0 6 262
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 2 0 0 3 20
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 9 213 2 8 79 1,164
Estimation and Inference in Panel Structure Models 0 1 3 7 0 1 4 27
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 2 3 0 0 5 15
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 0 2 27 1 1 5 8
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 8 29 0 1 17 48
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 1 1 3 59 1 3 17 158
Improved HAR Inference 0 0 2 81 2 4 9 331
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 1 18 0 1 3 15
Local Polynomial Whittle Estimation of Long-range Dependence 1 3 13 374 2 7 40 1,354
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 64 0 2 4 261
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 1 1 3 197 2 4 25 670
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 1 2 2 115 1 4 10 613
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 2 117 2 3 19 496
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 3 155 0 1 14 498
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 1 1 1 0 2 6 14
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 38 1 3 13 164
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 1 1 7 10 2 3 18 29
Sieve Inference on Semi-nonparametric Time Series Models 0 0 1 30 0 1 8 62
Sieve inference on semi-nonparametric time series models 0 0 4 12 0 1 5 28
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 0 19 0 0 9 23
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 1 1 2 1 3 4 19
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 2 5 16
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 1 0 1 21 31
Total Working Papers 7 14 91 2,220 22 77 439 8,572


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 8 0 1 6 32
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 8 0 1 3 41
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 1 4 20
A new approach to robust inference in cointegration 0 0 2 29 0 2 6 78
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 4 75 0 1 8 349
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 1 6 6 2 6 21 21
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 7 40 0 3 17 143
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 1 1 38
Comment 0 0 2 2 0 0 5 5
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 8 0 1 4 51
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 3 3 0 3 11 11
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 3 9 2 3 15 38
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 1 2 11 15 2 4 23 37
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 1 44 0 0 4 155
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 4 83 0 1 11 300
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 0 4 30
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 5 20 0 6 15 76
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 1 40 0 1 2 225
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 2 5 2 3 20 40
Simple and powerful GMM over-identification tests with accurate size 0 0 2 18 1 3 11 81
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 2 14 64 1 5 38 190
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 1 3 33
The Tobit model with a non-zero threshold 0 0 1 61 2 7 19 274
Total Journal Articles 1 5 68 563 12 54 251 2,268


Statistics updated 2015-09-02