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 0 0 298
Business Cycles, Trend Elimination, and the HP Filter 0 0 0 130 0 1 4 213
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 222 0 0 1 1,238
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 41 0 0 3 302
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 2 93 0 0 2 743
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 4 0 0 0 46
Demand volatility and the lag between the growth of temporary and permanent employment 0 0 0 61 0 0 3 312
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 1 38 0 0 2 46
Improved HAR Inference 0 0 0 90 0 0 0 391
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 69 0 0 0 317
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 0 202 0 0 0 717
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 0 0 2 84
Nonstationary Discrete Choice: A Corrigendum and Addendum 0 0 0 81 0 0 1 382
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 0 1 3 76
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 0 0 1 85
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 166 0 0 1 547
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 6 0 0 1 43
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 42 0 0 2 202
Robust Forecast Comparison 0 0 0 82 1 1 1 87
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 1 69 0 1 3 100
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 3 0 0 0 47
Testing the Martingale Hypothesis 0 0 0 86 0 0 1 213
The KPSS Test with Seasonal Dummies 0 0 0 327 0 0 1 1,245
Total Working Papers 0 0 5 2,119 1 4 32 7,734

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 0 3 188
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 2 3 7 95
A new approach to robust inference in cointegration 0 0 0 31 0 0 0 112
A new test for unit roots with a partial quadratic trend 1 1 2 2 1 1 6 6
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 18 1 1 2 63
BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER 0 0 4 19 0 0 10 70
Discrete choice modeling with nonstationary panels applied to exchange rate regime choice 0 0 1 49 2 2 5 206
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 0 215 0 0 0 982
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 1 2 7 32
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 0 0 1 67
Nonstationary discrete choice: A corrigendum and addendum 0 0 0 19 0 0 1 101
Nonstationary panel models with latent group structures and cross-section dependence 0 0 2 22 0 0 5 57
On factor models with random missing: EM estimation, inference, and cross validation 0 1 3 17 1 4 12 62
On time-varying panel data models with time-varying interactive fixed effects 0 2 2 2 1 3 3 3
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 89 1 1 3 375
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 1 5 7 7 1 7 17 17
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 0 0 51
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 1 1 2 63 2 2 5 255
ROBUST FORECAST COMPARISON 1 1 1 3 1 1 2 30
Robust forecast superiority testing with an application to assessing pools of expert forecasters 0 1 1 5 0 1 4 11
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 1 1 3 66
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 0 0 1 252
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 0 0 20 0 2 8 65
Sieve estimation of panel data models with cross section dependence 0 0 1 82 3 5 15 282
Specification test for panel data models with interactive fixed effects 0 0 0 44 0 0 3 284
Testing the Martingale Hypothesis 0 1 1 10 1 3 3 74
The KPSS test with seasonal dummies 0 0 0 20 0 1 3 106
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 0 0 1 317
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 0 0 0 0 1 1 1
Total Journal Articles 4 13 27 948 19 41 131 4,230

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Statistics updated 2025-08-05