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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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Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao - 2003
Persistent link: https://www.econbiz.de/10001753311
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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
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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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Robust trend inference with series variance estimator and testing-optimal smoothing parameter
Sun, Yixiao - In: Journal of econometrics 164 (2011) 2, pp. 345-366
Persistent link: https://www.econbiz.de/10009301901
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Fixed-smoothing Asymptotics in a Two-step GMM Framework
Sun, Yixiao - 2013
Persistent link: https://www.econbiz.de/10010209788
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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