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 2 2 4 8 23
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 1 3 33 33 1 6 24 24
A Flexible Nonparametric Test for Conditional Independence 0 0 5 34 1 1 10 57
A New Approach to Robust Inference in Cointegration 0 1 1 139 0 2 10 277
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 1 3 8 1 3 10 23
Adaptive Estimation of the Regression Discontinuity Model 1 1 2 198 2 2 12 711
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 3 8 15
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 97 3 5 13 388
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 5 49 0 2 24 136
Asymptotic F and t Tests in an Efficient GMM Setting 0 1 10 10 0 4 15 15
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 1 4 19
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 4 217 4 9 33 1,195
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 1 1 1 40 2 3 11 273
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 1 2 12 703
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 2 0 1 7 27
Estimation and Inference in Panel Structure Models 0 2 2 9 0 4 9 36
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 3 0 0 3 18
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 1 1 3 30 2 6 12 19
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 2 31 2 2 14 62
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 2 60 0 0 14 171
Improved HAR Inference 0 0 2 83 1 1 23 352
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 18 1 1 6 21
Local Polynomial Whittle Estimation of Long-range Dependence 0 1 6 379 5 8 28 1,380
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 1 1 65 0 1 5 266
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 1 4 200 2 7 16 684
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 2 116 1 1 11 623
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 1 1 1 118 1 5 20 514
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 2 6 161 2 4 16 514
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 1 2 3 1 3 7 21
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 38 1 1 9 172
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 1 1 4 13 3 3 12 39
Should We Go One Step Further? Â An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework 0 2 7 7 4 7 15 15
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 30 0 3 9 71
Sieve inference on semi-nonparametric time series models 0 0 0 12 0 0 6 34
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 0 19 0 0 8 31
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 2 0 0 9 27
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 0 16
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 1 2 3 0 1 11 42
Total Working Papers 6 22 111 2,324 43 106 464 9,014


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 1 1 1 9 1 2 9 41
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 1 2 10 0 3 10 51
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 1 4 14 34
A new approach to robust inference in cointegration 0 0 0 29 0 1 11 89
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 1 4 79 0 4 11 360
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 1 2 8 2 5 24 43
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 0 40 2 3 13 156
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 2 4 42
Comment 0 0 0 2 0 3 6 11
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 2 10 0 1 6 57
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 1 4 2 5 13 24
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 0 9 1 3 21 57
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 0 4 18 0 2 20 55
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 2 46 1 2 11 166
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 83 1 3 15 315
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 1 3 6 36
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 20 2 4 12 88
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 40 2 4 9 234
Sieve inference on possibly misspecified semi-nonparametric time series models 0 1 1 6 0 3 19 57
Simple and powerful GMM over-identification tests with accurate size 0 2 3 21 0 4 20 100
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 1 7 71 2 9 28 217
Spurious regressions between stationary generalized long memory processes 0 0 0 9 1 2 3 36
The Tobit model with a non-zero threshold 0 0 0 61 3 4 19 291
Total Journal Articles 1 8 29 591 22 76 304 2,560


Statistics updated 2016-08-02