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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of econometrics"
~person:"Sun, Yixiao"
~subject:"Schätztheorie"
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Sun, Yixiao
Phillips, Peter C. B.
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19
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Cowles Foundation discussion paper
Journal of econometrics
Discussion paper / Department of Economics, University of California San Diego
2
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2
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2
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1
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:
2
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:
3
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:
4
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:
5
Unconditional effects of general policy interventions
Martínez-Iriarte, Julián
;
Montes-Rojas, Gabriel
;
Sun, …
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10015073898
Saved in:
6
Estimation
and inference in a possibly multicointegrated system with a fixed number of instruments
Sun, Yixiao
;
Phillips, Peter C. B.
;
Kheifets, Igor L.
-
2024
Persistent link: https://www.econbiz.de/10015077063
Saved in:
7
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
Saved in:
8
Adaptive local polynomial whittle
estimation
of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001719152
Saved in:
9
Long run variance
estimation
using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001794759
Saved in:
10
Local polynomial whittle
estimation
of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2001
Persistent link: https://www.econbiz.de/10001562618
Saved in:
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