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Improved HAR inference using power kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - 2005
Persistent link: https://www.econbiz.de/10002969563
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A new approach to robust inference in cointegration
Jin, Sainan; Phillips, Peter C. B.; Sun, Yixiao - In: Economics letters 91 (2006) 2, pp. 300-306
Persistent link: https://www.econbiz.de/10003327908
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Bias-reduced log-periodogram and Whittle estimation of the long-memory parameter without variance inflation
Guggenberger, Patrik (contributor); Sun, Yixiao (contributor) - 2004
Persistent link: https://www.econbiz.de/10003761467
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Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.; Sun, Yixiao - In: Journal of econometrics 235 (2023) 2, pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
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Testing-optimal Kernel choice in HAR inference
Sun, Yixiao; Yang, Jingjing - In: Journal of econometrics 219 (2020) 1, pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
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Location-scale and compensated effects in unconditional quantile regressions
Martinez-Iriarte, Julian; Montes-Rojas, Gabriel; Sun, Yixiao - University of California, San Diego / Department of … - 2022
Persistent link: https://www.econbiz.de/10012872849
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Identification and estimation of unconditional policy effects of an endogenous binary treatment : an unconditional MTE approach
Martínez-Iriarte, Julián; Sun, Yixiao - University of California, San Diego / Department of … - 2021
Persistent link: https://www.econbiz.de/10012504094
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Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel; Sun, Yixiao - University of California, San Diego / Department of … - 2020
Persistent link: https://www.econbiz.de/10012504149
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A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng; Sun, Yixiao - In: Journal of econometrics 210 (2019) 2, pp. 327-362
Persistent link: https://www.econbiz.de/10012303533
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An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
Sun, Yixiao; Wang, Xuexin - In: Econometric reviews 41 (2022) 2, pp. 177-206
Persistent link: https://www.econbiz.de/10013167603