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 1 1 1 1 3 3 7 13
A Flexible Nonparametric Test for Conditional Independence 0 2 18 18 0 4 26 26
A New Approach to Robust Inference in Cointegration 1 1 1 137 1 1 10 259
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 1 2 4 4 1 2 7 7
Adaptive Estimation of the Regression Discontinuity Model 1 1 2 192 1 2 14 689
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 1 2 0 0 2 5
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 1 97 2 5 18 367
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 1 2 7 40 2 4 38 90
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 2 0 1 2 12
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 1 1 1 2 1 2 7 17
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 39 0 1 4 255
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 1 5 12 204 3 16 74 1,083
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 89 1 2 3 683
Estimation and Inference in Panel Structure Models 1 2 3 4 1 6 9 23
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 1 0 2 6 10
Fixed-smoothing Asymptotics in a Two-step GMM Framework 2 2 21 21 5 7 29 29
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 5 56 2 7 40 140
Improved HAR Inference 1 1 5 79 1 2 10 322
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 17 17 0 1 12 12
Local Polynomial Whittle Estimation of Long-range Dependence 1 1 11 360 6 18 92 1,312
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 63 0 1 7 255
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 7 194 4 7 31 645
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 113 3 5 16 603
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 2 3 6 115 4 8 35 477
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 1 5 152 1 2 16 484
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 0 0 0 3 8
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 1 1 2 38 1 1 15 151
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 2 2 2 3 10 10
Sieve Inference on Semi-nonparametric Time Series Models 0 0 3 29 2 3 9 53
Sieve inference on semi-nonparametric time series models 1 1 2 8 1 1 7 23
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 8 12 18 18 3 3 13 13
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 1 0 0 10 15
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 6 10
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 1 1 0 0 10 10
Total Working Papers 24 39 156 2,099 51 120 598 8,111


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 8 1 1 2 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 12 16
A new approach to robust inference in cointegration 0 0 2 27 0 0 8 72
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 1 2 71 0 3 7 341
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 1 5 33 0 2 20 126
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 1 4 37
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 8 0 3 4 47
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 2 6 6 1 7 23 23
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 2 2 4 4 2 4 11 11
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 1 43 0 0 9 151
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 1 1 5 78 1 1 11 287
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 1 1 2 7 1 1 6 23
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 1 2 3 15 1 4 11 61
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 39 0 1 2 223
Sieve inference on possibly misspecified semi-nonparametric time series models 0 1 3 3 2 8 20 20
Simple and powerful GMM over-identification tests with accurate size 0 1 6 16 1 6 28 70
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 2 10 50 2 7 36 151
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 1 1 30
The Tobit model with a non-zero threshold 1 1 2 60 4 4 13 253
Total Journal Articles 7 16 52 493 16 54 230 2,006


Statistics updated 2014-08-03