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~person:"Ryu, Doojin"
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ECONIS (ZBW)
66
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1
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66
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1
Optimal bandwidth selection in heteroskedasticity-
autocorrelation
robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
2
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
3
Optimal bandwidth selection in heteroskedasticity-
autocorrelation
robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468430
Saved in:
4
Power maximization and size control in heteroskedasticity and
autocorrelation
robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
5
Spatial heteroskedasticity and
autocorrelation
consistent estimation of covariance matrix
Kim, Min Seong
;
Sun, Yixiao
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 349-371
Persistent link: https://www.econbiz.de/10009242238
Saved in:
6
Power maximization and size control in heteroskedasticity and
autocorrelation
robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
Saved in:
7
Asymptotic F-test in a GMM framework with cross-sectional dependence
Sun, Yixiao
;
Kim, Min Seong
- In:
The review of economics and statistics
97
(
2015
)
1
,
pp. 210-223
Persistent link: https://www.econbiz.de/10011327586
Saved in:
8
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:
9
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
Saved in:
10
Fixed-smoothing asymptotics and asymptotic F and t tests in the presence of strong
autocorrelation
Sun, Yixiao
-
2014
Persistent link: https://www.econbiz.de/10010370905
Saved in:
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