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 6 8 10 308
Business Cycles, Trend Elimination, and the HP Filter 0 0 0 130 5 10 12 223
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 41 12 18 21 322
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 93 2 4 4 747
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 4 4 5 5 51
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 222 2 3 4 1,242
Demand volatility and the lag between the growth of temporary and permanent employment 0 0 0 61 1 5 7 318
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 0 38 5 9 9 55
Improved HAR Inference 0 0 0 90 2 2 4 395
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 69 6 8 9 326
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 0 202 0 1 1 718
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 4 5 7 90
Nonstationary Discrete Choice: A Corrigendum and Addendum 0 0 0 81 6 7 8 390
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 2 4 5 80
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 5 6 8 93
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 166 7 10 11 557
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 6 1 1 1 44
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 42 2 3 5 207
Robust Forecast Comparison 0 0 0 82 0 1 3 89
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 1 69 2 4 9 106
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 3 13 14 14 61
Testing the Martingale Hypothesis 0 0 0 86 4 4 4 217
The KPSS Test with Seasonal Dummies 0 0 0 327 0 5 5 1,250
Total Working Papers 0 0 1 2,119 91 137 166 7,889

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 2 3 5 191
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 2 3 8 100
A new approach to robust inference in cointegration 0 0 1 32 4 4 6 118
A new test for unit roots with a partial quadratic trend 0 1 2 3 5 8 13 17
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 2 3 7 68
BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER 0 0 3 21 11 12 21 86
Discrete choice modeling with nonstationary panels applied to exchange rate regime choice 0 0 0 49 3 3 6 210
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 1 1 216 0 1 1 983
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 6 11 15 44
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 6 8 8 75
Nonstationary discrete choice: A corrigendum and addendum 0 0 0 19 6 6 9 109
Nonstationary panel models with latent group structures and cross-section dependence 0 0 1 22 6 8 9 65
On factor models with random missing: EM estimation, inference, and cross validation 0 0 3 18 5 6 14 70
On time-varying panel data models with time-varying interactive fixed effects 1 6 14 14 6 13 33 33
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 89 5 8 12 386
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 1 2 9 11 2 9 24 28
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 4 6 6 57
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 0 1 63 2 6 8 261
ROBUST FORECAST COMPARISON 0 1 2 4 1 3 7 36
Robust forecast superiority testing with an application to assessing pools of expert forecasters 0 0 1 5 1 6 10 19
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 1 2 5 68
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 4 6 8 259
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 1 2 22 2 4 11 73
Sieve estimation of panel data models with cross section dependence 2 3 3 85 7 12 24 301
Specification test for panel data models with interactive fixed effects 0 0 1 45 11 14 23 306
Testing the Martingale Hypothesis 0 0 1 10 5 7 11 82
The KPSS test with seasonal dummies 0 0 0 20 1 4 7 111
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 6 9 10 327
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 2 2 4 4 7 11 16 16
Total Journal Articles 6 17 50 982 123 196 337 4,499

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Statistics updated 2026-02-12