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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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Nonlinear log-periodogram regression for perturbed fractional processes
Sun, Yixiao; Phillips, Peter C. B. - In: Journal of econometrics 115 (2003) 2, pp. 355-389
Persistent link: https://www.econbiz.de/10001768328
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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