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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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Term structure of risk under alternative econometric specifications
Guidolin, Massimo; Timmermann, Allan - In: Journal of econometrics 131 (2006) 1/2, pp. 285-308
Persistent link: https://www.econbiz.de/10003298584
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Predictability of stock returns and asset allocation under structural breaks
Pettenuzzo, Davide; Timmermann, Allan - In: Journal of econometrics 164 (2011) 1, pp. 60-78
Persistent link: https://www.econbiz.de/10009270410
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Selection of estimation window in the presence of breaks
Pesaran, M. Hashem; Timmermann, Allan - In: Journal of econometrics 137 (2007) 1, pp. 134-161
Persistent link: https://www.econbiz.de/10003425523