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 1 141 0 1 2 289
Business Cycles, Trend Elimination, and the HP Filter 0 1 9 112 3 11 41 154
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 1 1 7 723
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 4 0 0 1 41
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 220 0 2 7 1,231
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 1 1 41 1 3 8 291
Demand volatility and the lag between the growth of temporary and permanent employment 0 0 1 61 1 1 4 304
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 6 34 1 1 15 32
Improved HAR Inference 0 0 4 89 1 1 16 382
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 1 1 68 0 6 17 303
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 0 202 1 1 7 708
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 1 2 29 0 2 10 70
Nonstationary Discrete Choice: A Corrigendum and Addendum 0 0 0 81 2 2 5 377
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 1 6 61 61 4 14 34 34
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 6 54 2 2 21 50
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 165 1 1 3 538
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 1 6 1 1 9 38
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 1 41 0 1 7 192
Robust Forecast Comparison 0 0 1 80 1 1 5 73
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 1 66 1 6 11 80
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 2 2 2 7 41
Testing the Martingale Hypothesis 0 0 3 82 0 0 18 186
The KPSS Test with Seasonal Dummies 0 0 0 326 1 1 5 1,236
Total Working Papers 1 10 99 2,055 24 61 260 7,373


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 1 24 0 1 4 180
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 16 2 2 6 71
A new approach to robust inference in cointegration 0 0 0 29 0 2 5 102
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 1 1 17 0 2 3 56
Discrete choice modeling with nonstationary panels applied to exchange rate regime choice 0 0 2 45 1 1 8 159
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 0 215 0 1 2 977
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 2 2 2 0 4 5 5
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 2 5 1 3 14 38
Nonstationary discrete choice: A corrigendum and addendum 0 0 0 18 0 0 7 94
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 84 1 1 13 343
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 0 3 49
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 0 2 53 0 0 5 215
ROBUST FORECAST COMPARISON 0 0 0 1 0 0 4 15
Robustify Financial Time Series Forecasting with Bagging 0 0 1 16 0 0 3 45
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 0 0 2 246
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 0 3 5 0 0 9 13
Sieve estimation of panel data models with cross section dependence 0 0 3 74 0 0 7 232
Specification test for panel data models with interactive fixed effects 1 1 5 37 3 9 50 219
Testing the Martingale Hypothesis 0 0 0 9 0 0 8 60
The KPSS test with seasonal dummies 0 0 0 20 0 0 1 96
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 1 87 1 1 6 281
Total Journal Articles 1 4 23 806 9 27 165 3,496


Statistics updated 2020-09-04