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ECONIS (ZBW)
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Fixed-smoothing asymptotics and asymptotic F and t tests in the presence of strong autocorrelation
Sun, Yixiao
-
2014
Persistent link: https://www.econbiz.de/10010370905
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2
A convergent t-statistic in spurious regressions
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753294
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3
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753311
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4
Fixed-smoothing Asymptotics in a Two-step GMM Framework
Sun, Yixiao
-
2013
Persistent link: https://www.econbiz.de/10010209788
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5
Let s fix it : fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao
-
2012
Persistent link: https://www.econbiz.de/10010209966
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6
Estimation and inference in panel structure models
Sun, Yixiao
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003761905
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7
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
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8
A new approach to robust inference in cointegration
Jin, Sainan
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003468420
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9
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:
10
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
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