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 1 3 0 0 1 51
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 0 39 0 0 3 83
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 0 20 0 0 0 28
A Flexible Nonparametric Test for Conditional Independence 0 0 0 41 0 0 0 88
A New Approach to Robust Inference in Cointegration 0 0 1 142 0 0 3 297
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 0 0 13 0 0 1 43
A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations 0 0 0 0 0 1 6 62
A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions 1 1 1 20 1 1 7 33
Adaptive Estimation of the Regression Discontinuity Model 0 1 1 204 0 1 3 748
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 0 0 3 0 0 0 42
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 102 0 0 0 430
An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence 1 1 2 25 2 3 8 93
An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation 1 2 4 17 1 2 9 31
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 0 57 0 1 2 201
Asymptotic F Tests under Possibly Weak Identification 0 0 0 3 0 0 1 28
Asymptotic F Tests under Possibly Weak Identification 0 0 0 45 0 0 4 75
Asymptotic F and t Tests in an Efficient GMM Setting 0 0 1 22 0 0 1 56
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 0 0 27
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 1 1 91 0 2 3 737
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 4 0 0 0 44
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 41 0 0 1 296
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 221 0 0 0 1,236
Does urban-rural income inequality increase agricultural fertilizer or pesticide use? A provincial panel data analysis in China 0 0 2 26 0 0 5 63
Estimation and Inference in Panel Structure Models 0 0 2 19 0 0 6 77
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 4 0 0 0 38
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 0 0 35 0 0 1 45
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 1 2 35 0 1 2 86
Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata 1 2 3 28 1 2 6 29
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 1 66 0 0 5 215
Improved HAR Inference 0 0 0 89 0 0 1 386
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 1 3 3 23 1 3 5 44
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 382 0 0 0 1,401
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 0 0 0 69 0 0 0 316
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 0 202 0 1 2 714
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 117 0 0 0 645
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 0 119 1 1 1 548
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 1 166 0 1 3 544
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 0 0 6 0 0 0 40
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 0 1 42 0 0 1 200
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 1 18 0 0 4 73
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 9 0 1 2 53
Sieve Inference on Semi-nonparametric Time Series Models 0 0 2 39 0 0 3 108
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 0 0 52
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 0 0 68 0 0 0 56
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 0 0 42 0 0 0 44
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 1 3 27 0 1 8 87
Smoothed estimating equations for instrumental variables quantile regression 0 0 0 1 0 0 2 25
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 2 0 0 1 44
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 0 26
Testing for Moderate Explosiveness in the Presence of Drift 0 0 0 19 0 1 2 21
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 6 0 0 1 60
Total Working Papers 5 13 33 2,788 7 23 114 10,769

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 56
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 1 11 0 0 1 64
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 2 6 1 1 3 37
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data 1 1 1 6 2 3 4 51
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 0 0 0 60
A new approach to robust inference in cointegration 0 0 1 31 0 0 2 111
A simple and trustworthy asymptotic t test in difference-in-differences regressions 0 0 0 3 0 0 2 31
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 80 0 0 0 388
Asymptotic F and t tests in an efficient GMM setting 0 0 0 11 0 2 3 69
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 0 0 11 0 1 2 113
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 1 1 45 0 1 1 176
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 3 10 0 0 5 39
Comment 0 0 0 4 0 1 3 27
Comment 0 0 0 2 0 0 4 11
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 10 0 0 0 70
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 0 10 0 0 2 58
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 1 13 0 0 2 90
Heteroskedasticity- and autocorrelation-robust F and t tests in Stata 0 0 1 10 0 0 6 80
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 1 4 14 46 2 6 22 162
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 0 49 0 0 1 193
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 1 3 88 0 1 4 359
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 25 0 0 1 118
SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS 0 0 0 3 0 0 0 26
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 7 17 2 4 20 62
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 0 0 0 247
Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework 0 1 6 29 0 1 22 142
Sieve inference on possibly misspecified semi-nonparametric time series models 1 2 8 30 1 4 20 136
Simple and powerful GMM over-identification tests with accurate size 0 0 0 23 0 0 0 125
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 1 5 98 1 2 11 300
Spurious regressions between stationary generalized long memory processes 0 0 0 11 0 0 0 46
Testing for moderate explosiveness 0 0 2 5 0 0 4 22
The Tobit model with a non-zero threshold 0 0 0 68 0 2 4 366
Total Journal Articles 3 11 56 821 9 29 150 3,940

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 3 0 0 2 33
Total Chapters 0 0 0 3 0 0 2 33

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Statistics updated 2023-03-10