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subject:"Deutschland"
subject:"Forecasting model"
~person:"Sun, Yixiao"
~subject:"ARCH model"
~subject:"Statistischer Test"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Statistischer Test
Estimation theory
23
Schätztheorie
23
Autocorrelation
9
Autokorrelation
9
Heteroscedasticity
9
Heteroskedastizität
9
Statistical test
9
Time series analysis
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Zeitreihenanalyse
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Robust statistics
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Robustes Verfahren
6
Fixed-smoothing asymptotics
5
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Panel study
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2
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2
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2
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2
Regression analysis
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Regressionsanalyse
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Statistical distribution
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Continuous time model
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Sun, Yixiao
Francq, Christian
18
Baltagi, Badi H.
15
Bera, Anil K.
14
Teräsvirta, Timo
14
Zakoïan, Jean-Michel
14
Cai, Zongwu
12
Kumar, Dilip
12
Phillips, Peter C. B.
12
Linton, Oliver
11
Lütkepohl, Helmut
11
Demetrescu, Matei
10
Shi, Xiaoxia
10
Su, Liangjun
10
Chen, Yi-ting
9
Kapetanios, George
9
Rahbek, Anders
9
Andrews, Donald W. K.
8
Chan, Ngai Hang
8
Dufour, Jean-Marie
8
Guggenberger, Patrik
8
Perron, Pierre
8
Swanson, Norman R.
8
Tsay, Ruey S.
8
White, Halbert
8
Zhu, Ke
8
Kao, Chihwa
7
Kleibergen, Frank
7
Kristensen, Dennis
7
Krämer, Walter
7
Li, Guodong
7
Ling, Shiqing
7
Paolella, Marc S.
7
Peng, Liang
7
Pesaran, M. Hashem
7
Rossi, Barbara
7
Tu, Yundong
7
Westerlund, Joakim
7
Ardia, David
6
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Journal of econometrics
6
The econometrics journal
2
Econometric theory
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ECONIS (ZBW)
9
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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
Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
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
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
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
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
Saved in:
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