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Testing for moderate explosive...
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61
Should we go one step further? : an accurate comparison of one-step and two-step procedures in a generalized method of moments framework
Hwang, Jungbin
;
Sun, Yixiao
-
2015
Persistent link: https://www.econbiz.de/10011442025
Saved in:
62
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
-
2015
Persistent link: https://www.econbiz.de/10011442064
Saved in:
63
Fixed-smoothing asymptotics in a two-step generalized method of moments framework
Sun, Yixiao
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
6
,
pp. 2327-2370
Persistent link: https://www.econbiz.de/10011560365
Saved in:
64
Asymptotic distributions of impulse response functions in short panel vector autoregressions
Cao, Bolong
;
Sun, Yixiao
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 127-143
Persistent link: https://www.econbiz.de/10009270617
Saved in:
65
Asymptotic F test in a GMM framework with cross sectional dependence
Sun, Yixiao
;
Kim, Min Seong
-
2012
Persistent link: https://www.econbiz.de/10009612374
Saved in:
66
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
Saved in:
67
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
(
contributor
);
Sun, Yixiao
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003761525
Saved in:
68
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003761924
Saved in:
69
Understanding the Fisher equation
Sun, Yixiao
;
Phillips, Peter C. B.
- In:
Journal of applied econometrics
19
(
2004
)
7
,
pp. 869-886
Persistent link: https://www.econbiz.de/10002467844
Saved in:
70
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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