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SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION
Phillips, Peter C.B.; Sun, Yixiao; Jin, Sainan - In: International economic review 47 (2006) 3, pp. 837-894
Persistent link: https://www.econbiz.de/10007285770
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BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION
Guggenberger, Patrik; Sun, Yixiao - In: Econometric theory 22 (2006) 5, pp. 863-912
Persistent link: https://www.econbiz.de/10007292700
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Spurious regressions between stationary generalized long memory processes
Sun, Yixiao - In: Economics letters 90 (2006) 3, pp. 446-454
Persistent link: https://www.econbiz.de/10006747805
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Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
Andrews, Donald W.K.; Sun, Yixiao - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 2, pp. 569-614
Persistent link: https://www.econbiz.de/10006758452
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Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
Kim, Min Seong; Sun, Yixiao - In: Journal of econometrics 160 (2011) 2, pp. 349-372
Persistent link: https://www.econbiz.de/10008770531
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Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing
Sun, Yixiao; Phillips, Peterc B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10007894538
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The Tobit model with a non-zero threshold
Carson, Richard T.; Sun, Yixiao - In: The econometrics journal 10 (2007) 3, pp. 488-502
Persistent link: https://www.econbiz.de/10007871621
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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/10010075495
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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/10010171394
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Understanding the Fisher equation
Sun, Yixiao; Phillips, Peter C.B. - In: Journal of applied econometrics 19 (2004) 7, pp. 869-886
Persistent link: https://www.econbiz.de/10006961224