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~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Cowles Foundation paper"
~isPartOf:"De Nederlandsche Bank Working Paper"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economics letters"
~isPartOf:"International economic review"
~isPartOf:"Janeway Institute working paper series"
~isPartOf:"The American journal of economics and sociology"
~person:"Sun, Yixiao"
~person:"Vogelsang, Timothy J."
~subject:"Einheitswurzeltest"
~subject:"Heteroscedasticity"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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Einheitswurzeltest
Heteroscedasticity
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Time series analysis
USA
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17
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11
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Sun, Yixiao
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119
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21
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18
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17
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13
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10
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9
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9
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9
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9
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8
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8
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8
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8
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7
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7
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7
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Cambridge working papers in economics
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Cowles Foundation discussion paper
Cowles Foundation paper
De Nederlandsche Bank Working Paper
Econometric theory
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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1
Heteroskedasticity autocorrelation robust inference in time series regressions with missing data
Rho, Seung-Hwa
;
Vogelsang, Timothy J.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 601-629
Persistent link: https://www.econbiz.de/10012146158
Saved in:
2
Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators
Yang, Jingjing
;
Vogelsang, Timothy J.
- In:
Economics letters
165
(
2018
),
pp. 21-27
Persistent link: https://www.econbiz.de/10011973806
Saved in:
3
Sieve inference on semi-nonparametric time series models
Chen, Xiaohong
;
Liao, Zhipeng
;
Sun, Yixiao
-
2012
Persistent link: https://www.econbiz.de/10009501898
Saved in:
4
A flexible nonparametric test for conditional independence
Huang, Meng
;
Sun, Yixiao
;
White, Halbert
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1434-1482
Persistent link: https://www.econbiz.de/10011661982
Saved in:
5
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:
6
A fixed-b perspective on the Phillips-Perron unit root tests
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Econometric theory
29
(
2013
)
3
,
pp. 609-628
Persistent link: https://www.econbiz.de/10009778503
Saved in:
7
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:
8
Testing for a shift in trend at an unknown date : a fixed-B analysis of heteroskedasticity autocorrelation robust OLS-based tests
Sayginsoy, Özgen
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 992-1025
Persistent link: https://www.econbiz.de/10009379760
Saved in:
9
Special issue of "Economic theory" on bootstrap and numerical methods in time series : guest editors' introduction
Taylor, Robert
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 929-932
Persistent link: https://www.econbiz.de/10009379769
Saved in:
10
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
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