Yixiao Sun

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Identification and estimation of unconditional policy effects of an endogenous binary treatment: an unconditional MTE approach	2025-01-16	Paper
A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations	2024-10-17	Paper
Unconditional effects of general policy interventions	2024-02-13	Paper
Testing for moderate explosiveness	2022-06-24	Paper
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation	2022-03-18	Paper
Testing-optimal kernel choice in HAR inference	2021-02-09	Paper
Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation	2020-11-10	Paper
An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence	2020-09-16	Paper
Asymptotic F tests under possibly weak identification	2020-06-18	Paper
A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions	2019-07-01	Paper
Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework	2019-04-26	Paper
Fixed-Smoothing Asymptotics in a Two-Step Generalized Method of Moments Framework	2019-01-29	Paper
SIMPLE, ROBUST, AND ACCURATEFANDtTESTS IN COINTEGRATED SYSTEMS	2018-09-06	Paper
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE	2017-05-10	Paper
BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS	2017-05-10	Paper
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION	2017-05-10	Paper
Asymptotic \(F\) and \(t\) tests in an efficient GMM setting	2017-04-26	Paper
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data	2017-03-10	Paper
Simple and powerful GMM over-identification tests with accurate size	2016-08-15	Paper
Asymptotic distributions of impulse response functions in short panel vector autoregressions	2016-08-12	Paper
Robust trend inference with series variance estimator and testing-optimal smoothing parameter	2016-08-12	Paper
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix	2016-08-10	Paper
Sieve inference on possibly misspecified semi-nonparametric time series models	2014-08-07	Paper
Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference	2014-08-07	Paper
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects	2014-04-30	Paper
Spurious regressions between stationary generalized long memory processes	2013-01-07	Paper
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS	2012-01-04	Paper
Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing	2008-03-19	Paper
The Tobit model with a non‐zero threshold	2008-01-09	Paper
Long run variance estimation and robust regression testing using sharp origin kernels with no truncation	2007-02-14	Paper
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION	2006-11-14	Paper
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence	2006-06-19	Paper
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS	2005-10-18	Paper
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES	2005-09-05	Paper
Nonlinear log-periodogram regression for perturbed fractional processes	2003-08-07	Paper

Research outcomes over time

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