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~isPartOf:"Applied financial economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"International economic review"
~isPartOf:"The econometrics journal"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Li, Qi"
~person:"Peel, David"
~person:"Sun, Yixiao"
~subject:"Frankreich"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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Li, Qi
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84
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28
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20
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16
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1
Sieve inference on semi-nonparametric time series models
Chen, Xiaohong
;
Liao, Zhipeng
;
Sun, Yixiao
-
2012
Persistent link: https://www.econbiz.de/10009501898
Saved in:
2
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
3
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:
4
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468430
Saved in:
5
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
- In:
International economic review
47
(
2006
)
3
,
pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
Saved in:
6
The process followed by PPP data : on the properties of linearity tests
Payá, Ivan
(
contributor
);
Peel, David
(
contributor
)
-
2005
-
1. ed.
Persistent link: https://www.econbiz.de/10003059535
Saved in:
7
Nonlinear PPP under the gold standard
Payá, Ivan
(
contributor
);
Peel, David
(
contributor
)
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203895
Saved in:
8
Temporal aggregation of an ESTAR process : some implications for purchasing power parity adjustment
Payá, Ivan
(
contributor
);
Peel, David
(
contributor
)
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203942
Saved in:
9
Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.
;
Peel, David
;
Sarno, Lucio
- In:
International economic review
42
(
2001
)
4
,
pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
Saved in:
10
Efficient estimation of additive partially linear models
Li, Qi
- In:
International economic review
41
(
2000
)
4
,
pp. 1073-1092
Persistent link: https://www.econbiz.de/10001525651
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