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 0 4 8 14
A Flexible Nonparametric Test for Conditional Independence 0 0 8 18 2 2 20 28
A New Approach to Robust Inference in Cointegration 1 2 2 138 1 3 11 261
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 1 2 4 5 1 2 5 8
Adaptive Estimation of the Regression Discontinuity Model 0 2 3 193 2 4 15 692
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 1 2 1 2 4 7
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 1 3 16 368
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 1 5 40 2 5 35 93
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 1 6 17
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 1 2 6 257
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 1 9 204 3 8 67 1,088
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 89 1 2 4 684
Estimation and Inference in Panel Structure Models 0 1 3 4 0 1 9 23
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 1 1 1 7 11
Fixed-smoothing Asymptotics in a Two-step GMM Framework 3 5 11 24 4 11 24 35
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 1 56 1 4 30 142
Improved HAR Inference 1 2 5 80 1 2 10 323
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 1 1 7 18 1 1 9 13
Local Polynomial Whittle Estimation of Long-range Dependence 0 2 11 361 4 12 88 1,318
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 1 1 64 0 2 9 257
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 6 194 0 4 24 645
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 113 0 3 14 603
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 2 5 115 1 5 30 478
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 3 152 1 2 14 485
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 0 2 2 5 10
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 1 2 38 3 4 14 154
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 2 3 5 5 2 5 12 13
Sieve Inference on Semi-nonparametric Time Series Models 0 0 3 29 0 3 9 54
Sieve inference on semi-nonparametric time series models 1 2 3 9 1 2 6 24
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 9 19 19 1 5 15 15
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 1 0 0 8 15
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 1 7 11
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 1 1 0 0 7 10
Total Working Papers 10 39 120 2,114 38 108 550 8,168


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 9 16
A new approach to robust inference in cointegration 1 1 2 28 2 2 9 74
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 2 71 0 0 7 341
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 4 33 1 1 17 127
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 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 0 6 6 2 3 25 25
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 1 3 5 5 2 7 16 16
Nonlinear log-periodogram regression for perturbed fractional processes 1 1 2 44 2 2 10 153
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 2 4 79 0 3 9 289
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 2 3 8 1 5 8 27
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 1 2 15 1 2 11 62
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 3 5 23 23
Simple and powerful GMM over-identification tests with accurate size 1 1 5 17 1 2 24 71
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 1 1 10 51 4 7 39 156
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 0 1 30
The Tobit model with a non-zero threshold 1 2 3 61 3 9 18 258
Total Journal Articles 6 15 52 501 22 49 238 2,039


Statistics updated 2014-10-03