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 0 1 10 310
Business Cycles, Trend Elimination, and the HP Filter 0 0 0 130 0 0 22 235
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 93 0 0 6 749
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 4 0 0 10 56
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 0 5 21 67
Improved HAR Inference 0 0 0 90 0 0 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 0 1 4 721
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 1 1 17 101
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 1 1 12 88
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 0 2 12 97
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 166 1 1 42 589
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 0 1 11 213
Robust Forecast Comparison 0 0 0 82 0 1 10 97
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 0 69 1 3 15 115
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 1 6 21 234
The KPSS Test with Seasonal Dummies 0 0 0 327 1 2 8 1,253
Total Working Papers 0 1 1 2,120 6 26 333 8,070

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 1 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 1 22 2 3 22 94
Discrete choice modeling with nonstationary panels applied to exchange rate regime choice 0 0 0 49 1 2 8 214
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 1 216 0 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 0 17 84
Nonstationary discrete choice: A corrigendum and addendum 0 0 0 19 2 2 15 117
Nonstationary panel models with latent group structures and cross-section dependence 0 1 1 23 1 3 14 71
On factor models with random missing: EM estimation, inference, and cross validation 2 3 4 21 5 7 19 81
On time-varying panel data models with time-varying interactive fixed effects 0 1 17 21 0 5 60 73
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 1 90 1 2 16 391
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 0 1 5 13 1 3 16 34
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 2 3 4 67 2 3 14 269
ROBUST FORECAST COMPARISON 0 0 1 4 0 0 7 39
Robust forecast superiority testing with an application to assessing pools of expert forecasters 0 0 0 5 0 0 8 20
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 1 1 7 73
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 1 6 26 2 4 21 86
Sieve estimation of panel data models with cross section dependence 0 0 4 86 1 1 24 307
Sieve estimation of state-varying factor models 0 1 2 3 4 7 28 29
Specification test for panel data models with interactive fixed effects 0 0 0 45 0 2 36 325
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 1 1 15 333
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 0 3 4 0 1 29 33
Total Journal Articles 4 11 53 1,010 24 57 488 4,749

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Statistics updated 2026-10-11