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Asymptotic F test in a GMM framework with cross sectional dependence
Sun, Yixiao; Kim, Min Seong - 2012
Persistent link: https://www.econbiz.de/10009612374
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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
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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
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Estimation and inference in panel structure models
Sun, Yixiao (contributor) - 2005
Persistent link: https://www.econbiz.de/10003761905
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Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003761924
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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
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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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Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.; Sun, Yixiao - 2002
Persistent link: https://www.econbiz.de/10001719152
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Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.; Sun, Yixiao - 2002
Persistent link: https://www.econbiz.de/10001711721
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Nonlinear log-periodogram regression for perturbed fractional processes
Sun, Yixiao; Phillips, Peter C. B. - In: Journal of econometrics 115 (2003) 2, pp. 355-389
Persistent link: https://www.econbiz.de/10001768328