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 4 14
A Flexible Nonparametric Test for Conditional Independence 2 5 12 27 2 5 21 39
A New Approach to Robust Inference in Cointegration 0 0 2 138 2 5 11 266
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 3 5 0 0 5 9
Adaptive Estimation of the Regression Discontinuity Model 0 1 4 195 0 1 12 696
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 0 1 12 371
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 3 6 43 2 11 26 106
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 1 1 1 3 1 1 3 13
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 0 2 5 259
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 1 1 90 0 1 6 687
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 3 4 13 211 6 24 73 1,126
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 2 1 1 5 20
Estimation and Inference in Panel Structure Models 0 0 4 6 0 1 9 26
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 2 2 3 0 2 7 15
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 1 10 28 1 6 26 46
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 1 2 2 58 3 7 30 152
Improved HAR Inference 0 0 3 81 0 1 6 325
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 2 18 0 0 5 13
Local Polynomial Whittle Estimation of Long-range Dependence 0 1 5 362 1 4 58 1,329
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 1 64 0 1 5 258
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 1 1 3 196 1 8 30 662
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 113 0 0 11 603
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 1 1 6 117 3 6 28 490
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 3 153 0 5 13 492
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 0 0 1 3 11
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 1 38 1 7 14 161
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 4 6 1 5 15 21
Sieve Inference on Semi-nonparametric Time Series Models 0 0 3 30 1 2 9 57
Sieve inference on semi-nonparametric time series models 1 1 3 10 1 1 3 25
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 13 19 0 3 11 20
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 1 0 0 2 16
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 1 1 2 12
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 1 1 5 18 28
Total Working Papers 10 24 110 2,157 29 118 491 8,375


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 3 6 31
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 8 0 1 2 39
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 1 5 18
A new approach to robust inference in cointegration 0 0 1 28 0 0 3 74
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 3 4 74 0 4 8 346
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 4 8 38 0 6 17 135
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 2 37
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 8 1 3 6 50
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 2 5 8 0 5 23 33
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 3 10 10 1 8 24 27
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 2 44 0 0 6 154
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 5 81 2 4 13 297
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 2 8 0 0 8 30
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 2 4 17 0 3 13 67
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 1 1 40 0 1 3 224
Sieve inference on possibly misspecified semi-nonparametric time series models 0 1 4 4 1 5 30 32
Simple and powerful GMM over-identification tests with accurate size 1 1 3 18 1 2 19 76
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 2 5 12 58 3 13 40 175
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 0 3 32
The Tobit model with a non-zero threshold 0 0 2 61 2 3 19 265
Total Journal Articles 3 22 64 530 11 62 250 2,142


Statistics updated 2015-03-01