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 1 11 310
Business Cycles, Trend Elimination, and the HP Filter 0 0 0 130 0 2 22 235
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 222 0 0 7 1,245
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 41 0 1 29 332
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 4 0 0 10 56
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 93 0 0 6 749
Demand volatility and the lag between the growth of temporary and permanent employment 0 0 0 61 0 0 11 323
Identifying Latent Grouped Patterns in Cointegrated Panels 0 1 1 39 1 6 21 67
Improved HAR Inference 0 0 0 90 0 1 11 402
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 69 0 0 14 331
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 0 202 1 1 4 721
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 0 1 16 100
Nonstationary Discrete Choice: A Corrigendum and Addendum 0 0 0 81 0 0 14 396
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 0 0 11 87
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 1 2 12 97
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 166 0 0 41 588
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 6 0 0 7 50
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 42 1 1 11 213
Robust Forecast Comparison 0 0 0 82 1 2 10 97
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 0 69 2 2 14 114
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 3 0 0 19 66
Testing the Martingale Hypothesis 0 0 0 86 3 5 20 233
The KPSS Test with Seasonal Dummies 0 0 0 327 0 1 7 1,252
Total Working Papers 0 1 1 2,120 11 26 328 8,064

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 0 1 6 194
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 0 0 10 105
A new approach to robust inference in cointegration 0 0 0 32 0 2 11 124
A new test for unit roots with a partial quadratic trend 0 0 2 4 0 2 18 25
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 0 1 9 73
BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER 0 0 3 22 0 2 22 92
Discrete choice modeling with nonstationary panels applied to exchange rate regime choice 0 0 0 49 1 1 7 213
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 1 216 1 1 5 987
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 0 0 14 46
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 0 1 17 84
Nonstationary discrete choice: A corrigendum and addendum 0 0 0 19 0 0 14 115
Nonstationary panel models with latent group structures and cross-section dependence 1 1 1 23 2 2 13 70
On factor models with random missing: EM estimation, inference, and cross validation 0 1 2 19 1 2 14 76
On time-varying panel data models with time-varying interactive fixed effects 0 2 18 21 1 7 66 73
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 1 90 0 1 15 390
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 1 2 5 13 2 3 15 33
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 0 7 58
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 1 1 2 65 1 1 12 267
ROBUST FORECAST COMPARISON 0 0 1 4 0 0 9 39
Robust forecast superiority testing with an application to assessing pools of expert forecasters 0 0 0 5 0 0 9 20
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 0 0 6 72
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 0 1 11 263
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 2 6 26 1 5 19 84
Sieve estimation of panel data models with cross section dependence 0 0 4 86 0 0 23 306
Sieve estimation of state-varying factor models 1 2 3 3 1 6 25 25
Specification test for panel data models with interactive fixed effects 0 0 0 45 2 2 37 325
Testing the Martingale Hypothesis 0 0 0 10 0 2 15 89
The KPSS test with seasonal dummies 0 0 0 20 0 1 6 112
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 0 1 14 332
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 0 4 4 1 2 31 33
Total Journal Articles 4 11 54 1,006 14 47 480 4,725

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Statistics updated 2026-09-10