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 1 4 56
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 0 42 0 1 9 98
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 0 20 0 0 7 37
A Flexible Nonparametric Test for Conditional Independence 0 0 0 41 0 1 5 94
A New Approach to Robust Inference in Cointegration 0 0 0 142 0 0 11 309
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 0 13 0 0 6 50
A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations 0 0 0 0 0 1 7 79
A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions 0 0 0 20 0 2 9 43
Adaptive Estimation of the Regression Discontinuity Model 0 0 0 206 0 2 15 772
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 3 0 1 7 54
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 102 0 0 13 446
An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence 0 0 0 25 0 0 9 111
An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation 0 1 3 22 0 2 15 56
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 0 57 0 0 10 215
Asymptotic F Tests under Possibly Weak Identification 0 0 0 3 0 0 8 38
Asymptotic F Tests under Possibly Weak Identification 0 0 0 45 0 2 16 98
Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions 0 0 5 36 0 2 28 72
Asymptotic F and t Tests in an Efficient GMM Setting 0 0 0 23 0 0 12 72
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 1 6 34
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 41 1 4 30 332
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 4 0 1 10 56
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
Does urban-rural income inequality increase agricultural fertilizer or pesticide use? A provincial panel data analysis in China 0 0 0 27 1 2 17 85
Estimation and Inference in Panel Structure Models 0 0 0 24 0 0 17 117
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 4 0 0 9 49
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 0 0 35 0 1 11 56
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 0 35 0 0 7 94
Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata 0 0 0 29 0 0 9 49
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 0 66 0 1 10 229
Improved HAR Inference 0 0 0 90 0 2 11 402
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 27 0 0 8 61
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 382 0 0 18 1,423
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 69 0 1 14 331
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 0 202 0 0 3 720
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 117 0 3 10 657
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 0 121 0 0 9 565
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 166 0 0 41 588
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 10 212
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 0 18 0 1 6 85
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 2 57
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 0 3 15 134
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 1 16 70
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 0 0 43 0 0 13 62
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 0 0 68 0 1 6 65
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 0 33 1 2 28 129
Smoothed estimating equations for instrumental variables quantile regression 0 0 0 2 2 3 19 51
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 3 0 0 19 66
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 1 5 32
Testing for Moderate Explosiveness in the Presence of Drift 0 0 0 19 0 1 12 37
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 7 0 0 7 71
Total Working Papers 0 1 8 2,863 5 45 609 11,663

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 0 0 5 62
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 11 0 0 12 79
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 6 0 0 14 54
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data 0 0 0 7 0 6 15 72
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 3 3 12 75
A new approach to robust inference in cointegration 0 0 1 32 1 2 12 124
A simple and trustworthy asymptotic t test in difference-in-differences regressions 0 0 1 5 1 1 22 59
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 81 0 2 17 412
Asymptotic F and t tests in an efficient GMM setting 0 0 0 11 0 1 14 86
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 0 2 14 1 3 12 128
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 0 47 1 2 8 190
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 1 3 8 62
BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS 0 0 0 18 1 4 18 69
Comment 0 0 0 2 0 1 4 16
Comment 0 0 0 4 0 0 8 39
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 11 0 0 6 80
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 0 11 0 1 10 73
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 1 16 1 6 17 111
Heteroskedasticity- and autocorrelation-robust F and t tests in Stata 0 0 1 12 0 1 21 110
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 0 0 54 1 5 15 194
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 0 49 0 1 11 207
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 1 90 1 3 15 390
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 0 7 58
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 26 0 0 19 146
SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS 0 0 0 3 0 0 9 38
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 1 1 2 26 1 3 22 115
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 1 2 11 263
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 31 1 2 34 196
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 0 1 11 168
Simple and powerful GMM over-identification tests with accurate size 0 0 0 24 2 2 12 141
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 1 1 2 102 1 1 24 340
Spurious regressions between stationary generalized long memory processes 0 0 0 12 1 1 6 55
Testing for moderate explosiveness 0 0 0 5 0 0 8 33
The Tobit model with a non-zero threshold 0 0 0 68 0 1 12 401
Total Journal Articles 2 2 11 880 19 58 451 4,646

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 0 2 12 52
Total Chapters 0 0 0 5 0 2 12 52

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Statistics updated 2026-08-07