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 1 5 13 28 2 6 22 41
A New Approach to Robust Inference in Cointegration 0 0 2 138 0 5 11 266
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 3 5 2 2 7 11
Adaptive Estimation of the Regression Discontinuity Model 0 0 4 195 1 1 10 697
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 2 7
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 0 0 10 371
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 1 5 43 1 6 23 107
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 1 1 3 0 1 3 13
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 4 13 211 13 29 82 1,139
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 2 0 1 5 20
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 90 2 2 8 689
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 2 3 7 261
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 1 2 3 0 1 7 15
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 0 25 25 1 2 5 5
Fixed-smoothing Asymptotics in a Two-step GMM Framework 1 1 10 29 1 4 25 47
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 1 2 58 2 5 26 154
Improved HAR Inference 0 0 3 81 1 1 7 326
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 2 18 0 0 3 13
Local Polynomial Whittle Estimation of Long-range Dependence 4 4 7 366 8 10 50 1,337
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 1 64 1 2 5 259
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 1 3 196 1 4 27 663
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 113 0 0 6 603
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 1 6 117 1 7 24 491
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 1 1 3 154 4 9 14 496
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 0 1 2 4 12
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 1 38 0 6 12 161
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 2 2 6 8 2 5 17 23
Sieve Inference on Semi-nonparametric Time Series Models 0 0 2 30 0 1 8 57
Sieve inference on semi-nonparametric time series models 1 2 4 11 1 2 4 26
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 13 19 3 5 13 23
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 2 3 13
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 1 2 4 20 30
Total Working Papers 10 25 138 2,192 53 129 485 8,432


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 1 2 3 40
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 0 5 18
A new approach to robust inference in cointegration 1 1 2 29 2 2 4 76
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 3 4 74 1 4 9 347
Asymptotic distributions of impulse response functions in short panel vector autoregressions 1 3 8 39 1 3 14 136
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 2 37
Comment 1 1 1 1 1 1 4 4
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 8 0 3 6 50
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 2 2 2 2 3 5 5 5
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 1 4 8 1 4 22 34
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 2 4 11 12 3 7 24 30
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 0 4 12 297
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 1 1 5 18 1 2 14 68
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 3 4 0 2 23 32
Simple and powerful GMM over-identification tests with accurate size 0 1 3 18 2 4 18 78
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 1 5 12 59 3 11 38 178
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 1 4 17 266
Total Journal Articles 9 24 68 539 20 62 246 2,167


Statistics updated 2015-04-05