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isPartOf:"Statistical papers"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Sun, Yixiao"
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Search: subject_exact:"Estimation theory"
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Estimation theory
11
Schätztheorie
11
Heteroscedasticity
6
Heteroskedastizität
6
Statistical test
6
Statistischer Test
6
Autocorrelation
5
Autokorrelation
5
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Fixed-smoothing asymptotics
4
Time series analysis
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Sun, Yixiao
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Li, Qi
18
Su, Liangjun
18
Imbens, Guido
17
Robinson, Peter M.
17
Baltagi, Badi H.
14
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Fan, Yanqin
12
Heckman, James J.
12
Hsiao, Cheng
12
Taylor, Robert
12
Andrews, Donald W. K.
11
Aït-Sahalia, Yacine
11
Gouriéroux, Christian
11
Ng, Serena
11
Park, Joon Y.
11
White, Halbert
11
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Franses, Philip Hans
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Andersen, Torben
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
Ridder, Geert
9
Schmidt, Peter
9
Stock, James H.
9
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9
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8
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Statistical papers
Discussion paper / Tinbergen Institute / Tinbergen Institute
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Cowles Foundation discussion paper
7
Econometric theory
5
Recent work / Department of Economics, UC San Diego
5
Recent work / Department of Economics, UCSD
4
Discussion paper / Department of Economics, University of California San Diego
3
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2
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2
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1
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Essays in honor of Joon Y. Park : econometric theory
1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
11
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
Saved in:
3
A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng
;
Sun, Yixiao
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 327-362
Persistent link: https://www.econbiz.de/10012303533
Saved in:
4
Should we go one step further? : an accurate comparison of one-step and two-step procedures in a generalized method of moments framework
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 381-405
Persistent link: https://www.econbiz.de/10012116364
Saved in:
5
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
Saved in:
6
Let’s fix it : fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 659-677
Persistent link: https://www.econbiz.de/10010257366
Saved in:
7
Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong
;
Liao, Zhipeng
;
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 639-658
Persistent link: https://www.econbiz.de/10010257367
Saved in:
8
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Kim, Min Seong
;
Sun, Yixiao
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 85-108
Persistent link: https://www.econbiz.de/10010189873
Saved in:
9
Robust trend inference with series variance estimator and testing-optimal smoothing parameter
Sun, Yixiao
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10009301901
Saved in:
10
Asymptotic distributions of impulse response functions in short panel vector autoregressions
Cao, Bolong
;
Sun, Yixiao
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 127-143
Persistent link: https://www.econbiz.de/10009270617
Saved in:
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