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~person:"Proietti, Tommaso"
~person:"Sun, Yixiao"
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Proietti, Tommaso
Sun, Yixiao
Gil-Alaña, Luis A.
336
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283
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277
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76
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ECONIS (ZBW)
141
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1
A heteroskedasticity and
autocorrelation
robust F test using an orthonormal series variance estimator
Sun, Yixiao
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
Saved in:
2
Let's Fix it : Fixed-b Asymptotics Versus Small-b Asymptotics in
Heteroscedasticity
and
Autocorrelation
Robust Inference
Sun, Yixiao
-
2010
In the presence of
heteroscedasticity
and
autocorrelation
of unknown forms, the covariance matrix of the parameter …
Persistent link: https://www.econbiz.de/10014188747
Saved in:
3
A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2019
Persistent link: https://www.econbiz.de/10011987343
Saved in:
4
Asymptotic F tests under possibly weak identi cation
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
-
University of California, San Diego / Department of …
-
2019
-
This version: March 9, 2019
Persistent link: https://www.econbiz.de/10011987354
Saved in:
5
Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
Saved in:
6
Should we go one step further? : an accurate comparison of one-step and two-step procedures in a generalized method of moments framework
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 381-405
Persistent link: https://www.econbiz.de/10012116364
Saved in:
7
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
Saved in:
8
Heteroscedasticity
and
autocorrelation
robust F and t tests in stata
Ye, Xiaoqing
;
Sun, Yixiao
-
2018
Persistent link: https://www.econbiz.de/10011914436
Saved in:
9
Testing for moderate explosiveness in the presence of drift
Guo, Gangzheng
;
Wang, Shaoping
;
Sun, Yixiao
-
2018
based on a heteroskedasticity and
autocorrelation
robust standard error follows Student's t distribution in large samples …
Persistent link: https://www.econbiz.de/10011914444
Saved in:
10
A convergent t-statistic in spurious regressions
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753294
Saved in:
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