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Spurious regressions with stat...
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Estimation theory
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Sun, Yixiao
191
Jin, Sainan
36
Phillips, Peter C. B.
29
Kim, Min Seong
25
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18
Hwang, Jungbin
9
Chen, Xiaohong
8
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8
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7
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6
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6
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5
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4
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4
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4
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4
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3
Martínez-Iriarte, Julián
3
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2
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2
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2
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2
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2
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2
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1
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1
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1
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8
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2
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1
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1
Econometric Society 2004 North American Winter Meetings
1
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1
Econometrics
1
Essays in honor of Joon Y. Park : econometric theory
1
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1
International Economic Review
1
International Journal of Data Warehousing and Mining (IJDWM)
1
Journal of Business & Economic Statistics
1
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ECONIS (ZBW)
116
RePEc
55
OLC EcoSci
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2
EconStor
1
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11
Fixed-smoothing Asymptotics in a Two-step GMM Framework
Sun, Yixiao
-
2013
Persistent link: https://www.econbiz.de/10010209788
Saved in:
12
Let s fix it : fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao
-
2012
Persistent link: https://www.econbiz.de/10010209966
Saved in:
13
Comment [on "HAR inference: recommendations for practice"]
Sun, Yixiao
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 565-568
Persistent link: https://www.econbiz.de/10012249378
Saved in:
14
Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
Saved in:
15
Estimation and inference in panel structure models
Sun, Yixiao
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003761905
Saved in:
16
The Tobit model with a non-zero threshold
Carson, Richard T.
;
Sun, Yixiao
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 488-502
Persistent link: https://www.econbiz.de/10003637594
Saved in:
17
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:
18
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
19
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:
20
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
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