The following pages link to Yixiao Sun (Q515137):
Displaying 35 items.
- A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
- Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← links)
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290) (← links)
- Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
- Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
- Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966) (← links)
- Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
- Spurious regressions between stationary generalized long memory processes (Q1929069) (← links)
- A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
- Asymptotic F tests under possibly weak identification (Q2190247) (← links)
- Testing-optimal kernel choice in HAR inference (Q2227076) (← links)
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
- Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629) (← links)
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← links)
- A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE (Q2981822) (← links)
- BOOTSTRAP AND <i>k</i>-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS (Q2981824) (← links)
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
- POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS (Q3108569) (← links)
- BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION (Q3408524) (← links)
- SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
- Fixed-Smoothing Asymptotics in a Two-Step Generalized Method of Moments Framework (Q4615909) (← links)
- An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation (Q5065204) (← links)
- Testing for moderate explosiveness (Q5084331) (← links)
- An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
- Fixed-smoothing Asymptotics and Asymptotic <i>F</i> and <i>t</i> Tests in the Presence of Strong Autocorrelation (Q5133504) (← links)
- ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES (Q5314887) (← links)
- The Tobit model with a non‐zero threshold (Q5433620) (← links)
- Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing (Q5449870) (← links)
- Adaptive Local Polynomial Whittle Estimation of Long-range Dependence (Q5473022) (← links)
- A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS (Q5696356) (← links)
- Unconditional effects of general policy interventions (Q6152627) (← links)
- A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations (Q6620880) (← links)
- Identification and estimation of unconditional policy effects of an endogenous binary treatment: an unconditional MTE approach (Q6664635) (← links)
