Sainan Jin : Citation Profile

Are you Sainan Jin?

Singapore Management University

11

H index

15

i10 index

504

Citations

RESEARCH PRODUCTION:

21

Articles

23

Papers

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 28
   Journals where Sainan Jin has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 9 (1.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pji199
   Updated: 2024-01-16    RAS profile: 2020-06-06    
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Relations with other researchers

Works with:

Su, Liangjun (4)

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

Is cited by:

Su, Liangjun (37)

GAO, Jiti (33)

Sun, Yixiao (33)

Phillips, Peter (16)

Peng, Bin (14)

LINTON, OLIVER (13)

Hwang, Jungbin (12)

Pötscher, Benedikt (9)

Vogelsang, Timothy (8)

Wang, Xuexin (7)

Shi, Zhentao (6)

Cites to:

Phillips, Peter (32)

Pesaran, Mohammad (21)

Li, Qi (12)

Andrews, Donald (10)

Park, Joon (9)

Su, Liangjun (9)

Bai, Jushan (9)

Kiefer, Nicholas (8)

Vogelsang, Timothy (8)

Kapetanios, George (8)

Rogoff, Kenneth (8)

Main data

Where Sainan Jin has published?

Journals with more than one article published# docs
Journal of Econometrics5
Econometric Theory4
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
Economics and Statistics Working Papers / Singapore Management University, School of Economics3
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 (2024 and 2023)

YearTitle of citing document
2023Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877.

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2023Inference for Low-Rank Models. (2021). Zhu, Yinchu ; Liao, Yuan ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2107.02602.

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2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2023A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577.

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2023Fast Inference for Quantile Regression with Tens of Millions of Observations. (2022). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2209.14502.

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2023Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

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2023Inference for Low-rank Completion without Sample Splitting with Application to Treatment Effect Estimation. (2023). Liao, Yuan ; Kwon, Hyukjun ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2307.16370.

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2023Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models. (2023). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2308.02364.

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2023SGMM: Stochastic Approximation to Generalized Method of Moments. (2023). Song, Myunghyun ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2308.13564.

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2023Target PCA: Transfer Learning Large Dimensional Panel Data. (2023). Xiong, Ruoxuan ; Pelger, Markus ; Duan, Junting. In: Papers. RePEc:arx:papers:2308.15627.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

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2023Uniform Inference for Nonlinear Endogenous Treatment Effects with High-Dimensional Covariates. (2023). Zhang, Cun-Hui ; Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2310.08063.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2364.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023Grouped spatial autoregressive model. (2023). Zhang, BO ; Jing, Bingyi ; Hu, Wei ; Huang, Danyang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001815.

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2023GMM estimation of partially linear additive spatial autoregressive model. (2023). Chen, Jianbao ; Cheng, Suli. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000233.

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2023Online missing value imputation for high-dimensional mixed-type data via generalized factor models. (2023). Zhou, Ling ; Luo, Lan ; Liu, Wei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001330.

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2023Sparse spatio-temporal autoregressions by profiling and bagging. (2023). Wang, Hansheng ; Guo, Shaojun ; Ma, Yingying. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:132-147.

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2023Factor-based imputation of missing values and covariances in panel data of large dimensions. (2023). Bai, Jushan ; Ng, Serena ; Cahan, Ercument. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:113-131.

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2023Large dimensional latent factor modeling with missing observations and applications to causal inference. (2023). Pelger, Markus ; Xiong, Ruoxuan. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:271-301.

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2023Finite-sample corrected inference for two-step GMM in time series. (2023). Valdes, Gonzalo ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:327-352.

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2023Asymptotic F test in regressions with observations collected at high frequency over long span. (2023). Sun, Yixiao ; Pellatt, Daniel F. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1281-1309.

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2023Estimation and identification of latent group structures in panel data. (2023). Mehrabani, Ali. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1464-1482.

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2023Binary response models for heterogeneous panel data with interactive fixed effects. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Liu, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1654-1679.

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2023Identifying latent group structures in spatial dynamic panels. (2023). Su, Liangjun ; Xu, Xingbai ; Wang, Wuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1955-1980.

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2023Social threshold regression. (2023). Sun, Yiguo ; Kourtellos, Andros ; Konstantinidi, Antri. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2057-2081.

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2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

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2023Uniform inference in linear panel data models with two-dimensional heterogeneity. (2023). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:694-719.

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2023Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744.

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2023Profile GMM estimation of panel data models with interactive fixed effects. (2023). Su, Liangjun ; Jiang, Tao ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:927-948.

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2023Testing the martingale difference hypothesis in high dimension. (2023). Shao, Xiaofeng ; Jiang, Qing ; Chang, Jinyuan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:972-1000.

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2023Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61.

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2023Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection. (2023). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:144-169.

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2023Factor models for large and incomplete data sets with unknown group structure. (2023). Camacho, Maximo ; Lopez-Buenache, German. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220.

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2023The sum of all fears: Forecasting international returns using option-implied risk measures. (2023). Toupin, Dominique ; Power, Gabriel J ; Gagnon, Marie-Helene. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002813.

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2023Price comovement and market segmentation of Chinese A- and H-shares: Evidence from a panel latent-factor model. (2023). Tse, Yiu-Kuen ; Huang, Wenxin ; Dong, Yingjie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001978.

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2023Commodity price shocks: Order within chaos?. (2023). Kabundi, Alain ; Baffes, John. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003513.

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2023Stock market volatility prediction: Evidence from a new bagging model. (2023). Huang, Dengshi ; Xu, Weiju ; Bu, Jinfeng ; Luo, Qin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:445-456.

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2023Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects. (2023). Zhuang, Xiaoyang ; Liu, YU. In: Statistics & Probability Letters. RePEc:eee:stapro:v:194:y:2023:i:c:s0167715222002590.

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2023.

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2023.

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2023.

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2023Penalized Model Averaging for High Dimensional Quantile Regressions. (2023). Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202302.

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2023Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Weibiao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-5.

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2023Quantile regression version of Hodrick–Prescott filter. (2023). Yamada, Hiroshi. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02292-8.

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2023To Boost or Not to Boost? That is the Question. (2023). Pagan, Adrian ; Lu, YE. In: Working Papers. RePEc:syd:wpaper:2023-05.

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2023A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Liu, Yanbo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395.

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2023Robust forecast superiority testing with an application to assessing pools of expert forecasters. (2023). Swanson, Norman R ; Jin, Sainan ; Corradi, Valentina. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:596-622.

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2023Quantifying noise in survey expectations. (2023). Kuinskas, Simas ; Juodis, Artras. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:2:p:609-650.

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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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper11
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 nother version. Agregated cites: 11		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 nother version. Agregated cites: 11		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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This paper has nother version. Agregated cites: 11		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.
[Full Text][Citation analysis]		paper28
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 nother version. Agregated cites: 28		article
2005A Bootstrap Test for Conditional Symmetry In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article1
2011POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS In: Econometric Theory.
[Full Text][Citation analysis]		article11
2010Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels.(2010) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 11		paper
2015ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY In: Econometric Theory.
[Full Text][Citation analysis]		article3
2017ROBUST FORECAST COMPARISON In: Econometric Theory.
[Full Text][Citation analysis]		article10
2015Robust Forecast Comparison.(2015) In: Departmental Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2020IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS In: Econometric Theory.
[Full Text][Citation analysis]		article8
2018Identifying Latent Grouped Patterns in Cointegrated Panels.(2018) In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2002The KPSS Test with Seasonal Dummies In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper11
2002The KPSS test with seasonal dummies.(2002) In: Economics Letters.
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This paper has nother version. Agregated cites: 11		article
2003Long Run Variance Estimation Using Steep Origin Kernels without Truncation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper3
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 nother version. Agregated cites: 3		paper
2005Improved HAR Inference In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper2
2005Nonstationary Discrete Choice: A Corrigendum and Addendum In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper12
2007Nonstationary discrete choice: A corrigendum and addendum.(2007) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 12		article
2005A New Approach to Robust Inference in Cointegration In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper7
2006A new approach to robust inference in cointegration.(2006) In: Economics Letters.
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This paper has nother version. Agregated cites: 7		article
2006Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper115
2008Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing.(2008) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 115		article
2013Testing the Martingale Hypothesis In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper8
2014Testing the Martingale Hypothesis.(2014) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 8		article
2015Business Cycles, Trend Elimination, and the HP Filter In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper44
2006The Rise in House Prices in China: Bubbles or Fundamentals? In: Economics Bulletin.
[Full Text][Citation analysis]		article8
2009Discrete choice modeling with nonstationary panels applied to exchange rate regime choice In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2010Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models In: Journal of Econometrics.
[Full Text][Citation analysis]		article51
2012Sieve estimation of panel data models with cross section dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article57
2015Specification test for panel data models with interactive fixed effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
2014Specification Test for Panel Data Models with Interactive Fixed Effects.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2007Demand volatility and the lag between the growth of temporary and permanent employment In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2019On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper21
2020Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper11
2014Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Nonparametric testing for anomaly effects in empirical asset pricing models.(2015) In: Empirical Economics.
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This paper has nother version. Agregated cites: 1		article
2007Forecasting the car penetration rate (CPR) in China: a nonparametric approach In: Applied Economics.
[Full Text][Citation analysis]		article0
2013A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence In: Econometric Reviews.
[Full Text][Citation analysis]		article9
2014Robustify Financial Time Series Forecasting with Bagging In: Econometric Reviews.
[Full Text][Citation analysis]		article17
2019Sieve Estimation of Time-Varying Panel Data Models With Latent Structures In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article24

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