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Fixed-smoothing asymptotics and asymptotic F and t tests in the presence of strong autocorrelation
Sun, Yixiao - In: Essays in honor of Peter C. B. Phillips, (pp. 23-63). 2014
Persistent link: https://www.econbiz.de/10010442880
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A convergent t-statistic in spurious regressions
Sun, Yixiao - 2003
Persistent link: https://www.econbiz.de/10001753294
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A convergent t-statistic in spurious regressions
Sun, Yixiao - In: Econometric theory 20 (2004) 5, pp. 943-962
Persistent link: https://www.econbiz.de/10002265261
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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
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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
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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/10009722516
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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
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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
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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