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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin - In: Journal of econometrics 218 (2020) 1, pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
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Asymptotic F and t tests in an efficient GMM setting
Hwang, Jungbin; Sun, Yixiao - In: Journal of econometrics 198 (2017) 2, pp. 277-295
Persistent link: https://www.econbiz.de/10011818796
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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
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Let’s fix it : fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao - In: Journal of econometrics 178 (2014) 1, pp. 659-677
Persistent link: https://www.econbiz.de/10010257366
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Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Kim, Min Seong; Sun, Yixiao - In: Journal of econometrics 177 (2013) 1, pp. 85-108
Persistent link: https://www.econbiz.de/10010189873
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Testing-optimal Kernel choice in HAR inference
Sun, Yixiao; Yang, Jingjing - In: Journal of econometrics 219 (2020) 1, pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
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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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Forecasting the term structure of government bond yields
Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
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Simple and powerful GMM over-identification tests with accurate size
Sun, Yixiao; Kim, Min Seong - In: Journal of econometrics 166 (2012) 2, pp. 267-281
Persistent link: https://www.econbiz.de/10009511328