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 11 309
Business Cycles, Trend Elimination, and the HP Filter 0 0 0 130 4 10 21 233
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 4 2 4 9 55
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 41 5 6 26 328
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 93 1 2 6 749
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 222 2 3 7 1,245
Demand volatility and the lag between the growth of temporary and permanent employment 0 0 0 61 4 5 11 323
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 0 38 4 6 15 61
Improved HAR Inference 0 0 0 90 2 5 9 400
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 69 2 4 13 330
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 0 202 2 2 3 720
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 1 7 13 97
Nonstationary Discrete Choice: A Corrigendum and Addendum 0 0 0 81 2 6 14 396
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 4 7 12 87
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 1 1 9 94
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 166 0 31 41 588
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 6 3 6 7 50
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 42 3 4 9 211
Robust Forecast Comparison 0 0 0 82 5 5 8 94
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 0 69 3 5 12 111
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 3 2 5 19 66
Testing the Martingale Hypothesis 0 0 0 86 3 11 15 228
The KPSS Test with Seasonal Dummies 0 0 0 327 0 0 5 1,250
Total Working Papers 0 0 0 2,119 55 136 295 8,025

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 2 5 193
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 2 5 13 105
A new approach to robust inference in cointegration 0 0 1 32 2 4 10 122
A new test for unit roots with a partial quadratic trend 1 1 3 4 2 5 17 22
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 1 3 9 71
BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER 0 1 3 22 1 3 19 89
Discrete choice modeling with nonstationary panels applied to exchange rate regime choice 0 0 0 49 1 2 8 212
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 1 216 2 2 3 985
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 0 2 16 46
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 4 7 15 82
Nonstationary discrete choice: A corrigendum and addendum 0 0 0 19 6 6 14 115
Nonstationary panel models with latent group structures and cross-section dependence 0 0 0 22 1 3 11 68
On factor models with random missing: EM estimation, inference, and cross validation 0 0 2 18 1 4 16 74
On time-varying panel data models with time-varying interactive fixed effects 1 3 17 17 9 25 58 58
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 1 1 1 90 1 1 13 387
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 0 0 9 11 1 2 20 30
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 1 1 7 58
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 1 1 2 64 3 3 11 264
ROBUST FORECAST COMPARISON 0 0 2 4 1 3 10 39
Robust forecast superiority testing with an application to assessing pools of expert forecasters 0 0 1 5 0 0 9 19
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 3 3 6 71
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 2 2 9 261
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 1 1 3 23 3 4 14 77
Sieve estimation of panel data models with cross section dependence 0 1 4 86 1 3 27 304
Sieve estimation of state-varying factor models 0 0 1 1 3 8 16 16
Specification test for panel data models with interactive fixed effects 0 0 1 45 6 16 38 322
Testing the Martingale Hypothesis 0 0 1 10 1 4 15 86
The KPSS test with seasonal dummies 0 0 0 20 0 0 6 111
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 1 3 13 330
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 0 4 4 5 13 29 29
Total Journal Articles 5 9 57 992 66 139 457 4,646

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06