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 8 11 309
Business Cycles, Trend Elimination, and the HP Filter 0 0 0 130 2 11 13 225
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 93 0 3 4 747
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 222 1 3 5 1,243
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 4 2 7 7 53
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 41 0 17 21 322
Demand volatility and the lag between the growth of temporary and permanent employment 0 0 0 61 1 5 7 319
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 0 38 2 9 11 57
Improved HAR Inference 0 0 0 90 1 3 5 396
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 69 0 7 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 3 7 9 93
Nonstationary Discrete Choice: A Corrigendum and Addendum 0 0 0 81 3 9 11 393
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 3 7 8 83
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 0 6 8 93
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 166 24 33 35 581
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 6 2 3 3 46
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 42 0 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 1 5 10 107
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 3 2 16 16 63
Testing the Martingale Hypothesis 0 0 0 86 5 9 9 222
The KPSS Test with Seasonal Dummies 0 0 0 327 0 3 5 1,250
Total Working Papers 0 0 1 2,119 53 176 216 7,942

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 2 4 191
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 3 6 11 103
A new approach to robust inference in cointegration 0 0 1 32 1 5 7 119
A new test for unit roots with a partial quadratic trend 0 0 2 3 2 8 14 19
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 1 3 7 69
BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER 0 0 2 21 0 11 17 86
Discrete choice modeling with nonstationary panels applied to exchange rate regime choice 0 0 0 49 1 4 7 211
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 1 216 0 0 1 983
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 2 13 16 46
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 2 10 10 77
Nonstationary discrete choice: A corrigendum and addendum 0 0 0 19 0 6 9 109
Nonstationary panel models with latent group structures and cross-section dependence 0 0 1 22 0 6 9 65
On factor models with random missing: EM estimation, inference, and cross validation 0 0 3 18 2 7 16 72
On time-varying panel data models with time-varying interactive fixed effects 1 5 15 15 9 20 42 42
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 89 0 8 12 386
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 0 1 9 11 1 9 21 29
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 6 6 57
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 0 1 63 0 5 8 261
ROBUST FORECAST COMPARISON 0 1 2 4 1 3 8 37
Robust forecast superiority testing with an application to assessing pools of expert forecasters 0 0 1 5 0 4 10 19
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 0 2 5 68
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 0 6 8 259
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 1 2 22 1 5 12 74
Sieve estimation of panel data models with cross section dependence 1 4 4 86 2 13 26 303
Specification test for panel data models with interactive fixed effects 0 0 1 45 5 17 27 311
Testing the Martingale Hypothesis 0 0 1 10 2 7 13 84
The KPSS test with seasonal dummies 0 0 0 20 0 4 7 111
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 1 8 11 328
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 2 4 4 2 12 18 18
Total Journal Articles 2 14 51 984 38 210 362 4,537

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Statistics updated 2026-03-04