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subject:"Statistical test"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Sun, Yixiao"
~subject:"Autokorrelation"
~subject:"Bootstrap approach"
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Search: subject_exact:"Autoregressives Modell"
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Statistical test
Autokorrelation
Bootstrap approach
Autocorrelation
7
Heteroscedasticity
6
Heteroskedastizität
6
Estimation theory
5
Fixed-smoothing asymptotics
5
Schätztheorie
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Robust statistics
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Robustes Verfahren
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Statistischer Test
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Method of moments
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Heteroskedasticity and autocorrelation robust
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F
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Heteroskedasticity and autocorrelation
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Heteroskedasticity and autocorrelation robust test
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Long-run variance
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Nonstandard asymptotics
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Regional economics
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Statistical distribution
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Sun, Yixiao
Lee, Lung-fei
14
Phillips, Peter C. B.
5
Wang, Hansheng
5
Gupta, Abhimanyu
4
Hwang, Jungbin
4
Robinson, Peter M.
4
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4
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3
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2
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2
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2
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2
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Ma, Yingying
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2
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2
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2
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2
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2
Su, Liangjun
2
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Journal of econometrics
Cowles Foundation discussion paper
4
Recent work / Department of Economics, UC San Diego
4
Cowles Foundation Discussion Paper
3
Recent work / Department of Economics, UCSD
3
Discussion paper / Department of Economics, University of California San Diego
2
Econometric theory
2
The econometrics journal
2
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
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
Asymptotic F and t tests in an efficient GMM setting
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 277-295
Persistent link: https://www.econbiz.de/10011818796
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
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
Kim, Min Seong
;
Sun, Yixiao
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 349-371
Persistent link: https://www.econbiz.de/10009242238
Saved in:
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