Access Statistics for Yixiao Sun

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 Convergent t-statistic in Spurious Regressions 0 0 0 3 0 0 0 51
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 Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 0 40 0 0 0 85
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 0 0 0 298
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 0 13 0 1 1 44
A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations 0 0 0 0 0 1 2 69
A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions 0 0 0 20 1 1 1 34
Adaptive Estimation of the Regression Discontinuity Model 0 0 0 206 1 1 1 754
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 3 1 2 2 45
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 102 0 1 1 432
An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence 0 0 0 25 0 0 2 98
An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation 0 0 0 19 0 0 4 39
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 0 57 0 1 3 205
Asymptotic F Tests under Possibly Weak Identification 0 0 0 45 1 1 3 81
Asymptotic F Tests under Possibly Weak Identification 0 0 0 3 0 0 0 29
Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions 7 20 20 20 14 28 28 28
Asymptotic F and t Tests in an Efficient GMM Setting 0 0 0 23 0 2 2 59
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 41 0 0 2 301
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 2 93 0 0 2 743
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 1 222 0 0 1 1,238
Does urban-rural income inequality increase agricultural fertilizer or pesticide use? A provincial panel data analysis in China 0 0 0 27 0 0 1 68
Estimation and Inference in Panel Structure Models 0 0 0 24 0 1 8 98
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 4 0 0 0 39
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 0 0 35 0 0 0 45
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 0 35 0 1 1 87
Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata 0 0 1 29 0 0 6 40
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 0 66 0 2 4 219
Improved HAR Inference 0 0 1 90 0 0 2 391
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 26 1 1 1 49
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 382 0 1 2 1,405
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
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 117 0 0 0 647
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 1 121 0 1 3 556
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 166 0 0 0 546
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 6 0 1 1 43
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 42 0 2 2 202
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 0 18 0 0 1 78
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 10 0 1 2 55
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 0 1 2 118
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 0 0 54
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 0 0 42 1 1 3 47
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 0 0 68 0 1 1 58
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 1 1 5 33 1 2 9 99
Smoothed estimating equations for instrumental variables quantile regression 0 0 0 1 0 0 1 29
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 3 0 0 1 47
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 1 1 1 27
Testing for Moderate Explosiveness in the Presence of Drift 0 0 0 19 0 0 1 25
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 6 0 1 1 62
Total Working Papers 8 21 32 2,838 22 57 109 10,994

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 0 56
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 11 1 2 2 66
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 6 0 0 0 39
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data 0 0 1 7 0 1 2 56
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 0 2 62
A new approach to robust inference in cointegration 0 0 0 31 0 0 0 112
A simple and trustworthy asymptotic t test in difference-in-differences regressions 0 0 0 4 1 1 2 35
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 81 0 1 1 393
Asymptotic F and t tests in an efficient GMM setting 0 0 0 11 0 1 2 71
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 0 0 12 0 0 0 114
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 2 47 0 1 4 182
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 0 54
BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS 0 1 7 18 0 1 10 51
Comment 0 0 0 2 0 0 0 12
Comment 0 0 0 4 0 0 2 31
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 10 0 0 1 72
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 1 11 0 1 2 63
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 1 14 0 0 1 91
Heteroskedasticity- and autocorrelation-robust F and t tests in Stata 0 0 0 11 0 0 2 88
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 0 3 53 0 0 7 177
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 0 49 0 0 0 196
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 89 0 0 6 374
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 1 26 0 0 3 124
SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS 0 0 0 3 1 1 2 28
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 1 1 2 23 1 2 11 89
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 0 0 0 251
Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework 1 1 2 31 1 2 10 160
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 4 36 0 0 9 155
Simple and powerful GMM over-identification tests with accurate size 0 0 0 23 0 1 3 128
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 0 0 100 1 3 8 314
Spurious regressions between stationary generalized long memory processes 0 0 0 12 0 0 1 48
Testing for moderate explosiveness 0 0 0 5 1 1 2 24
The Tobit model with a non-zero threshold 0 0 0 68 0 4 10 384
Total Journal Articles 2 3 24 864 7 23 105 4,151

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 0 1 40
Total Chapters 0 0 0 5 0 0 1 40

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 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

Statistics updated 2025-03-03