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 4 13 29 2 6 21 43
A New Approach to Robust Inference in Cointegration 0 0 2 138 0 2 8 266
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 3 5 0 2 6 11
Adaptive Estimation of the Regression Discontinuity Model 0 0 4 195 0 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 1 1 10 372
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 5 43 0 3 21 107
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 1 1 3 1 2 3 14
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 0 2 7 261
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 90 0 2 8 689
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 2 5 14 213 12 31 84 1,151
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 2 0 1 5 20
Estimation and Inference in Panel Structure Models 0 0 4 6 0 0 9 26
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 2 3 0 0 7 15
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 2 2 27 27 2 3 7 7
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 1 10 29 0 2 25 47
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 1 2 58 0 5 21 154
Improved HAR Inference 0 0 3 81 1 2 7 327
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 1 18 1 1 3 14
Local Polynomial Whittle Estimation of Long-range Dependence 3 7 10 369 5 14 48 1,342
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 1 64 0 1 5 259
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 1 2 196 3 5 28 666
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 113 2 2 7 605
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 1 5 117 1 5 23 492
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 1 3 154 0 4 14 496
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 0 0 1 4 12
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 1 38 0 1 11 161
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 1 3 7 9 2 5 18 25
Sieve Inference on Semi-nonparametric Time Series Models 0 0 1 30 2 3 9 59
Sieve inference on semi-nonparametric time series models 0 2 4 11 0 2 4 26
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 13 19 0 3 13 23
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 1 0 0 1 16
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 2 3 13
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 1 0 3 20 30
Total Working Papers 9 29 141 2,201 35 117 476 8,467


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 6 31
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 8 0 1 2 40
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 1 1 3 19
A new approach to robust inference in cointegration 0 1 2 29 0 2 4 76
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 4 74 0 1 9 347
Asymptotic distributions of impulse response functions in short panel vector autoregressions 1 2 8 40 1 2 13 137
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 1 37
Comment 0 1 1 1 0 1 4 4
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 8 0 1 6 50
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 1 3 3 3 2 7 7 7
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 1 1 5 9 1 2 19 35
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 1 3 11 13 3 7 26 33
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 1 44 1 1 4 155
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 4 81 0 2 11 297
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 2 6 19 1 2 12 69
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 1 40 0 0 2 224
Sieve inference on possibly misspecified semi-nonparametric time series models 1 1 3 5 2 3 22 34
Simple and powerful GMM over-identification tests with accurate size 0 1 3 18 0 3 14 78
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 3 6 14 62 4 10 38 182
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 0 3 17 266
Total Journal Articles 9 21 71 548 16 49 231 2,183


Statistics updated 2015-05-02