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The KPSS test with seasonal du...
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962
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104
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59
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45
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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
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
Saved in:
3
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/10003357487
Saved in:
4
A new approach to robust inference in cointegration
Jin, Sainan
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003468420
Saved in:
5
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:
6
Nonstationary discrete choice : a corrigendum and addendum
Phillips, Peter C. B.
;
Jin, Sainan
;
Hu, Ling
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1115-1130
Persistent link: https://www.econbiz.de/10003571426
Saved in:
7
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:
8
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:
9
Business cycles, trend elimination, and the HP filter
Phillips, Peter C. B.
;
Jin, Sainan
-
2015
Persistent link: https://www.econbiz.de/10011312319
Saved in:
10
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
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