Sainan Jin : Citation Profile


Are you Sainan Jin?

Singapore Management University

9

H index

7

i10 index

247

Citations

RESEARCH PRODUCTION:

17

Articles

20

Papers

RESEARCH ACTIVITY:

   13 years (2002 - 2015). See details.
   Cites by year: 19
   Journals where Sainan Jin has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 7 (2.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pji199
   Updated: 2019-08-17    RAS profile: 2016-01-07    
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Relations with other researchers


Works with:

Su, Liangjun (6)

Phillips, Peter (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sainan Jin.

Is cited by:

Sun, Yixiao (30)

Su, Liangjun (16)

Hwang, Jungbin (9)

Pötscher, Benedikt (9)

GAO, Jiti (8)

Vogelsang, Timothy (7)

LINTON, OLIVER (6)

McElroy, Tucker (5)

Kruse, Robinson (5)

Shao, Xiaofeng (4)

Malikov, Emir (4)

Cites to:

Phillips, Peter (31)

Pesaran, M (19)

Andrews, Donald (12)

Li, Qi (12)

Park, Joon (9)

Bai, Jushan (9)

Su, Liangjun (8)

Rogoff, Kenneth (8)

Kiefer, Nicholas (8)

White, Halbert (8)

Vogelsang, Timothy (8)

Main data


Where Sainan Jin has published?


Journals with more than one article published# docs
Journal of Econometrics5
Econometric Reviews2
Econometric Theory2
Economics Letters2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University10
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego3
Working Papers / Singapore Management University, School of Economics2
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Sainan Jin (2018 and 2017)


YearTitle of citing document
2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2019Improved Inference on the Rank of a Matrix. (2018). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1812.02337.

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2017Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data. (2017). Perron, Pierre ; Nawaz, Nasreen ; Vogelsang, Timothy J ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:640-667.

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2017High-order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth. (2017). Chan, Kin Wai ; Yau, Chun Yip. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:4:p:866-898.

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2019Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticit. (2019). Linton, O ; Xiao, Z. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1907.

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2018Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata. (2018). Sun, Yixiao ; Ye, Xiaoqing. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0bb8d0s9.

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2019A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions. (2019). Sun, Yixiao ; Liu, Cheng. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0ck2109g.

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2019Asymptotic F Tests under Possibly Weak Identification. (2019). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6qk200q8.

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2017Simple, Robust, and Accurate F and t Tests in Cointegrated Systems. (2017). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt83b4q8pk.

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2017Statistical inference of partially linear varying coefficient spatial autoregressive models. (2017). Wei, Chuanhua ; Zhai, Shufen ; Guo, Shuang . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:553-559.

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2017Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes. (2017). Iacone, Fabrizio ; Hualde, Javier. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:39-43.

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2017A martingale-difference-divergence-based test for specification. (2017). Su, Liangjun ; Zheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:162-167.

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2017Significance test in nonstationary logit panel model with serially correlated dependent variable. (2017). Chu, Chia-Shang J ; Zhang, Lina ; Liu, Nan. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:37-41.

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2018Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators. (2018). Yang, Jingjing ; Vogelsang, Timothy J. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:21-27.

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2017A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data. (2017). Sun, Yixiao ; Yang, Jingjing ; Kim, Min Seong . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:298-322.

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2017On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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2017Asymptotic F and t tests in an efficient GMM setting. (2017). Sun, Yixiao ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:277-295.

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2017Semiparametric estimation and testing of smooth coefficient spatial autoregressive models. (2017). Sun, Yiguo ; Malikov, Emir. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:12-34.

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2017Inferences in panel data with interactive effects using large covariance matrices. (2017). Bai, Jushan ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:59-78.

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2018Nonparametric testing for smooth structural changes in panel data models. (2018). Chen, Bin ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:245-267.

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2018Spatial weights matrix selection and model averaging for spatial autoregressive models. (2018). Zhang, Xinyu ; Yu, Jihai. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:1-18.

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2018Nonparametric specification testing via the trinity of tests. (2018). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:169-185.

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2018Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects. (2018). Malikov, Emir ; Sun, Yiguo. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:359-378.

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2018Identifying latent grouped patterns in panel data models with interactive fixed effects. (2018). Su, Liangjun. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:554-573.

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2018Additive nonparametric models with time variable and both stationary and nonstationary regressors. (2018). LINTON, OLIVER ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:212-236.

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2018Model checks for nonlinear cointegrating regression. (2018). Zhu, Ke ; Wu, Dongsheng ; Wang, Qiying. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:261-284.

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2018Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework. (2018). Hwang, Jungbin ; Sun, Yixiao. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:381-405.

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2018Controlling the size of autocorrelation robust tests. (2018). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:406-431.

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2019Estimation of longrun variance of continuous time stochastic process using discrete sample. (2019). Park, Joon Y ; Lu, YE. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:236-267.

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2019A simple and trustworthy asymptotic t test in difference-in-differences regressions. (2019). Sun, Yixiao ; Liu, Cheng. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:327-362.

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2019Identification and estimation of linear social interaction models. (2019). Ho, Hon. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:434-458.

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2019Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model. (2019). Sun, Yanqing ; Huang, Jianhua Z ; Zhang, Yuanqing. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:140-155.

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2018Estimation of an unbalanced panel data Tobit model with interactive effects. (2018). Ye, Xiaoqing ; Wu, Xiangjun ; Xu, Juan. In: Journal of choice modelling. RePEc:eee:eejocm:v:28:y:2018:i:c:p:108-123.

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2017Capital controls as shock absorbers. (2017). Ben Zeev, Nadav. In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:43-67.

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2019Global credit supply shocks and exchange rate regimes. (2019). ben Zeev, Nadav. In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:1-32.

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2019Finance and synchronization. (2019). Saleheen, Jumana ; Imbs, Jean ; Cesa-Bianchi, Ambrogio. In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:74-87.

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2017Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914.

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2018Improving time series forecasting: An approach combining bootstrap aggregation, clusters and exponential smoothing. (2018). Dantas, Tiago Mendes ; Cyrino, Fernando Luiz. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:748-761.

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2017Temperature shocks and the cost of equity capital: Implications for climate change perceptions. (2017). Balvers, Ronald ; Zhao, Xiaobing ; Du, Ding. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:18-34.

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2017Estimation of single-index model with spatial interaction. (2017). Sun, Yan. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:62:y:2017:i:c:p:36-45.

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2019Renewable generation forecast studies – Review and good practice guidance. (2019). Stadtmann, Georg ; Croonenbroeck, Carsten. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:108:y:2019:i:c:p:312-322.

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2018How Cyclical Is Bank Capital?. (2018). Haubrich, Joseph. In: Working Papers (Old Series). RePEc:fip:fedcwp:1504.

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2018How Cyclical Is Bank Capital?. (2018). Haubrich, Joseph. In: Working Papers (New Series). RePEc:fip:fedcwq:150401.

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2019The Effect of Local Government Debt on Regional Economic Growth in China: A Nonlinear Relationship Approach. (2019). Boadu, Francis ; Lei, AO ; Tian, Yixiang ; Zhao, Rubo ; Ren, ZE. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3065-:d:235807.

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2017Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments. (2017). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-598.

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2018A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence. (2018). Tarassow, Artur ; Groessl, Ingrid . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201802.

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2018Inference on a semiparametric model with global power law and local nonparametric trends. (2018). LINTON, OLIVER ; GAO, Jiti ; Peng, Bin. In: CeMMAP working papers. RePEc:ifs:cemmap:05/18.

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2018Nonparametric Estimation and Inference for Panel Data Models. (2018). Racine, Jeffrey ; Parmeter, Christopher. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-02.

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2017Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends. (2017). LINTON, OLIVER ; GAO, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-10.

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2017Why You Should Never Use the Hodrick-Prescott Filter. (2017). Hamilton, James. In: NBER Working Papers. RePEc:nbr:nberwo:23429.

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2017Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models. (2017). Sun, Yiguo ; Malikov, Emir. In: MPRA Paper. RePEc:pra:mprapa:77253.

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2017Assessing European business cycles synchronization. (2017). Kovačić, Zlatko ; Viloti, Milo ; Kovai, Zlatko. In: MPRA Paper. RePEc:pra:mprapa:79990.

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2017Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects. (2017). Malikov, Emir ; Sun, Yiguo. In: MPRA Paper. RePEc:pra:mprapa:83671.

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2018The Government Spending Multiplier at the Zero Lower Bound: Evidence from the Euro Area. (2018). Fragetta, Matteo ; Di Serio, Mario ; Amendola, Adalgiso . In: CELPE Discussion Papers. RePEc:sal:celpdp:0153.

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2019Change-in-mean tests in long-memory time series: a review of recent developments. (2019). Sibbertsen, Philipp ; Leschinski, Christian ; Wenger, Kai. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:103:y:2019:i:2:d:10.1007_s10182-018-0328-5.

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2017Shrinkage estimation of the linear model with spatial interaction. (2017). Sun, Yan ; Wu, Yueqin . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:1:d:10.1007_s00184-016-0590-z.

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2018Nonparametric estimation of international R&D spillovers. (2018). Gioldasis, Georgios ; Simioni, Michel ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0318.

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2018Testing for Stationarity at High Frequency. (2018). Jiang, Bibo ; Park, Joon Y ; Lu, YE. In: Working Papers. RePEc:syd:wpaper:2018-09.

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2017Assessing point forecast accuracy by stochastic error distance. (2017). Shin, Minchul ; Diebold, Francis X. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:588-598.

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2017Specification Test for Spatial Autoregressive Models. (2017). Su, Liangjun ; Qu, XI. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:4:p:572-584.

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2018Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data. (2018). Hoshino, Tadao. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:1:p:160-172.

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2017Heteroskedasticity-robust semi-parametric GMM estimation of a spatial model with space-varying coefficients. (2017). Wei, Hongjie ; Sun, Yan. In: Spatial Economic Analysis. RePEc:taf:specan:v:12:y:2017:i:1:p:113-128.

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2017Simple and Trustworthy Cluster-Robust GMM Inference. (2017). Hwang, Jungbin. In: Working papers. RePEc:uct:uconnp:2017-19.

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2018Nonparametric estimation of international R&D spillovers. (2018). Musolesi, Antonio ; Gioldasis, Georgios ; Simioni, Michel. In: Working Papers. RePEc:udf:wpaper:2018037.

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2019Asymptotic F Tests under Possibly Weak Identification. (2019). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: Working Papers. RePEc:wyi:wpaper:002400.

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2019An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2019). Wang, Xuexin ; Sun, Yixiao. In: Working Papers. RePEc:wyi:wpaper:002407.

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2019Does one size fit all in the Euro Area? Some counterfactual evidence. (2019). Gasteiger, Emanuel ; Destefanis, Sergio ; Fragetta, Matteo. In: ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:052019.

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Works by Sainan Jin:


YearTitleTypeCited
2005Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ In: University of California at San Diego, Economics Working Paper Series.
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paper1
2004Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation In: University of California at San Diego, Economics Working Paper Series.
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paper9
2003Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation.(2003) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 9
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2004Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation.(2004) In: Econometric Society 2004 North American Winter Meetings.
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This paper has another version. Agregated cites: 9
paper
2004Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation.(2004) In: Yale School of Management Working Papers.
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paper
2004Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation In: University of California at San Diego, Economics Working Paper Series.
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paper27
2006SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION.(2006) In: International Economic Review.
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This paper has another version. Agregated cites: 27
article
2005A Bootstrap Test for Conditional Symmetry In: Annals of Economics and Finance.
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article1
2011POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS In: Econometric Theory.
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article9
2010Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels.(2010) In: Cowles Foundation Discussion Papers.
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2015ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY In: Econometric Theory.
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article1
2002The KPSS Test with Seasonal Dummies In: Cowles Foundation Discussion Papers.
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paper5
2002The KPSS test with seasonal dummies.(2002) In: Economics Letters.
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This paper has another version. Agregated cites: 5
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2003Long Run Variance Estimation Using Steep Origin Kernels without Truncation In: Cowles Foundation Discussion Papers.
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paper1
2004Long Run Variance Estimation Using Steep Origin Kernels Without Truncation.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 1
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2005Improved HAR Inference In: Cowles Foundation Discussion Papers.
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paper1
2005Nonstationary Discrete Choice: A Corrigendum and Addendum In: Cowles Foundation Discussion Papers.
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paper11
2007Nonstationary discrete choice: A corrigendum and addendum.(2007) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 11
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2005A New Approach to Robust Inference in Cointegration In: Cowles Foundation Discussion Papers.
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paper6
2006A new approach to robust inference in cointegration.(2006) In: Economics Letters.
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This paper has another version. Agregated cites: 6
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2006Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing In: Cowles Foundation Discussion Papers.
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2008Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing.(2008) In: Econometrica.
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This paper has another version. Agregated cites: 80
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2013Testing the Martingale Hypothesis In: Cowles Foundation Discussion Papers.
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2014Testing the Martingale Hypothesis.(2014) In: Journal of Business & Economic Statistics.
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2015Business Cycles, Trend Elimination, and the HP Filter In: Cowles Foundation Discussion Papers.
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paper13
2006The Rise in House Prices in China: Bubbles or Fundamentals? In: Economics Bulletin.
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article7
2009Discrete choice modeling with nonstationary panels applied to exchange rate regime choice In: Journal of Econometrics.
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article2
2010Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models In: Journal of Econometrics.
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article29
2012Sieve estimation of panel data models with cross section dependence In: Journal of Econometrics.
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article19
2015Specification test for panel data models with interactive fixed effects In: Journal of Econometrics.
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article10
2014Specification Test for Panel Data Models with Interactive Fixed Effects.(2014) In: Working Papers.
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2007Demand volatility and the lag between the growth of temporary and permanent employment In: Working Paper Series.
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2015Robust Forecast Comparison In: Departmental Working Papers.
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paper1
2014Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models In: Working Papers.
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paper1
2007Forecasting the car penetration rate (CPR) in China: a nonparametric approach In: Applied Economics.
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article0
2013A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence In: Econometric Reviews.
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article6
2014Robustify Financial Time Series Forecasting with Bagging In: Econometric Reviews.
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article4

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