Access Statistics for Sainan Jin

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 New Approach to Robust Inference in Cointegration 0 0 0 142 1 2 3 301
Business Cycles, Trend Elimination, and the HP Filter 0 0 0 130 1 1 3 214
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 41 1 2 4 305
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 222 1 2 2 1,240
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 93 1 1 1 744
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 4 0 0 0 46
Demand volatility and the lag between the growth of temporary and permanent employment 0 0 0 61 1 2 4 314
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 0 38 2 2 2 48
Improved HAR Inference 0 0 0 90 0 2 2 393
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 69 1 2 2 319
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 0 202 0 0 0 717
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 1 2 3 86
Nonstationary Discrete Choice: A Corrigendum and Addendum 0 0 0 81 1 2 2 384
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 0 0 1 76
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 0 2 3 87
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 166 1 1 2 548
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 6 0 0 1 43
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 42 0 2 4 204
Robust Forecast Comparison 0 0 0 82 0 1 2 88
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 1 69 0 2 5 102
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 3 0 0 0 47
Testing the Martingale Hypothesis 0 0 0 86 0 0 1 213
The KPSS Test with Seasonal Dummies 0 0 0 327 2 2 2 1,247
Total Working Papers 0 0 1 2,119 14 30 49 7,766

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Test for Conditional Symmetry 0 0 0 24 1 1 3 189
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 0 2 6 97
A new approach to robust inference in cointegration 0 0 1 32 0 1 2 114
A new test for unit roots with a partial quadratic trend 1 1 2 3 2 4 7 11
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 1 1 19 1 2 5 66
BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER 0 2 3 21 1 5 10 75
Discrete choice modeling with nonstationary panels applied to exchange rate regime choice 0 0 0 49 0 1 3 207
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 1 1 1 216 1 1 1 983
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 0 1 5 33
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 0 0 0 67
Nonstationary discrete choice: A corrigendum and addendum 0 0 0 19 0 2 3 103
Nonstationary panel models with latent group structures and cross-section dependence 0 0 1 22 2 2 4 59
On factor models with random missing: EM estimation, inference, and cross validation 0 1 4 18 1 3 11 65
On time-varying panel data models with time-varying interactive fixed effects 2 7 10 10 2 15 22 22
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 89 0 3 4 378
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 1 2 9 10 1 2 17 20
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 0 0 51
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 0 1 63 1 1 3 256
ROBUST FORECAST COMPARISON 0 0 1 3 1 4 6 34
Robust forecast superiority testing with an application to assessing pools of expert forecasters 0 0 1 5 2 4 7 15
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 0 0 3 66
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 0 1 2 253
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 1 1 21 0 4 9 69
Sieve estimation of panel data models with cross section dependence 0 0 0 82 1 7 17 290
Specification test for panel data models with interactive fixed effects 0 0 1 45 2 6 13 294
Testing the Martingale Hypothesis 0 0 1 10 2 3 6 77
The KPSS test with seasonal dummies 0 0 0 20 0 1 3 107
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 2 2 3 320
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 2 2 2 1 4 6 6
Total Journal Articles 5 18 40 970 24 82 181 4,327

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Statistics updated 2025-12-06