Sainan Jin : Citation Profile


Are you Sainan Jin?

Singapore Management University

9

H index

8

i10 index

285

Citations

RESEARCH PRODUCTION:

20

Articles

23

Papers

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 15
   Journals where Sainan Jin has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 8 (2.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pji199
   Updated: 2020-09-22    RAS profile: 2020-06-06    
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Relations with other researchers


Works with:

Su, Liangjun (7)

Phillips, Peter (2)

Swanson, Norman (2)

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 (33)

Su, Liangjun (20)

Hwang, Jungbin (12)

GAO, Jiti (11)

Pötscher, Benedikt (9)

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)

Li, Qi (12)

Andrews, Donald (10)

Park, Joon (9)

Bai, Jushan (9)

Vogelsang, Timothy (8)

Kiefer, Nicholas (8)

Su, Liangjun (7)

Newey, Whitney (6)

Moon, Hyungsik (6)

Main data


Where Sainan Jin has published?


Journals with more than one article published# docs
Journal of Econometrics5
Econometric Theory3
Economics Letters2
Econometric Reviews2
Journal of Business & Economic Statistics2

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
Economics and Statistics Working Papers / Singapore Management University, School of Economics3
Working Papers / Singapore Management University, School of Economics2
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Sainan Jin (2020 and 2019)


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

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2019Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273.

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2019How well can we learn large factor models without assuming strong factors?. (2019). Zhu, Yinchu. In: Papers. RePEc:arx:papers:1910.10382.

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2019An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation. (2019). Wang, Xuexin ; Sun, Yixiao. In: Papers. RePEc:arx:papers:1911.03771.

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2019Statistical Inference on Partially Linear Panel Model under Unobserved Linearity. (2019). Shang, Zuofeng ; Boukai, Ben ; Liu, Ruiqi. In: Papers. RePEc:arx:papers:1911.08830.

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2020Forecasting with Bayesian Grouped Random Effects in Panel Data. (2020). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2007.02435.

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2019ASYMMETRIC BUSINESS CYCLES IN EMERGING MARKET ECONOMIES. (2019). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1909.

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2020An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2020). Sun, Yixiao ; Wang, Xuexin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:4:p:536-550.

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

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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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2019Steady state adjusting trends using a data-driven local polynomial regression. (2019). Fritz, Marlon. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:312-325.

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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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2019Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice. (2019). Su, Liangjun ; Peng, Bin ; Feng, Guohua ; Yang, Thomas Tao. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:607-622.

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2019Non-separable models with high-dimensional data. (2019). Su, Liangjun ; Ura, Takuya ; Zhang, Yichong. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:646-677.

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2019Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity. (2019). Xiao, Zhijie ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:608-631.

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2020Panel threshold regressions with latent group structures. (2020). Su, Liangjun ; Wang, Wendun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:451-481.

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2020Testing for Stationarity at High Frequency. (2020). Park, Joon Y ; Lu, YE ; Jiang, Bibo. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:341-374.

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2020Identification and estimation in panel models with overspecified number of groups. (2020). Zhou, Qiankun ; Zhang, Yong Hui ; Shang, Zuofeng ; Liu, Ruiqi. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:574-590.

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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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2020Effective energy consumption forecasting using enhanced bagged echo state network. (2020). Zeng, Yu-Rong ; Peng, LU ; Wang, Lin ; Hu, Huanling. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324739.

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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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2019Robust optimization of forecast combinations. (2019). Karabati, Seluk ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:910-926.

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2020The motivational factors of business venturing: Opportunity versus necessity? A gendered perspective on European countries. (2020). Jafari-Sadeghi, Vahid. In: Journal of Business Research. RePEc:eee:jbrese:v:113:y:2020:i:c:p:279-289.

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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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2019Panel Forecasting with Asymmetric Grouping. (2019). Paap, Richard ; Nibbering, D. In: Econometric Institute Research Papers. RePEc:ems:eureir:119521.

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2019HAR Testing for Spurious Regression in Trend. (2019). Phillips, Peter ; Zhang, Yonghui ; Wang, Xiaohu. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:50-:d:298538.

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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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2019Nonparametric estimation of R&D international spillovers. (2019). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Post-Print. RePEc:hal:journl:hal-02789474.

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2020Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-02790523.

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2019Inference for heterogeneous effects using low-rank estimations. (2019). Chernozhukov, Victor ; Liao, Yuan ; Hansen, Christian. In: CeMMAP working papers. RePEc:ifs:cemmap:31/19.

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2020Testing Capital Asset Pricing Models using Functional-Coefficient Panel Data Models with Cross-Sectional Dependence. (2020). Fang, Ying ; Cai, Zongwu ; Xu, Qiuhua. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202009.

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2019Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects. (2019). Gong, Xiaodong ; GAO, Jiti ; Liang, Xuan. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-26.

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2019Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone. (2019). GAO, Jiti ; Casas, Isabel ; Xie, Shangyu ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-28.

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2020Most Powerful Test against High Dimensional Free Alternatives. (2020). GAO, Jiti ; Jaidee, Sombut ; He, YI. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-13.

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2020Celebrating 40 Years of Panel Data Analysis: Past, Present and Future. (2020). Sarafidis, Vasilis ; Wansbeek, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-6.

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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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2020Regression function estimation on non compact support in an heteroscesdastic model. (2020). Genon-Catalot, V ; Comte, F. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:83:y:2020:i:1:d:10.1007_s00184-019-00727-4.

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2020Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: SEEDS Working Papers. RePEc:srt:wpaper:0120.

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2020A Semiparametric Analysis of Green Inventions and Environmental Policies. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0920.

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2020Simple and Trustworthy Cluster-Robust GMM Inference. (2017). Hwang, Jungbin. In: Working papers. RePEc:uct:uconnp:2017-19.

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2020Finite-sample Corrected Inference for Two-step GMM in Time Series. (2020). Hwang, Jungbin ; Valdes, Gonzalo. In: Working papers. RePEc:uct:uconnp:2020-02.

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2020Low Frequency Robust Cointegrated Regression in the Presence of a Near-Unity Regressor. (2020). Hwang, Jungbin ; Valdes, Gonzalo. In: Working papers. RePEc:uct:uconnp:2020-03.

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2020Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics. (2020). Iacone, Fabrizio ; Coroneo, Laura. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:391-409.

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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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2019A novel housing price misalignment indicator for Germany. (2019). Hertrich, Markus. In: Discussion Papers. RePEc:zbw:bubdps:312019.

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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
paper
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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article10
2010Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels.(2010) In: Cowles Foundation Discussion Papers.
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paper
2015ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY In: Econometric Theory.
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article3
2017ROBUST FORECAST COMPARISON In: Econometric Theory.
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article2
2015Robust Forecast Comparison.(2015) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 2
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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
article
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
article
2005A New Approach to Robust Inference in Cointegration In: Cowles Foundation Discussion Papers.
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2006A new approach to robust inference in cointegration.(2006) In: Economics Letters.
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This paper has another version. Agregated cites: 5
article
2006Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing In: Cowles Foundation Discussion Papers.
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paper86
2008Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing.(2008) In: Econometrica.
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This paper has another version. Agregated cites: 86
article
2013Testing the Martingale Hypothesis In: Cowles Foundation Discussion Papers.
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paper4
2014Testing the Martingale Hypothesis.(2014) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 4
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2015Business Cycles, Trend Elimination, and the HP Filter In: Cowles Foundation Discussion Papers.
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paper16
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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article30
2012Sieve estimation of panel data models with cross section dependence In: Journal of Econometrics.
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article30
2015Specification test for panel data models with interactive fixed effects In: Journal of Econometrics.
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article13
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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2018Identifying Latent Grouped Patterns in Cointegrated Panels In: Economics and Statistics Working Papers.
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2019On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation In: Economics and Statistics Working Papers.
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2020Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence In: Economics and Statistics Working Papers.
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2014Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models In: Working Papers.
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paper1
2015Nonparametric testing for anomaly effects in empirical asset pricing models.(2015) In: Empirical Economics.
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This paper has another version. Agregated cites: 1
article
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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article8
2014Robustify Financial Time Series Forecasting with Bagging In: Econometric Reviews.
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article6
2019Sieve Estimation of Time-Varying Panel Data Models With Latent Structures In: Journal of Business & Economic Statistics.
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article4

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