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 1 8 14
A Flexible Nonparametric Test for Conditional Independence 1 1 9 19 3 5 22 31
A New Approach to Robust Inference in Cointegration 0 1 2 138 0 2 9 261
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 1 4 5 1 2 6 9
Adaptive Estimation of the Regression Discontinuity Model 1 2 4 194 2 5 16 694
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 1 2 0 2 3 7
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 0 1 14 368
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 5 40 1 4 32 94
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 0 1 2 1 1 7 18
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 0 2 5 257
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 3 3 10 207 8 13 69 1,096
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 89 2 3 6 686
Estimation and Inference in Panel Structure Models 1 1 4 5 1 1 10 24
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 1 2 3 8 13
Fixed-smoothing Asymptotics in a Two-step GMM Framework 3 6 13 27 4 10 26 39
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 0 56 0 2 25 142
Improved HAR Inference 1 2 6 81 1 2 9 324
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 1 5 18 0 1 8 13
Local Polynomial Whittle Estimation of Long-range Dependence 0 1 10 361 5 11 87 1,323
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 5 194 1 1 23 646
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 113 0 0 14 603
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 1 1 5 116 4 5 31 482
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 2 152 0 1 13 485
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 0 0 2 5 10
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 2 38 0 3 9 154
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 1 4 5 6 3 6 14 16
Sieve Inference on Semi-nonparametric Time Series Models 1 1 4 30 1 2 8 55
Sieve inference on semi-nonparametric time series models 0 1 2 9 0 1 2 24
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 1 15 19 1 3 12 16
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 0 1 4 4 8 14
Total Working Papers 13 28 116 2,127 45 102 535 8,213


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 0 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 7 16
A new approach to robust inference in cointegration 0 1 2 28 0 2 8 74
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 2 71 1 1 7 342
Asymptotic distributions of impulse response functions in short panel vector autoregressions 1 1 5 34 1 2 16 128
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 1 3 26 26
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 1 2 6 6 1 6 17 17
Nonlinear log-periodogram regression for perturbed fractional processes 0 1 2 44 1 3 9 154
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 1 3 79 2 4 9 291
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 1 2 8 1 5 8 28
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 2 15 1 2 11 63
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 4 7 27 27
Simple and powerful GMM over-identification tests with accurate size 0 1 3 17 1 2 21 72
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 2 3 12 53 3 8 39 159
Spurious regressions between stationary generalized long memory processes 0 0 0 9 1 1 2 31
The Tobit model with a non-zero threshold 0 1 3 61 4 9 21 262
Total Journal Articles 4 12 52 505 22 55 240 2,061


Statistics updated 2014-11-03