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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
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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
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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