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Bootstrap and k-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models

Kim, Min Seong; Sun, Yixiao - In: Econometric theory 32 (2016) 6, pp. 1523-1568

Persistent link: https://www.econbiz.de/10011661994

A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data

Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - In: Journal of econometrics 197 (2017) 2, pp. 298-322

Persistent link: https://www.econbiz.de/10011818361

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

Simple and powerful GMM over-identification tests with accurate size

Sun, Yixiao; Kim, Min Seong - In: Journal of econometrics 166 (2012) 2, pp. 267-281

Persistent link: https://www.econbiz.de/10009511328

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/10010189873

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

Robust inference for diffusion-index forecasts with cross-sectionally dependent data

Kim, Min Seong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1153-1167

Persistent link: https://www.econbiz.de/10013539471

Bootstrap inference under cross-sectional dependence

Conley, Timothy G.; Gonçalves, Sílvia; Kim, Min Seong; … - In: Quantitative economics : QE ; journal of the … 14 (2023) 2, pp. 511-569

In this paper, we introduce a method of generating bootstrap samples with unknown patterns of cross-sectional/spatial dependence, which we call the spatial dependent wild bootstrap. This method is a spatial counterpart to the wild dependent bootstrap of Shao (2010) and generates data by...

Persistent link: https://www.econbiz.de/10014308576

Estimation of the long-run average relationship in nonstationary panel time series

Sun, Yixiao - In: Econometric theory 20 (2004) 6, pp. 1227-1260

Persistent link: https://www.econbiz.de/10002424947

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