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~isPartOf:"Journal of econometrics"
~person:"Sun, Yixiao"
~subject:"Method of moments"
~subject:"United States"
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Method of moments
United States
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Fixed-smoothing asymptotics
2
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Continuous updating GMM
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F
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Sun, Yixiao
Chen, Xiaohong
4
Gallant, A. Ronald
4
Lee, Lung-fei
4
Schmidt, Peter
4
Baltagi, Badi H.
3
Carrasco, Marine
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Inoue, Atsushi
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Koop, Gary
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Hwang, Jungbin
2
Lee, Young Hoon
2
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Otsu, Taisuke
2
Pesaran, M. Hashem
2
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Ryu, Hang-keun
2
Seo, Myung Hwan
2
Slottje, Daniel Jonathan
2
Smith, Richard J.
2
Sørensen, Bent E.
2
Tauchen, George Eugene
2
Whang, Yoon-jae
2
Wu, Ximing
2
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2
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Journal of econometrics
Cowles Foundation discussion paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Recent work / Department of Economics, UC San Diego
1
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ECONIS (ZBW)
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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
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2
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
Saved in:
3
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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