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 0 1 0 0 1 15
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 3 26 26 3 5 9 9
A Flexible Nonparametric Test for Conditional Independence 1 1 8 33 1 3 17 54
A New Approach to Robust Inference in Cointegration 0 0 0 138 1 4 8 272
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 2 2 7 0 3 9 18
Adaptive Estimation of the Regression Discontinuity Model 0 0 2 197 0 0 10 706
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 2 3 10
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 1 1 6 377
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 2 3 46 0 3 17 121
Asymptotic F and t Tests in an Efficient GMM Setting 1 1 7 7 2 2 7 7
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 1 3 0 0 4 16
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 0 1 5 264
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 6 214 1 7 57 1,177
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 2 0 3 5 24
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 0 3 8 695
Estimation and Inference in Panel Structure Models 0 0 1 7 0 4 5 31
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 3 0 0 0 15
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 0 2 27 0 2 6 10
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 3 31 0 5 12 57
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 2 59 0 4 16 165
Improved HAR Inference 0 0 1 82 0 5 17 342
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 18 0 2 5 18
Local Polynomial Whittle Estimation of Long-range Dependence 1 1 13 375 4 9 36 1,364
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 64 0 1 5 263
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 3 198 0 3 13 674
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 2 115 1 4 14 617
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 1 117 1 4 16 503
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 1 2 4 157 1 3 11 503
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 1 1 0 2 5 16
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 38 0 1 5 165
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 2 6 12 0 3 15 35
Should We Go One Step Further? Â An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework 1 1 4 4 1 1 4 4
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 30 0 1 7 63
Sieve inference on semi-nonparametric time series models 0 0 3 12 0 2 6 30
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 0 19 2 4 7 27
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 1 2 1 3 8 24
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 5 16
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 1 1 4 11 38
Total Working Papers 5 15 102 2,274 21 104 395 8,745


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 8 0 3 6 37
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 1 1 1 9 2 3 5 44
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 2 6 24
A new approach to robust inference in cointegration 0 0 1 29 3 8 14 88
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 1 2 3 77 1 3 7 353
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 0 6 6 1 5 30 30
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 2 40 1 2 12 147
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 1 2 39
Comment 0 0 2 2 0 0 3 6
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 1 2 2 10 1 3 5 54
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 1 4 4 1 2 15 15
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 1 9 0 3 14 47
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 0 7 17 0 1 15 41
Nonlinear log-periodogram regression for perturbed fractional processes 1 1 2 46 1 2 6 160
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 2 83 1 4 12 307
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 2 2 32
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 3 20 1 3 13 80
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 40 2 3 4 228
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 1 5 1 2 14 45
Simple and powerful GMM over-identification tests with accurate size 0 0 1 18 2 3 10 85
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 1 1 11 67 1 3 25 197
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 1 2 34
The Tobit model with a non-zero threshold 0 0 0 61 0 6 18 281
Total Journal Articles 5 8 49 576 19 65 240 2,374


Statistics updated 2016-02-03