Access Statistics for Yixiao Sun

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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 3 0 0 1 52
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 0 20 0 0 0 30
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 2 42 0 0 4 89
A Flexible Nonparametric Test for Conditional Independence 0 0 0 41 0 0 0 89
A New Approach to Robust Inference in Cointegration 0 0 0 142 0 0 0 298
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 0 13 0 0 1 44
A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations 0 0 0 0 3 3 4 72
A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions 0 0 0 20 0 0 1 34
Adaptive Estimation of the Regression Discontinuity Model 0 0 0 206 0 1 4 757
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 3 1 2 4 47
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 102 0 0 2 433
An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence 0 0 0 25 4 4 6 102
An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation 0 0 0 19 1 1 5 41
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 0 57 0 0 3 205
Asymptotic F Tests under Possibly Weak Identification 0 0 0 45 0 1 4 82
Asymptotic F Tests under Possibly Weak Identification 0 0 0 3 0 1 1 30
Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions 0 6 31 31 2 10 44 44
Asymptotic F and t Tests in an Efficient GMM Setting 0 0 0 23 1 1 3 60
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 0 0 28
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 4 0 0 0 46
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 41 0 0 3 302
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 222 0 0 1 1,238
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 2 93 0 0 2 743
Does urban-rural income inequality increase agricultural fertilizer or pesticide use? A provincial panel data analysis in China 0 0 0 27 0 0 0 68
Estimation and Inference in Panel Structure Models 0 0 0 24 1 1 5 100
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 4 0 1 1 40
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 0 0 35 0 0 0 45
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 0 35 0 0 1 87
Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata 0 0 0 29 0 0 1 40
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 0 66 0 0 2 219
Improved HAR Inference 0 0 0 90 0 0 0 391
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 1 1 27 3 4 5 53
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 382 0 0 2 1,405
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 69 0 0 0 317
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 0 202 0 0 0 717
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 117 0 0 0 647
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 0 121 0 0 1 556
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 166 0 0 1 547
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 6 0 0 1 43
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 42 0 0 2 202
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 0 18 0 0 2 79
Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework 0 0 1 10 0 0 2 55
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 0 1 3 119
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 0 0 54
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 1 1 1 43 2 2 4 49
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 0 0 68 0 0 2 59
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 2 33 1 1 8 101
Smoothed estimating equations for instrumental variables quantile regression 0 1 1 2 0 1 4 32
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 3 0 0 0 47
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 1 27
Testing for Moderate Explosiveness in the Presence of Drift 0 0 0 19 0 0 0 25
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 1 7 0 1 3 64
Total Working Papers 1 9 43 2,855 19 36 144 11,054

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 1 1 1 57
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 11 1 1 3 67
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 6 0 1 1 40
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data 0 0 0 7 1 1 2 57
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 1 3 63
A new approach to robust inference in cointegration 0 0 0 31 0 0 0 112
A simple and trustworthy asymptotic t test in difference-in-differences regressions 0 0 0 4 2 2 3 37
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 81 0 2 3 395
Asymptotic F and t tests in an efficient GMM setting 0 0 0 11 1 1 3 72
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 0 0 12 2 2 2 116
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 0 47 0 0 1 182
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 0 54
BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS 0 0 3 18 0 0 6 51
Comment 0 0 0 2 0 0 0 12
Comment 0 0 0 4 0 0 1 31
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 1 11 1 1 2 74
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 0 11 0 0 1 63
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 1 1 15 2 3 3 94
Heteroskedasticity- and autocorrelation-robust F and t tests in Stata 0 0 0 11 1 1 2 89
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 0 1 54 0 1 2 179
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 0 49 0 0 0 196
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 89 1 1 3 375
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 0 0 51
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 26 0 2 5 127
SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS 0 0 0 3 1 1 2 29
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 1 2 24 0 1 11 93
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 0 0 1 252
Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework 0 0 1 31 1 2 8 162
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 3 36 0 2 7 157
Simple and powerful GMM over-identification tests with accurate size 0 0 1 24 0 0 4 129
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 0 0 100 1 1 7 316
Spurious regressions between stationary generalized long memory processes 0 0 0 12 1 1 2 49
Testing for moderate explosiveness 0 0 0 5 1 1 2 25
The Tobit model with a non-zero threshold 0 0 0 68 1 4 12 389
Total Journal Articles 0 2 13 869 19 34 103 4,195

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation 0 0 0 5 0 0 1 40
Total Chapters 0 0 0 5 0 0 1 40

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Statistics updated 2025-08-05