Access Statistics for Yixiao Sun

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Convergent t-statistic in Spurious Regressions 0 0 0 3 0 0 1 52
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 2 42 1 1 5 90
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 0 20 0 0 0 30
A Flexible Nonparametric Test for Conditional Independence 0 0 0 41 0 0 0 89
A New Approach to Robust Inference in Cointegration 0 0 0 142 1 2 3 301
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 0 13 0 0 1 44
A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations 0 0 0 0 0 1 5 73
A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions 0 0 0 20 0 0 2 35
Adaptive Estimation of the Regression Discontinuity Model 0 0 0 206 1 1 5 758
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 3 0 0 4 47
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 102 1 2 4 435
An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence 0 0 0 25 0 0 4 102
An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation 0 1 1 20 0 2 4 43
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 0 57 0 1 2 206
Asymptotic F Tests under Possibly Weak Identification 0 0 0 45 2 4 6 86
Asymptotic F Tests under Possibly Weak Identification 0 0 0 3 0 0 2 31
Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions 1 3 35 35 2 6 53 53
Asymptotic F and t Tests in an Efficient GMM Setting 0 0 0 23 0 0 3 60
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 0 0 28
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 93 1 1 1 744
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 4 0 0 0 46
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 41 1 2 4 305
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 222 1 2 2 1,240
Does urban-rural income inequality increase agricultural fertilizer or pesticide use? A provincial panel data analysis in China 0 0 0 27 2 3 3 71
Estimation and Inference in Panel Structure Models 0 0 0 24 0 1 4 101
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 4 0 0 1 40
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 0 0 35 1 1 1 46
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 0 35 0 0 2 88
Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata 0 0 0 29 0 0 0 40
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 0 66 1 1 3 220
Improved HAR Inference 0 0 0 90 0 2 2 393
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 1 27 0 0 5 53
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 382 2 3 4 1,408
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 69 1 2 2 319
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 0 202 0 0 0 717
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 117 0 2 2 649
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 0 121 1 1 2 557
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 166 1 1 2 548
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 2 4 204
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 0 18 0 0 1 79
Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework 0 0 0 10 0 0 1 55
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 1 2 5 122
Sieve inference on semi-nonparametric time series models 0 0 0 13 2 4 4 58
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 0 1 43 1 1 4 50
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 0 0 68 0 1 3 60
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 1 33 2 4 8 105
Smoothed estimating equations for instrumental variables quantile regression 0 0 1 2 0 1 5 34
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 3 0 0 0 47
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 1 27
Testing for Moderate Explosiveness in the Presence of Drift 0 0 0 19 0 0 1 26
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 1 7 0 0 3 64
Total Working Papers 1 4 43 2,860 26 57 185 11,122

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
02.3.1. Regression with an Evaporating Logarithmic Trend— Solution 0 0 0 9 1 1 2 58
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 11 0 1 4 68
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 6 0 0 1 40
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data 0 0 0 7 1 1 3 58
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 0 1 63
A new approach to robust inference in cointegration 0 0 1 32 0 1 2 114
A simple and trustworthy asymptotic t test in difference-in-differences regressions 0 0 1 5 1 1 8 42
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 81 0 0 4 396
Asymptotic F and t tests in an efficient GMM setting 0 0 0 11 3 3 5 75
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 0 1 13 1 1 4 118
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 0 47 0 0 1 182
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 1 1 1 55
BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS 0 0 1 18 2 2 3 53
Comment 0 0 0 2 0 0 0 12
Comment 0 0 0 4 0 0 0 31
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 1 11 0 1 3 75
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 0 11 0 2 3 65
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 2 16 0 1 6 97
Heteroskedasticity- and autocorrelation-robust F and t tests in Stata 0 1 1 12 3 4 5 93
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 0 1 54 0 1 3 180
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 0 49 1 1 1 197
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 89 0 3 4 378
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 0 0 51
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 26 1 3 6 130
SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS 0 0 0 3 0 0 3 30
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 2 24 4 4 10 97
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 0 1 2 253
Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework 0 0 1 31 2 6 10 168
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 2 3 5 160
Simple and powerful GMM over-identification tests with accurate size 0 0 1 24 0 1 3 130
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 1 1 101 1 3 8 319
Spurious regressions between stationary generalized long memory processes 0 0 0 12 0 0 1 49
Testing for moderate explosiveness 0 0 0 5 0 1 3 26
The Tobit model with a non-zero threshold 0 0 0 68 0 0 9 389
Total Journal Articles 0 2 14 875 24 47 124 4,252

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation 0 0 0 5 2 2 2 42
Total Chapters 0 0 0 5 2 2 2 42

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Statistics updated 2025-12-06