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type:"article"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economic studies"
~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
Robust statistics
5
Robustes Verfahren
5
Fixed-smoothing asymptotics
4
Time series analysis
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Asymptotic expansion
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F distribution
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Heteroskedasticity and autocorrelation robust
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High-frequency regression
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Sun, Yixiao
Phillips, Peter C. B.
35
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Robinson, Peter M.
19
Su, Liangjun
18
Li, Qi
17
Andrews, Donald W. K.
15
Chen, Xiaohong
13
Fan, Yanqin
13
Gao, Jiti
13
Cai, Zongwu
12
Hsiao, Cheng
12
Taylor, Robert
12
Chib, Siddhartha
11
Gouriéroux, Christian
11
Hong, Han
11
Park, Joon Y.
11
White, Halbert
11
Baltagi, Badi H.
10
Florens, Jean-Pierre
10
Francq, Christian
10
Horowitz, Joel
10
Newey, Whitney K.
10
Todorov, Viktor
10
Lewbel, Arthur
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Aït-Sahalia, Yacine
8
Bai, Jushan
8
Hansen, Christian Bailey
8
Kristensen, Dennis
8
Leybourne, Stephen James
8
Li, Dong
8
Ng, Serena
8
Sentana, Enrique
8
Shephard, Neil G.
8
Simar, Léopold
8
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Applied economics letters
Journal of econometrics
The review of economic studies
Econometric theory
5
The econometrics journal
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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
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:
10
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:
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