Sainan Jin

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Robustify Financial Time Series Forecasting with Bagging	2022-05-31	Paper
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence	2022-05-31	Paper
BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER	2021-09-17	Paper
On factor models with random missing: EM estimation, inference, and cross validation	2021-05-04	Paper
Nonstationary panel models with latent group structures and cross-section dependence	2021-02-04	Paper
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS	2020-05-27	Paper
ROBUST FORECAST COMPARISON	2017-10-25	Paper
Sieve estimation of panel data models with cross section dependence	2017-05-12	Paper
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models	2016-08-01	Paper
Discrete choice modeling with nonstationary panels applied to exchange rate regime choice	2016-07-04	Paper
Nonstationary discrete choice: a corrigendum and addendum	2016-05-27	Paper
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY	2016-01-22	Paper
Specification test for panel data models with interactive fixed effects	2015-05-29	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
Long run variance estimation and robust regression testing using sharp origin kernels with no truncation	2007-02-14	Paper
The KPSS test with seasonal dummies	2003-01-21	Paper

Research outcomes over time

Doctoral students

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