Yixiao Sun : Citation Profile


Are you Yixiao Sun?

University of California-San Diego (UCSD)

11

H index

13

i10 index

494

Citations

RESEARCH PRODUCTION:

32

Articles

49

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 27
   Journals where Yixiao Sun has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 36 (6.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu5
   Updated: 2019-10-15    RAS profile: 2019-06-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Hwang, Jungbin (5)

Kaplan, David (3)

Wang, Xuexin (3)

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

Is cited by:

Asongu, Simplice (47)

MORANA, CLAUDIO (20)

Arteche, Josu (14)

Chen, Xiaohong (14)

Kruse, Robinson (12)

Kaplan, David (11)

Vogelsang, Timothy (11)

Pötscher, Benedikt (9)

Liao, Zhipeng (9)

Nielsen, Morten (9)

Sibbertsen, Philipp (9)

Cites to:

Vogelsang, Timothy (72)

Phillips, Peter (71)

Kiefer, Nicholas (62)

Andrews, Donald (32)

Jin, Sainan (24)

Jansson, Michael (18)

Newey, Whitney (16)

conley, timothy (15)

Bunzel, Helle (15)

West, Kenneth (15)

Kim, Min Seong (13)

Main data


Where Yixiao Sun has published?


Journals with more than one article published# docs
Journal of Econometrics11
Econometric Theory9
Econometrica2
Economics Letters2

Working Papers Series with more than one paper published# docs
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego25
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University11
Working Papers / Ryerson University, Department of Economics3
Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University2
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Yixiao Sun (2019 and 2018)


YearTitle of citing document
2018Environmental Degradation and Inclusive Human Development in sub†Saharan Africa. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/017.

Full description at Econpapers || Download paper

2018CO2 emission thresholds for inclusive human development in Sub-Saharan Africa. (2018). Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/023.

Full description at Econpapers || Download paper

2018The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa. (2018). Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta C. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/037.

Full description at Econpapers || Download paper

2019Crime and Social Media. (2019). Asongu, Simplice ; Pyke, Chris ; Orim, Stella-Maris I ; Nwachukwu, Jacinta C. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/003.

Full description at Econpapers || Download paper

2018Environmental Degradation and Inclusive Human Development in sub†Saharan Africa. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: AFEA Working Papers. RePEc:afe:wpaper:18/015.

Full description at Econpapers || Download paper

2018CO2 emission thresholds for inclusive human development in Sub-Saharan Africa. (2018). Asongu, Simplice. In: AFEA Working Papers. RePEc:afe:wpaper:18/020.

Full description at Econpapers || Download paper

2018The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa. (2018). Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta C. In: AFEA Working Papers. RePEc:afe:wpaper:18/031.

Full description at Econpapers || Download paper

2018Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/017.

Full description at Econpapers || Download paper

2018CO2 emission thresholds for inclusive human development in Sub-Saharan Africa. (2018). Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/023.

Full description at Econpapers || Download paper

2018The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa. (2018). Nwachukwu, Jacinta ; Asongu, Simplice ; Pyke, Chris. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/037.

Full description at Econpapers || Download paper

2019Crime and Social Media. (2019). Asongu, Simplice ; Pyke, Chris ; Orim, Stella-Maris I ; Nwachukwu, Jacinta C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/003.

Full description at Econpapers || Download paper

2019Thresholds of External Flows for Inclusive Human Development in Sub-Saharan Africa. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/045.

Full description at Econpapers || Download paper

2018Supply response at the field-level: disentangling area and yield effects. (2018). Stigler, Matthieu M. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274343.

Full description at Econpapers || Download paper

2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436.

Full description at Econpapers || Download paper

2018Testing for unobserved heterogeneous treatment effects in a nonseparable model with endogenous selection. (2018). Hsu, Yu-Chin ; Xu, Haiqing ; Huang, Ta-Cheng . In: Papers. RePEc:arx:papers:1803.07514.

Full description at Econpapers || Download paper

2019$k$-step correction for mixed integer linear programming: a new approach for instrumental variable quantile regressions and related problems. (2018). Zhu, Yinchu. In: Papers. RePEc:arx:papers:1805.06855.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Decentralization Estimators for Instrumental Variable Quantile Regression Models. (2018). Kaido, Hiroaki ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10925.

Full description at Econpapers || Download paper

2019A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

Full description at Econpapers || Download paper

2019Identification and estimation of triangular models with a binary treatment. (2019). Pereda-Fernández, Santiago ; Fernandez, Santiago Pereda . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1210_19.

Full description at Econpapers || Download paper

2018Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility. (2018). Schneller, D ; Hamid, A ; Heiden, M. In: German Economic Review. RePEc:bla:germec:v:19:y:2018:i:2:p:209-236.

Full description at Econpapers || Download paper

2018Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions. (2018). Compiani, Giovanni ; Sant, Marcelo ; Haile, Philip A. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2137.

Full description at Econpapers || Download paper

2018HAR Testing for Spurious Regression in Trend. (2018). Phillips, Peter ; Wang, Xiaohu ; Zhang, Yonghui ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2153.

Full description at Econpapers || Download paper

2018ENVIRONMENTAL DEGRADATION AND INCLUSIVE HUMAN DEVELOPMENT IN SUB-SAHARAN AFRICA. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers 1. RePEc:dbn:wps208:3006.

Full description at Econpapers || Download paper

2018.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Autoregressive spatial spectral estimates. (2018). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:80-95.

Full description at Econpapers || Download paper

2018Generalized indirect inference for discrete choice models. (2018). Keane, Michael ; Bruins, Marianne ; Smith, Anthony A ; Duffy, James A. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:177-203.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Weak σ-convergence: Theory and applications. (2019). Sul, Donggyu ; Kong, Jianning. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:185-207.

Full description at Econpapers || Download paper

2019A closed-form estimator for quantile treatment effects with endogeneity. (2019). Wuthrich, Kaspar. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:219-235.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Information asymmetry and market power in the African banking industry. (2018). Tchamyou, Vanessa ; Asongu, Simplice ; Akamavi, Raphael ; Boateng, Agyenim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:44:y:2018:i:c:p:69-83.

Full description at Econpapers || Download paper

2019Econometric model of non-performing loans determinants. (2019). Pavlovic, Dejana ; Sekulic, Dejan ; Cvijanovi, Drago ; Radivojevi, Nikola ; Maksimovi, Goran ; Jovic, Srdjan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:481-488.

Full description at Econpapers || Download paper

2019Stochastic modeling of currency exchange rates with novel validation techniques. (2019). Michalak, Anna ; Sikora, Grzegorz ; Wyomaska, Agnieszka ; Mita, Pawe ; Bielak, Ukasz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1202-1215.

Full description at Econpapers || Download paper

2018A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid. (2018). Le Gallo, Julie ; Chasco Yrigoyen, Coro ; Lopez, Fernando A ; LeGallo, Julie . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:68:y:2018:i:c:p:226-238.

Full description at Econpapers || Download paper

2018Spatial analysis of sustainable development goals: A correlation between socioeconomic variables and electricity use. (2018). Marcondes, Herivelto Tiago ; Perrella, Jose Antonio . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:97:y:2018:i:c:p:367-376.

Full description at Econpapers || Download paper

2018ICT, information asymmetry and market power in African banking industry. (2018). Asongu, Simplice ; Biekpe, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:518-531.

Full description at Econpapers || Download paper

2018Extending the determinants of dollarization in sub-Saharan Africa: The role of easy access to foreign exchange earnings. (2018). Asongu, Simplice ; Raheem, Ibrahim Dolapo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:106-120.

Full description at Econpapers || Download paper

2018Industrial employment and income inequality: Evidence from panel data. (2018). Mehic, Adrian. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:45:y:2018:i:c:p:84-93.

Full description at Econpapers || Download paper

2019Crime and Social Media. (2019). Asongu, Simplice ; Pyke, Chris ; Orim, Stella-Maris I ; Nwachukwu, Jacinta C. In: Working Papers. RePEc:exs:wpaper:19/003.

Full description at Econpapers || Download paper

2019Thresholds of External Flows for Inclusive Human Development in Sub-Saharan Africa. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Working Papers. RePEc:exs:wpaper:19/045.

Full description at Econpapers || Download paper

2017Smoothing quantile regressions. (2017). Fernandes, Marcelo ; Horta, Eduardo ; Guerre, Emmanuel . In: Textos para discussão. RePEc:fgv:eesptd:457.

Full description at Econpapers || Download paper

2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:13-:d:135826.

Full description at Econpapers || Download paper

2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-628.

Full description at Econpapers || Download paper

2017Exact computation of GMM estimators for instrumental variable quantile regression models. (2017). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: CeMMAP working papers. RePEc:ifs:cemmap:52/17.

Full description at Econpapers || Download paper

2018Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation. (2018). Bartalotti, Otavio. In: IZA Discussion Papers. RePEc:iza:izadps:dp11560.

Full description at Econpapers || Download paper

2018Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms. (2018). Kang, Byunghoon . In: Working Papers. RePEc:lan:wpaper:240829404.

Full description at Econpapers || Download paper

2019Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach. (2019). Poskitt, Donald S ; Martin, Gael M ; Nadarajah, Kanchana. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-7.

Full description at Econpapers || Download paper

2018ARDL model as a remedy for spurious regression: problems, performance and prospectus. (2018). Rehman, Atiq ; Ghouse, Ghulam ; Khan, Saud Ahmed. In: MPRA Paper. RePEc:pra:mprapa:83973.

Full description at Econpapers || Download paper

2018Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:88527.

Full description at Econpapers || Download paper

2018CO2 emission thresholds for inclusive human development in Sub-Saharan Africa. (2018). Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:89130.

Full description at Econpapers || Download paper

2018The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa. (2018). Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta. In: MPRA Paper. RePEc:pra:mprapa:91510.

Full description at Econpapers || Download paper

2019Crime and Social Media. (2019). Asongu, Simplice ; Pyke, Chris ; Orim, Stella-Maris ; Nwachukwu, Jacinta. In: MPRA Paper. RePEc:pra:mprapa:93234.

Full description at Econpapers || Download paper

2019Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?. (2019). Ferman, Bruno. In: MPRA Paper. RePEc:pra:mprapa:93746.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Increasing Foreign Aid for Inclusive Human Development in Africa. (2018). Nwachukwu, Jacinta ; Asongu, Simplice. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:138:y:2018:i:2:d:10.1007_s11205-017-1668-3.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Confidence Bands for ROC Curves With Serially Dependent Data. (2018). Lahiri, Kajal ; Yang, Liu. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:1:p:115-130.

Full description at Econpapers || Download paper

2018Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations. (2018). Kaplan, David ; Galvao, Antonio F ; de Castro, Luciano. In: Working Papers. RePEc:umc:wpaper:1710.

Full description at Econpapers || Download paper

2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Working Papers. RePEc:umc:wpaper:1803.

Full description at Econpapers || Download paper

2018Environmental degradation and inclusive human development in Sub-Saharan Africa. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:uza:wpaper:23840.

Full description at Econpapers || Download paper

2019Heterogeneous Panel Data Models with Cross-Sectional Dependence. (2019). Zhu, Huanjun ; Xia, Kai ; Gao, Jiti. In: Working Papers. RePEc:wyi:wpaper:002482.

Full description at Econpapers || Download paper

Works by Yixiao Sun:


YearTitleTypeCited
2018Does urban-rural income inequality increase agricultural fertilizer or pesticide use? A provincial panel data analysis in China In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia.
[Full Text][Citation analysis]
paper0
2016Smoothed estimating equations for instrumental variables quantile regression In: Papers.
[Full Text][Citation analysis]
paper16
2012SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION.(2012) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2017SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION.(2017) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2013Smoothed Estimating Equations for Instrumental Variables Quantile Regression.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2018Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper0
2018Heteroskedasticity- and autocorrelation-robust F and t tests in Stata.(2018) In: Stata Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper0
2003A Convergent t-statistic in Spurious Regressions In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper17
2004A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS.(2004) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2005Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper1
2015Asymptotic F and t Tests in an Efficient GMM Setting In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper2
2017Asymptotic F and t tests in an efficient GMM setting.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2003Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper0
2016A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper2
2017A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2015A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018Testing for Moderate Explosiveness in the Presence of Drift In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper0
2004Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper6
2006BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION.(2006) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2013A Flexible Nonparametric Test for Conditional Independence In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper8
2016A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE.(2016) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2003Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper2
2004ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES.(2004) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2015Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper7
2018Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework.(2018) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2005Estimation and Inference in Panel Structure Models In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper4
2013Fixed-smoothing Asymptotics in a Two-step GMM Framework In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper2
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]
paper9
2003Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation.(2003) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
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]
paper25
2006SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION.(2006) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
2019Asymptotic F Tests under Possibly Weak Identification In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper0
2019Asymptotic F Tests under Possibly Weak Identification.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Simple, Robust, and Accurate F and t Tests in Cointegrated Systems In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper2
2017Simple, Robust, and Accurate F and t Tests in Cointegrated Systems.(2017) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS.(2018) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2014Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper1
2014Fixed-smoothing Asymptotics and Asymptotic : F: and : t: Tests in the Presence of Strong Autocorrelation.(2014) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
chapter
2011A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper2
2013Lets Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper11
2014Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2009k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper0
2002Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper65
2002Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2002) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2004Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2004) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
article
200302.3.1. Regression with an Evaporating Logarithmic Trend Solution In: Econometric Theory.
[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]
article6
2010Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels.(2010) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2016BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS In: Econometric Theory.
[Full Text][Citation analysis]
article1
2001Local Polynomial Whittle Estimation of Long-range Dependence In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper10
2002Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper56
2003Nonlinear log-periodogram regression for perturbed fractional processes.(2003) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
article
2003Long Run Variance Estimation Using Steep Origin Kernels without Truncation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2004Long Run Variance Estimation Using Steep Origin Kernels Without Truncation.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2005Improved HAR Inference In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2005A New Approach to Robust Inference in Cointegration In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper4
2006A new approach to robust inference in cointegration.(2006) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2006Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper57
2008Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing.(2008) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
article
2008Optimal Bandwidth Choice for Interval Estimation in GMM Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2012Sieve Inference on Semi-nonparametric Time Series Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper8
2012Sieve inference on semi-nonparametric time series models.(2012) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2007The Tobit model with a non-zero threshold In: Econometrics Journal.
[Full Text][Citation analysis]
article67
2006Spurious regressions between stationary generalized long memory processes In: Economics Letters.
[Full Text][Citation analysis]
article5
2011Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix In: Journal of Econometrics.
[Full Text][Citation analysis]
article20
2011Asymptotic distributions of impulse response functions in short panel vector autoregressions In: Journal of Econometrics.
[Full Text][Citation analysis]
article5
2011Robust trend inference with series variance estimator and testing-optimal smoothing parameter In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
2012Simple and powerful GMM over-identification tests with accurate size In: Journal of Econometrics.
[Full Text][Citation analysis]
article6
2013Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects In: Journal of Econometrics.
[Full Text][Citation analysis]
article12
2011Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2014Sieve inference on possibly misspecified semi-nonparametric time series models In: Journal of Econometrics.
[Full Text][Citation analysis]
article17
2019Testing for moderate explosiveness In: Econometrics Journal.
[Full Text][Citation analysis]
article0
2012Asymptotic F Test in a GMM Framework with Cross Sectional Dependence In: Working Papers.
[Full Text][Citation analysis]
paper1
2015Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence.(2015) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2014Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2014Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework In: Econometrica.
[Full Text][Citation analysis]
article6
2013A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator In: Econometrics Journal.
[Citation analysis]
article11
2005Adaptive Estimation of the Regression Discontinuity Model In: Econometrics.
[Full Text][Citation analysis]
paper8
2019An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence In: Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team