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 2 0 0 2 25
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 1 1 3 36 1 5 16 44
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 2 18 0 0 2 15
A Flexible Nonparametric Test for Conditional Independence 1 2 3 38 1 2 6 65
A New Approach to Robust Inference in Cointegration 0 0 0 140 0 1 4 285
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 0 8 0 0 2 28
Adaptive Estimation of the Regression Discontinuity Model 1 2 3 202 1 3 7 723
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 2 0 0 0 19
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 100 0 1 4 408
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 4 53 0 4 18 159
Asymptotic F and t Tests in an Efficient GMM Setting 1 1 5 17 2 4 14 34
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 0 1 22
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 0 0 4 708
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 40 0 1 2 276
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 2 219 3 4 11 1,210
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 3 0 0 3 32
Estimation and Inference in Panel Structure Models 0 0 0 9 1 1 1 38
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 1 4 0 1 3 23
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 1 4 35 1 1 3 27
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 1 32 0 0 1 67
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 1 1 61 1 4 12 186
Improved HAR Inference 0 0 1 84 0 0 2 356
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 1 1 19 0 1 1 26
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 381 0 1 3 1,388
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 1 67 0 1 4 273
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 1 202 2 3 9 695
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 116 0 2 8 632
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 1 119 2 4 6 528
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 2 164 1 3 8 526
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 3 0 0 1 22
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 1 1 40 0 2 6 181
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 1 2 16 0 2 6 47
Should We Go One Step Further? Â An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework 0 0 0 7 0 3 11 28
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 30 0 1 6 77
Sieve inference on semi-nonparametric time series models 0 0 0 12 0 0 3 41
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 1 62 62 1 3 4 4
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 1 7 40 0 2 11 24
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 1 21 1 2 9 45
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 2 0 0 2 31
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 1 1 1 19
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 1 2 5 0 1 5 47
Total Working Papers 4 14 111 2,502 19 64 222 9,384


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 1 42
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 10 0 0 0 52
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 3 3 0 2 15 16
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data 1 3 3 3 2 8 13 13
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 1 1 6 40
A new approach to robust inference in cointegration 0 0 0 29 0 0 1 91
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 79 2 3 5 366
Asymptotic F and t tests in an efficient GMM setting 1 3 3 3 1 9 12 12
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 1 1 10 0 3 6 71
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 0 0 40 0 2 3 159
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 0 0 43
BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS 0 0 1 1 1 1 7 8
Comment 0 0 0 2 0 0 0 11
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 10 0 0 1 58
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 1 7 0 0 4 30
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 2 12 0 1 6 68
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 0 2 21 0 1 7 70
Nonlinear log-periodogram regression for perturbed fractional processes 0 1 2 48 0 2 4 171
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 83 1 2 4 321
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 1 1 3 40
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 0 20 0 0 5 100
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 1 1 2 2 1 2 10 10
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 1 41 0 1 3 237
Sieve inference on possibly misspecified semi-nonparametric time series models 0 1 1 8 0 2 9 68
Simple and powerful GMM over-identification tests with accurate size 0 0 0 21 0 0 1 102
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 1 4 77 0 1 12 233
Spurious regressions between stationary generalized long memory processes 0 0 0 9 0 0 1 38
The Tobit model with a non-zero threshold 0 0 1 62 0 1 7 321
Total Journal Articles 3 11 27 626 10 43 146 2,791


Statistics updated 2017-12-03