16
H index
23
i10 index
950
Citations
University of California-San Diego (UCSD) | 16 H index 23 i10 index 950 Citations RESEARCH PRODUCTION: 34 Articles 52 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yixiao Sun. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 12 |
Econometric Theory | 9 |
Econometrica | 2 |
Economics Letters | 2 |
Journal of Business & Economic Statistics | 2 |
Year | Title of citing document |
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2024 | Financial Inclusion, Inequality and Women in Politics and Business. (2024). Asongu, Simplice ; Zogo, Therese E. In: Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA).. RePEc:aak:wpaper:24/011. Full description at Econpapers || Download paper |
2025 | Bias correction for quantile regression estimators. (2025). Wüthrich, Kaspar ; Gafarov, Bulat ; Wuthrich, Kaspar ; Franguridi, Grigory. In: Papers. RePEc:arx:papers:2011.03073. Full description at Econpapers || Download paper |
2024 | The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2111.14590. Full description at Econpapers || Download paper |
2024 | Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2024). Vogelsang, Timothy ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707. Full description at Econpapers || Download paper |
2025 | Was Javert right to be suspicious? Marginal Treatment Effects with Duration Outcomes. (2025). Sant'Anna, Pedro ; Possebom, Vitor ; Acerenza, Santiago. In: Papers. RePEc:arx:papers:2311.13969. Full description at Econpapers || Download paper |
2024 | Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters. (2024). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2408.10686. Full description at Econpapers || Download paper |
2024 | Conditional nonparametric variable screening by neural factor regression. (2024). Fan, Jianqing ; Zhao, Yue ; Wang, Weining. In: Papers. RePEc:arx:papers:2408.10825. Full description at Econpapers || Download paper |
2024 | Inference on Consensus Ranking of Distributions. (2024). Kaplan, David. In: Papers. RePEc:arx:papers:2408.13949. Full description at Econpapers || Download paper |
2025 | Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments. (2025). Chen, Yen-Chi ; Zhang, Yikun. In: Papers. RePEc:arx:papers:2501.06969. Full description at Econpapers || Download paper |
2025 | Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification. (2025). Lee, Seojeong ; Kang, Byunghoon ; Song, Juha. In: Papers. RePEc:arx:papers:2501.09540. Full description at Econpapers || Download paper |
2025 | Confidence intervals for intentionally biased estimators. (2025). Liu, Xin ; Kaplan, David. In: Papers. RePEc:arx:papers:2502.00450. Full description at Econpapers || Download paper |
2024 | Correcting the bias of the sample cross‐covariance estimator. (2024). Li, Yifan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:214-247. Full description at Econpapers || Download paper |
2024 | Averaging Estimation for Instrumental Variables Quantile Regression. (2024). Liu, Xin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1290-1312. Full description at Econpapers || Download paper |
2024 | Instrumental variables quantile regression. (2024). Liu, DI. In: Chinese Stata Conference 2023. RePEc:boc:chin23:07. Full description at Econpapers || Download paper |
2024 | Instrumental-variables quantile regression. (2024). Liu, DI. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:07. Full description at Econpapers || Download paper |
2024 | Linkage between Wage and Price Inflation in Japan. (2024). Ueno, Yoichi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e07. Full description at Econpapers || Download paper |
2024 | Estimation and Inference in a Possibly Multi-cointegrated System with a Fixed Number of Instruments. (2024). Phillips, Peter ; Kheifets, Igor L ; Sun, Yixiao. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2410. Full description at Econpapers || Download paper |
2024 | Rank-based max-sum tests for mutual independence of high-dimensional random vectors. (2024). Ma, Yanyuan ; Feng, Long ; Wang, Hongfei ; Liu, Binghui. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002944. Full description at Econpapers || Download paper |
2024 | High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x. Full description at Econpapers || Download paper |
2024 | The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity. (2024). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300341x. Full description at Econpapers || Download paper |
2024 | Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421. Full description at Econpapers || Download paper |
2024 | Network and panel quantile effects via distribution regression. (2024). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Weidner, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303390. Full description at Econpapers || Download paper |
2024 | Testing unconditional and conditional independence via mutual information. (2024). Zhang, Zheng ; Zhu, Liping ; Sun, Li-Hsien ; Ai, Chunrong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407622001609. Full description at Econpapers || Download paper |
2024 | Is Newey–West optimal among first-order kernels?. (2024). Kolokotrones, Thomas ; Stock, James H ; Walker, Christopher D. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000301. Full description at Econpapers || Download paper |
2024 | Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment. (2024). Xie, Haitian. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001301. Full description at Econpapers || Download paper |
2024 | Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables. (2024). Lee, Lung-Fei ; Jeong, Hanbat. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001362. Full description at Econpapers || Download paper |
2024 | Prewhitened long-run variance estimation robust to nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001404. Full description at Econpapers || Download paper |
2024 | Fixed-b asymptotics for panel models with two-way clustering. (2024). Vogelsang, Timothy J ; Chen, Kaicheng. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001763. Full description at Econpapers || Download paper |
2024 | A method of moments approach to asymptotically unbiased Synthetic Controls. (2024). Fry, Joseph. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s030440762400191x. Full description at Econpapers || Download paper |
2024 | Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts. (2024). Akgun, Oguzhan ; Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:202-228. Full description at Econpapers || Download paper |
2024 | Survey density forecast comparison in small samples. (2024). Iacone, Fabrizio ; Coroneo, Laura ; Profumo, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1486-1504. Full description at Econpapers || Download paper |
2024 | BioTrade and income inequality: Does frontier technology readiness matter?. (2024). SAWADOGO, Relwendé ; Bakouan, Pousseni. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:650-665. Full description at Econpapers || Download paper |
2024 | The relationship between inequality and poverty in developing countries: mitigating role of virtual social network and internet access in schools. (2024). Asongu, Simplice ; Agyemang-Mintah, Peter. In: Working Papers. RePEc:exs:wpaper:24/011. Full description at Econpapers || Download paper |
2024 | Bootstrap inference for fixed-effect models. (2024). Jochmans, Koen ; Higgins, Ayden. In: Post-Print. RePEc:hal:journl:hal-04557288. Full description at Econpapers || Download paper |
2024 | Seek and Ye Shall Find: An Empirical Examination of the Effects of Seeking Real-Time Feedback on Employee Performance Evaluations. (2024). Kumar, Subodha ; Rivera, Michael ; Jiang, Cheng. In: Information Systems Research. RePEc:inm:orisre:v:35:y:2024:i:2:p:783-806. Full description at Econpapers || Download paper |
2024 | Estimating Quantile Regressions with Multiple Fixed Effects through Method of Moments. (2024). Canavire-Bacarreza, Gustavo ; Siles, Leonardo ; Rios-Avila, Fernando. In: IZA Discussion Papers. RePEc:iza:izadps:dp17262. Full description at Econpapers || Download paper |
2025 | The Effects of Taxation on Income Inequality in Sub-Saharan Africa. (2025). Ouedraogo, Tiraogo Rodrigue ; Konfe, Bassirou ; Roland, Pegdwende Patrik ; Dianda, Issa. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:1:d:10.1057_s41294-024-00235-z. Full description at Econpapers || Download paper |
2025 | The impact of accounting environment, firm and loan attributes on non-performing loan ratios of countries: the moderating role of good governance. (2025). Rahman, Md Atiqur ; Howlader, Md Shuvo. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:1:d:10.1057_s41310-024-00252-5. Full description at Econpapers || Download paper |
2024 | The effect of political institutions on the interplay between banking regulation and banks’ risk. (2024). Dutra, Tiago M ; Dias, Jose Carlos. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:2:d:10.1057_s41261-023-00225-8. Full description at Econpapers || Download paper |
2025 | Latent grouped structures in panel data: a review. (2025). Pionati, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:123954. Full description at Econpapers || Download paper |
2024 | Conditional sum of squares estimation of k-factor GARMA models. (2024). Beaumont, Paul ; Smallwood, Aaron D. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:3:d:10.1007_s10182-023-00482-y. Full description at Econpapers || Download paper |
2024 | Influence of product relatedness on provincial growth: comparative analysis of east–west discrepancies in Turkey. (2024). Inar, Brahim Turul. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:8:y:2024:i:1:d:10.1007_s41685-023-00315-5. Full description at Econpapers || Download paper |
2025 | Using Machine Learning Techniques to Test the Load Capacity Curve Hypothesis: A Classifier-Lasso Application on Global Panel Data. (2025). Guliyev, Hasraddin. In: Biophysical Economics and Resource Quality. RePEc:spr:bioerq:v:10:y:2025:i:1:d:10.1007_s41247-025-00123-9. Full description at Econpapers || Download paper |
2024 | k-Class instrumental variables quantile regression. (2024). Liu, Xin ; Kaplan, David. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:1:d:10.1007_s00181-023-02543-2. Full description at Econpapers || Download paper |
2024 | An empirical assessment of effectiveness of the US tobacco control policies: a smoothed instrumental variables quantile regression approach. (2024). Hovhannisyan, Vardges ; Heboyan, Vahe ; Kondaridze, Magdana. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02562-7. Full description at Econpapers || Download paper |
2024 | Improved inference for interactive fixed effects model under cross-sectional dependence. (2024). Gong, Zhenhao ; Kim, Minseong. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02569-0. Full description at Econpapers || Download paper |
2024 | Unraveling wage inequality: tangible and intangible assets, globalization and labor market regulations. (2024). Foster-McGregor, Neil ; Gravina, Antonio Francesco. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02587-y. Full description at Econpapers || Download paper |
2024 | The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x. Full description at Econpapers || Download paper |
2024 | Climbing the green ladder in Sub-Saharan Africa: dynamics of financial development, green energy, and load capacity factor. (2024). Robaina, Margarita ; Junior, Louis David ; Vieira, Elisabete. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:44:y:2024:i:3:d:10.1007_s10669-023-09959-2. Full description at Econpapers || Download paper |
2024 | Does trade openness increase CO2 emissions in Africa? A revaluation using the composite index of Squalli and Wilson. (2024). MOMOU TCHINDA, Arnold Dilane ; Possi, Eric Xaverie ; Mignamissi, Dieudonne. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:44:y:2024:i:3:d:10.1007_s10669-023-09962-7. Full description at Econpapers || Download paper |
2024 | The second-order bias and mean squared error of quantile regression estimators. (2024). Wang, HE ; Ullah, Aman ; Lee, Tae-Hwy. In: Indian Economic Review. RePEc:spr:inecre:v:59:y:2024:i:1:d:10.1007_s41775-023-00197-6. Full description at Econpapers || Download paper |
2024 | Information Technology, Inequality, and Adult Literacy in Developing Countries. (2024). Odhiambo, Nicholas ; Asongu, Simplice ; Rahman, Mushfiqur. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01307-8. Full description at Econpapers || Download paper |
2024 | The Impact of Mobile Broadband and Internet Bandwidth on Human Development—A Comparative Analysis of Developing and Developed Countries. (2024). Bala, Patrick. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-023-01711-0. Full description at Econpapers || Download paper |
2024 | The regulatory environment, access innovations and financial inclusiveness: perspective from emerging economies. (2024). Abaidoo, Rexford ; Agyapong, Elvis Kwame. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:5:d:10.1007_s43546-024-00652-3. Full description at Econpapers || Download paper |
2024 | Weighted composite quantile inference for nearly nonstationary autoregressive models. (2024). Liu, Bingqi ; Pang, Tianxiao. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:5:d:10.1007_s10260-024-00763-z. Full description at Econpapers || Download paper |
2024 | Environmental performance and economic growth in the West African economies. (2024). Vespignani, Joaquin ; Nepal, Rabindra ; Yanotti, Maria Belen ; Musibau, Hammed. In: Working Papers. RePEc:tas:wpaper:28068248. Full description at Econpapers || Download paper |
2024 | Improved Inference for Interactive Fixed Effects Model under Cross-Sectional Dependence. (2024). Kim, Min Seong ; Gong, Zhenhao. In: Working papers. RePEc:uct:uconnp:2024-02. Full description at Econpapers || Download paper |
2024 | An empirical investigation of the relationship between real exchange rate and innovation: Evidence from China. (2024). Usman, Muhammad Ahmad ; Wen, Jun. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2991-3006. Full description at Econpapers || Download paper |
2024 | Reassessing growth vulnerability. (2024). Cho, Dooyeon ; Rho, Seunghwa. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:225-234. Full description at Econpapers || Download paper |
2025 | Social capital, gender‐based resilience, and well‐being among urban and rural households in Togo. (2025). SODOKIN, Koffi ; Akakpo, Afi Florence ; Couchoro, Mawuli Kodjovi. In: Journal of International Development. RePEc:wly:jintdv:v:37:y:2025:i:1:p:251-299. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Does 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] | paper | 0 |
2016 | Smoothed estimating equations for instrumental variables quantile regression In: Papers. [Full Text][Citation analysis] | paper | 67 |
2012 | SMOOTHED 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 nother version. Agregated cites: 67 | paper | |
2017 | SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION.(2017) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | article | |
2013 | Smoothed Estimating Equations for Instrumental Variables Quantile Regression.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2019 | An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2018 | Heteroskedasticity- and autocorrelation-robust F and t tests in Stata.(2018) In: Stata Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2019 | A 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] | paper | 2 |
2019 | A simple and trustworthy asymptotic t test in difference-in-differences regressions.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2003 | A Convergent t-statistic in Spurious Regressions In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 27 |
2004 | A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS.(2004) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2005 | Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2015 | Asymptotic F and t Tests in an Efficient GMM Setting In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2017 | Asymptotic F and t tests in an efficient GMM setting.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2003 | Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | A 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] | paper | 5 |
2017 | A 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 nother version. Agregated cites: 5 | article | |
2015 | A 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 nother version. Agregated cites: 5 | paper | |
2018 | Testing for Moderate Explosiveness in the Presence of Drift In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2004 | Bias-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] | paper | 10 |
2006 | BIAS-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 nother version. Agregated cites: 10 | article | |
2013 | A Flexible Nonparametric Test for Conditional Independence In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
2016 | A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE.(2016) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2003 | Estimation 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] | paper | 3 |
2004 | ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES.(2004) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2015 | Should 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] | paper | 43 |
2018 | Should 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 nother version. Agregated cites: 43 | article | |
2005 | Estimation and Inference in Panel Structure Models In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
2013 | Fixed-smoothing Asymptotics in a Two-step GMM Framework In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2004 | Consistent 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] | paper | 11 |
2003 | Consistent 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 nother version. Agregated cites: 11 | paper | |
2004 | Consistent 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 nother version. Agregated cites: 11 | paper | |
2004 | Consistent 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 nother version. Agregated cites: 11 | paper | |
2004 | Spectral 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] | paper | 27 |
2006 | SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION.(2006) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2019 | Asymptotic F Tests under Possibly Weak Identification In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2019 | Asymptotic F Tests under Possibly Weak Identification.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2016 | Simple, 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] | paper | 9 |
2017 | Simple, 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 nother version. Agregated cites: 9 | paper | |
2018 | SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS.(2018) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2014 | Fixed-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] | paper | 2 |
2014 | Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation.(2014) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | chapter | |
2011 | A 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] | paper | 2 |
2013 | Lets 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] | paper | 29 |
2014 | Let’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 nother version. Agregated cites: 29 | article | |
2009 | k-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] | paper | 1 |
2002 | Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 80 |
2002 | Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2002) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2004 | Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2004) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | article | |
2003 | 02.3.1. Regression with an Evaporating Logarithmic Trend— Solution In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
2011 | POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
2010 | Power 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 nother version. Agregated cites: 8 | paper | |
2016 | BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
2001 | Local Polynomial Whittle Estimation of Long-range Dependence In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2002 | Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 59 |
2003 | Nonlinear log-periodogram regression for perturbed fractional processes.(2003) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | article | |
2003 | Long Run Variance Estimation Using Steep Origin Kernels without Truncation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2004 | Long Run Variance Estimation Using Steep Origin Kernels Without Truncation.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2005 | Improved HAR Inference In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | A New Approach to Robust Inference in Cointegration In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2006 | A new approach to robust inference in cointegration.(2006) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2006 | Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 95 |
2008 | Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing.(2008) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | article | |
2008 | Optimal Bandwidth Choice for Interval Estimation in GMM Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Sieve Inference on Semi-nonparametric Time Series Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2012 | Sieve inference on semi-nonparametric time series models.(2012) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2007 | The Tobit model with a non-zero threshold In: Econometrics Journal. [Full Text][Citation analysis] | article | 155 |
2006 | Spurious regressions between stationary generalized long memory processes In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
2011 | Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix In: Journal of Econometrics. [Full Text][Citation analysis] | article | 38 |
2011 | Asymptotic distributions of impulse response functions in short panel vector autoregressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2011 | Robust trend inference with series variance estimator and testing-optimal smoothing parameter In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
2012 | Simple and powerful GMM over-identification tests with accurate size In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
2013 | Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
2011 | Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2014 | Sieve inference on possibly misspecified semi-nonparametric time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 36 |
2019 | Testing for moderate explosiveness In: The Econometrics Journal. [Full Text][Citation analysis] | article | 5 |
2012 | Asymptotic F Test in a GMM Framework with Cross Sectional Dependence In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Asymptotic 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 nother version. Agregated cites: 2 | article | |
2014 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2018 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2025 | Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework In: Econometrica. [Full Text][Citation analysis] | article | 16 |
2013 | A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator In: Econometrics Journal. [Citation analysis] | article | 35 |
2005 | Adaptive Estimation of the Regression Discontinuity Model In: Econometrics. [Full Text][Citation analysis] | paper | 14 |
2019 | An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations In: Working Papers. [Citation analysis] | paper | 0 |
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