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 1 1 2 53
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 2 42 0 1 5 90
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 0 20 1 1 1 31
A Flexible Nonparametric Test for Conditional Independence 0 0 0 41 1 1 1 90
A New Approach to Robust Inference in Cointegration 0 0 0 142 1 2 4 302
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 0 13 4 4 5 48
A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations 0 0 0 0 1 2 5 74
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 0 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 0 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 1 2 2 21 3 5 7 46
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 0 57 1 2 2 207
Asymptotic F Tests under Possibly Weak Identification 0 0 0 3 6 6 8 37
Asymptotic F Tests under Possibly Weak Identification 0 0 0 45 0 2 6 86
Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions 0 1 35 35 3 6 56 56
Asymptotic F and t Tests in an Efficient GMM Setting 0 0 0 23 5 5 7 65
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 1 1 1 29
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 222 0 2 2 1,240
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 41 5 7 9 310
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 93 1 2 2 745
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 4 1 1 1 47
Does urban-rural income inequality increase agricultural fertilizer or pesticide use? A provincial panel data analysis in China 0 0 0 27 3 6 6 74
Estimation and Inference in Panel Structure Models 0 0 0 24 9 9 13 110
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 4 1 1 2 41
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 0 0 35 0 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 2 2 2 42
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 0 66 2 3 4 222
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 5 8 9 1,413
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 69 1 3 3 320
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 0 202 1 1 1 718
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 117 1 3 3 650
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 0 121 1 2 3 558
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 166 2 3 4 550
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 1 3 5 205
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 0 18 1 1 2 80
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 5 7 10 127
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 4 4 58
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 0 1 43 0 1 4 50
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 0 0 68 1 1 4 61
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 1 33 3 7 11 108
Smoothed estimating equations for instrumental variables quantile regression 0 0 1 2 3 4 8 37
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 3 1 1 1 48
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 2 64
Total Working Papers 1 3 44 2,861 78 127 258 11,200

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 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 2 2 3 42
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data 0 0 0 7 1 2 4 59
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 2 3 10 44
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 81 2 2 6 398
Asymptotic F and t tests in an efficient GMM setting 0 0 0 11 0 3 4 75
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 1 1 2 14 2 3 6 120
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 2 2 56
BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS 0 0 0 18 2 4 4 55
Comment 0 0 0 4 0 0 0 31
Comment 0 0 0 2 0 0 0 12
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 1 3 4 66
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 2 16 3 4 9 100
Heteroskedasticity- and autocorrelation-robust F and t tests in Stata 0 1 1 12 7 11 12 100
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 0 1 54 1 2 4 181
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 0 49 2 3 3 199
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 89 3 6 7 381
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 2 2 2 53
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 26 2 4 8 132
SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS 0 0 0 3 5 5 8 35
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 2 24 5 9 15 102
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 2 3 4 255
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 7 13 17 175
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 0 2 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 4 8 320
Spurious regressions between stationary generalized long memory processes 0 0 0 12 2 2 3 51
Testing for moderate explosiveness 0 0 0 5 2 3 5 28
The Tobit model with a non-zero threshold 0 0 0 68 1 1 7 390
Total Journal Articles 1 3 14 876 58 103 176 4,310

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 1 3 3 43
Total Chapters 0 0 0 5 1 3 3 43

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Statistics updated 2026-01-09