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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
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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/10007871621
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The Tobit model with a non-zero threshold
Carson, Richard T.; Sun, Yixiao - In: Econometrics Journal 10 (2007) 3, pp. 488-502
The standard Tobit maximum likelihood estimator under zero censoring threshold produces inconsistent parameter estimates, when the constant censoring threshold γ is non-zero and unknown. Unfortunately, the recording of a zero rather than the actual censoring threshold value is typical of...
Persistent link: https://www.econbiz.de/10005607080
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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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A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao - In: The econometrics journal 16 (2013) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
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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
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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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Spurious regressions between stationary generalized long memory processes
Sun, Yixiao - In: Economics letters 90 (2006) 3, pp. 446-454
Persistent link: https://www.econbiz.de/10003295343
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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