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 2 0 1 17 45
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 0 38 0 2 14 69
A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data 0 0 0 19 0 0 6 24
A Flexible Nonparametric Test for Conditional Independence 0 0 0 39 0 0 2 78
A New Approach to Robust Inference in Cointegration 0 0 1 141 1 1 2 289
A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing 0 1 2 12 1 2 5 40
A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations 0 0 0 0 0 4 16 16
A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions 0 0 0 18 0 1 7 14
Adaptive Estimation of the Regression Discontinuity Model 0 0 0 203 0 0 1 735
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence 0 1 1 3 2 4 12 35
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 1 102 2 2 16 427
An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence 2 5 9 21 4 11 36 46
An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation 0 1 12 12 0 1 4 4
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence 0 0 1 56 1 2 9 183
Asymptotic F Tests under Possibly Weak Identification 0 0 1 2 1 1 10 15
Asymptotic F Tests under Possibly Weak Identification 0 0 4 44 1 5 19 31
Asymptotic F and t Tests in an Efficient GMM Setting 0 0 1 20 0 0 12 52
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation 0 0 0 3 0 0 2 25
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 90 0 3 8 722
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 40 1 1 9 289
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 4 0 0 2 41
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation 0 0 0 220 1 1 9 1,230
Does urban-rural income inequality increase agricultural fertilizer or pesticide use? A provincial panel data analysis in China 0 1 2 23 0 2 23 46
Estimation and Inference in Panel Structure Models 0 0 0 14 0 1 8 59
Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series 0 0 0 4 1 1 6 33
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation 0 0 0 35 0 1 6 36
Fixed-smoothing Asymptotics in a Two-step GMM Framework 0 0 0 33 0 1 5 79
Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata 0 0 0 24 1 3 10 15
Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects 0 0 1 63 1 1 11 202
Improved HAR Inference 0 1 5 89 0 6 20 381
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference 0 0 0 20 0 1 6 37
Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 381 1 1 7 1,396
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation 1 1 1 68 6 9 18 303
Long Run Variance Estimation Using Steep Origin Kernels without Truncation 0 0 0 202 0 0 10 707
Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes 0 0 0 117 0 0 7 643
Optimal Bandwidth Choice for Interval Estimation in GMM Regression 0 0 0 119 0 0 6 544
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 165 0 2 6 537
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ 0 1 1 6 0 6 10 37
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels 0 1 1 41 1 2 7 192
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 0 17 0 1 7 61
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 8 0 1 6 45
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 32 0 1 6 89
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 0 4 48
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 0 2 42 1 1 14 43
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems 0 0 1 68 1 2 28 45
Smoothed Estimating Equations for Instrumental Variables Quantile Regression 0 0 0 23 0 0 4 60
Smoothed estimating equations for instrumental variables quantile regression 0 0 0 1 0 0 9 15
Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation 0 0 0 2 0 1 6 39
Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes 0 0 0 0 0 0 4 24
Testing for Moderate Explosiveness in the Presence of Drift 0 1 2 18 0 1 10 15
k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models 0 0 0 5 0 0 2 51
Total Working Papers 3 14 49 2,722 28 87 484 10,192


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 2 50
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS 0 0 0 10 0 0 5 59
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 4 0 0 4 32
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data 0 0 0 5 0 0 9 41
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator 0 0 0 0 1 2 6 53
A new approach to robust inference in cointegration 0 0 0 29 1 2 8 101
A simple and trustworthy asymptotic t test in difference-in-differences regressions 0 1 2 2 0 7 21 21
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence 0 0 0 79 2 2 8 380
Asymptotic F and t tests in an efficient GMM setting 0 0 3 11 2 3 16 53
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence 0 0 0 11 3 7 18 101
Asymptotic distributions of impulse response functions in short panel vector autoregressions 0 1 1 43 0 1 4 170
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION 0 0 0 8 0 1 2 49
BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS 0 1 1 4 0 1 1 20
Comment 0 0 0 3 0 0 1 17
Comment 0 0 0 0 0 2 5 5
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES 0 0 0 10 2 2 5 67
Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework 0 0 1 10 0 3 11 46
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects 0 0 0 12 2 2 13 85
Heteroskedasticity- and autocorrelation-robust F and t tests in Stata 0 1 4 6 2 8 23 32
Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference 0 1 4 26 1 7 47 126
Nonlinear log-periodogram regression for perturbed fractional processes 0 0 0 48 0 0 10 185
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing 0 0 0 84 0 5 14 342
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS 0 0 0 8 0 1 4 49
Robust trend inference with series variance estimator and testing-optimal smoothing parameter 0 0 1 22 0 0 6 109
SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS 0 0 1 3 1 3 13 21
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION 0 0 3 7 1 3 8 29
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION 0 0 0 41 0 0 6 246
Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework 0 2 9 10 0 6 35 46
Sieve inference on possibly misspecified semi-nonparametric time series models 0 1 5 19 0 3 17 98
Simple and powerful GMM over-identification tests with accurate size 0 0 1 22 0 1 7 117
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 0 0 5 90 0 1 18 275
Spurious regressions between stationary generalized long memory processes 0 1 2 11 1 2 5 43
Testing for moderate explosiveness 0 0 0 0 0 2 3 3
The Tobit model with a non-zero threshold 0 1 2 68 1 3 11 356
Total Journal Articles 0 10 45 715 20 80 366 3,427


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Fixed-smoothing Asymptotics and Asymptotic: F: and: t: Tests in the Presence of Strong Autocorrelation 0 0 0 1 2 2 10 21
Total Chapters 0 0 0 1 2 2 10 21


Statistics updated 2020-07-04