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 Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 2 42 0 0 4 89
A New Approach to Robust Inference in Cointegration 0 0 0 142 0 2 2 300
A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations 0 0 0 0 1 1 5 73
Adaptive Estimation of the Regression Discontinuity Model 0 0 0 206 0 0 4 757
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 102 1 1 3 434
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 1 1 20 2 2 6 43
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 0 57 1 1 2 206
Asymptotic F Tests under Possibly Weak Identification 0 0 0 45 0 2 4 84
Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions 0 3 34 34 1 7 51 51
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 41 1 2 3 304
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 222 1 1 1 1,239
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 93 0 0 0 743
Does urban-rural income inequality increase agricultural fertilizer or pesticide use? A provincial panel data analysis in China 0 0 0 27 1 1 1 69
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 0 66 0 0 2 219
Improved HAR Inference 0 0 0 90 2 2 2 393
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 382 1 1 2 1,406
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 69 1 1 1 318
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 2 2 2 649
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 0 121 0 0 1 556
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 166 0 0 1 547
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 0 42 2 2 4 204
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 1 2 4 121
Sieve inference on semi-nonparametric time series models 0 0 0 13 2 2 2 56
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 1 33 2 2 8 103
Smoothed estimating equations for instrumental variables quantile regression 0 0 1 2 1 2 5 34
Total Working Papers 1 4 39 2,398 23 36 124 9,817
25 registered items for which data could not be found

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 57
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 11 1 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 0 0 2 57
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 1 1 32 1 2 2 114
A simple and trustworthy asymptotic t test in difference-in-differences regressions 0 1 1 5 0 4 7 41
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 81 0 1 4 396
Asymptotic F and t tests in an efficient GMM setting 0 0 0 11 0 0 2 72
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 1 1 13 0 1 3 117
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 0 0 0 54
BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS 0 0 1 18 0 0 2 51
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 1 1 3 75
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 0 11 2 2 3 65
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 1 2 16 1 3 6 97
Heteroskedasticity- and autocorrelation-robust F and t tests in Stata 1 1 1 12 1 1 2 90
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 0 1 54 1 1 3 180
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 3 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 2 5 129
SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS 0 0 0 3 0 1 3 30
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 2 24 0 0 8 93
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 1 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 4 4 10 166
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 0 1 3 158
Simple and powerful GMM over-identification tests with accurate size 0 0 1 24 1 1 3 130
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 1 1 1 101 2 2 8 318
Spurious regressions between stationary generalized long memory processes 0 0 0 12 0 0 1 49
Testing for moderate explosiveness 0 0 0 5 1 1 3 26
The Tobit model with a non-zero threshold 0 0 0 68 0 0 11 389
Total Journal Articles 2 6 14 875 21 33 108 4,228

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

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