Yixiao Sun : Citation Profile


Are you Yixiao Sun?

University of California-San Diego (UCSD)

15

H index

22

i10 index

868

Citations

RESEARCH PRODUCTION:

34

Articles

50

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 48
   Journals where Yixiao Sun has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 40 (4.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu5
   Updated: 2024-04-18    RAS profile: 2020-04-24    
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Relations with other researchers


Works with:

Wang, Xuexin (5)

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 (128)

Odhiambo, Nicholas (37)

MORANA, CLAUDIO (20)

Phillips, Peter (19)

Kaplan, David (17)

Hwang, Jungbin (17)

Arteche, Josu (14)

Chen, Xiaohong (14)

Biekpe, Nicholas (14)

Nielsen, Morten (13)

Galvao, Antonio (12)

Cites to:

Phillips, Peter (80)

Vogelsang, Timothy (72)

Kiefer, Nicholas (62)

Andrews, Donald (32)

Newey, Whitney (31)

Jin, Sainan (25)

West, Kenneth (23)

Jansson, Michael (19)

conley, timothy (17)

Kim, Min Seong (15)

Chen, Xiaohong (14)

Main data


Where Yixiao Sun has published?


Journals with more than one article published# docs
Journal of Econometrics12
Econometric Theory9
Economics Letters2
Journal of Business & Economic Statistics2
Econometrica2

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 Diego24
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University11
Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University3
Working Papers / Ryerson University, Department of Economics3
Papers / arXiv.org2
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Yixiao Sun (2024 and 2023)


YearTitle of citing document
2023Governance quality and trade performance in Sub-Saharan Africa. (2023). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/006.

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2023Information technology, inequality and adult literacy in developing countries. (2023). Odhiambo, Nicholas ; Asongu, Simplice ; Rahman, Mushfiqur. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/012.

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2023Telecommunications regulation, mobile money innovations and financial inclusion. (2023). Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/017.

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2023.

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2024Conditional quantile estimators: A small sample theory. (2020). Gafarov, Bulat ; Franguridi, Grigory ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2011.03073.

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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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2023A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112.

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2023Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables. (2023). Zhu, KE ; Su, Bing. In: Papers. RePEc:arx:papers:2301.06658.

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2023Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2301.07196.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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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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2023Instrumental variable estimation of the proportional hazards model by presmoothing. (2023). van Keilegom, Ingrid ; Beyhum, Jad ; Tedesco, Lorenzo. In: Papers. RePEc:arx:papers:2309.02183.

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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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2023Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2310.01950.

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2023Smoothed instrumental variables quantile regression. (2023). Kaplan, David. In: Papers. RePEc:arx:papers:2310.09013.

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2023Unobserved Grouped Heteroskedasticity and Fixed Effects. (2023). Rivero, Jorge A. In: Papers. RePEc:arx:papers:2310.14068.

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2024Was Javert right to be suspicious? Unpacking treatment effect heterogeneity of alternative sentences on time-to-recidivism in Brazil. (2023). Possebom, Vitor ; Acerenza, Santiago. In: Papers. RePEc:arx:papers:2311.13969.

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2023Does agricultural official development assistance facilitate foreign direct investment in agriculture: Evidence from 63 developing countries. (2023). Tian, Junyan. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:3:p:702-718.

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2023.

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2023The Oracle Local Polynomial Estimator. (2023). Torres, Santiago. In: Documentos CEDE. RePEc:col:000089:020937.

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2023Correcting sample selection bias with model averaging for consumer demand forecasting. (2023). Zhang, Xinyu ; Yang, Guangren ; Ai, Xin ; Xie, Tian ; Zhao, Shangwei. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000871.

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2023Estimation of spatial sample selection models: A partial maximum likelihood approach. (2023). Iek, Pavel ; Rabovi, Renata. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:214-243.

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2023Smoothed quantile regression with large-scale inference. (2023). Zhou, Wen-Xin ; Tan, Kean Ming ; Pan, Xiaoou ; He, Xuming. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:367-388.

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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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2023Identification and estimation of triangular models with a binary treatment. (2023). Pereda-Fernández, Santiago ; Pereda-Fernandez, Santiago. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:585-623.

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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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2023Debiased machine learning of set-identified linear models. (2023). Semenova, Vira. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1725-1746.

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2023Semi-nonparametric estimation of random coefficients logit model for aggregate demand. (2023). shi, xiaoxia ; Tao, Jing ; Lu, Zhentong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2245-2265.

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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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2023A structural analysis of simple contracts. (2023). Zhang, Daiqiang ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001501.

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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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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2023Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622.

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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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2023Banking regulation and banks’ risk-taking behavior: The role of investors’ protection. (2023). Dias, Jose Carlos ; Dutra, Tiago M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:124-148.

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2023Technological change, completeness of financing microstructures, and impact on well-being and income inequality. (2023). SODOKIN, Koffi ; Agbodji, Akoete Ega ; Couchoro, Mawuli K ; Akakpo, Afi ; Dandonougbo, Yevesse ; Djafon, Joseph Kokouvi. In: Telecommunications Policy. RePEc:eee:telpol:v:47:y:2023:i:6:s0308596123000824.

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2023Governance quality and trade performance in Sub-Saharan Africa. (2023). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:23/006.

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2023Information technology, inequality and adult literacy in developing countries. (2023). Odhiambo, Nicholas ; Asongu, Simplice ; Rahman, Mushfiqur. In: Working Papers. RePEc:exs:wpaper:23/012.

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2023Telecommunications regulation, mobile money innovations and financial inclusion. (2023). Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:23/017.

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2023A Comparative Perspective of the Effects of CO 2 and Non-CO 2 Greenhouse Gas Emissions on Global Solar, Wind, and Geothermal Energy Investment. (2023). Liu, Jay J ; Fahimifard, Seyed Hamed ; Khaligh, Vahid ; Ghezelbash, Azam. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:3025-:d:1107792.

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2023Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions. (2023). Doshchyn, Artur. In: Economics Series Working Papers. RePEc:oxf:wpaper:1028.

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2023The statistics of time varying cross-sectional information coefficients. (2023). Sun, Yixiao ; Ding, Zhuanxin. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00295-9.

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2023Global food price volatility and inflationary pressures among developing economies. (2023). Agyapong, Elvis Kwame ; Abaidoo, Rexford. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:10:d:10.1007_s43546-023-00569-3.

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2023Bootstrap inference for fixed-effect models. (2022). Higgins, Ayden ; Jochmans, Koen. In: TSE Working Papers. RePEc:tse:wpaper:126864.

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2023A Semi-nonparametric Copula Model for Earnings Mobility. (2023). Gagliardini, Patrick ; Naguib, Costanza. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2302.

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2023Governance quality and trade performance in Sub-Saharan Africa. (2023). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:uza:wpaper:29697.

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2023Information technology, inequality and adult literacy in developing countries. (2023). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:uza:wpaper:29843.

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2023Bank accounts, bank concentration and mobile money innovations. (2023). Asongu, Simplice ; Odhiambo, Nicholas M. In: Working Papers. RePEc:uza:wpaper:29949.

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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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2023Inference in difference?in?differences: How much should we trust in independent clusters?. (2023). Ferman, Bruno. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:358-369.

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2023.

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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.
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paper0
2016Smoothed estimating equations for instrumental variables quantile regression In: Papers.
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paper49
2012SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION.(2012) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 49
paper
2017SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION.(2017) In: Econometric Theory.
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This paper has nother version. Agregated cites: 49
article
2013Smoothed Estimating Equations for Instrumental Variables Quantile Regression.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 49
paper
2019An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation In: Papers.
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paper0
2018Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata In: University of California at San Diego, Economics Working Paper Series.
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paper2
2018Heteroskedasticity- and autocorrelation-robust F and t tests in Stata.(2018) In: Stata Journal.
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This paper has nother version. Agregated cites: 2
article
2019A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions In: University of California at San Diego, Economics Working Paper Series.
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paper2
2019A simple and trustworthy asymptotic t test in difference-in-differences regressions.(2019) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 2
article
2003A Convergent t-statistic in Spurious Regressions In: University of California at San Diego, Economics Working Paper Series.
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paper23
2004A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS.(2004) In: Econometric Theory.
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article
2015Asymptotic F and t Tests in an Efficient GMM Setting In: University of California at San Diego, Economics Working Paper Series.
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paper6
2017Asymptotic F and t tests in an efficient GMM setting.(2017) In: Journal of Econometrics.
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article
2003Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes In: University of California at San Diego, Economics Working Paper Series.
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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.
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paper4
2017A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data.(2017) In: Journal of Econometrics.
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article
2015A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2018Testing for Moderate Explosiveness in the Presence of Drift In: University of California at San Diego, Economics Working Paper Series.
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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.
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paper10
2006BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION.(2006) In: Econometric Theory.
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This paper has nother version. Agregated cites: 10
article
2013A Flexible Nonparametric Test for Conditional Independence In: University of California at San Diego, Economics Working Paper Series.
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paper14
2016A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE.(2016) In: Econometric Theory.
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article
2003Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series In: University of California at San Diego, Economics Working Paper Series.
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paper3
2004ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES.(2004) In: Econometric Theory.
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This paper has nother version. Agregated cites: 3
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.
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paper33
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.
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This paper has nother version. Agregated cites: 33
article
2005Estimation and Inference in Panel Structure Models In: University of California at San Diego, Economics Working Paper Series.
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paper18
2013Fixed-smoothing Asymptotics in a Two-step GMM Framework In: University of California at San Diego, Economics Working Paper Series.
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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.
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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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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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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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paper26
2006SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION.(2006) In: International Economic Review.
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article
2019Asymptotic F Tests under Possibly Weak Identification In: University of California at San Diego, Economics Working Paper Series.
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paper4
2019Asymptotic F Tests under Possibly Weak Identification.(2019) In: Working Papers.
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paper
2016Simple, Robust, and Accurate F and t Tests in Cointegrated Systems In: University of California at San Diego, Economics Working Paper Series.
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paper7
2017Simple, Robust, and Accurate F and t Tests in Cointegrated Systems.(2017) In: University of California at San Diego, Economics Working Paper Series.
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paper
2018SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS.(2018) In: Econometric Theory.
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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.
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paper2
2014Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation.(2014) In: Advances in Econometrics.
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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.
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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.
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paper22
2014Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference.(2014) In: Journal of Econometrics.
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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.
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paper1
2002Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence In: University of California at San Diego, Economics Working Paper Series.
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paper79
2002Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2002) In: Cowles Foundation Discussion Papers.
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2004Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2004) In: Econometrica.
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article
200302.3.1. Regression with an Evaporating Logarithmic Trend— Solution In: Econometric Theory.
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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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article7
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
2016BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS In: Econometric Theory.
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article12
2001Local Polynomial Whittle Estimation of Long-range Dependence In: Cowles Foundation Discussion Papers.
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paper10
2002Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes In: Cowles Foundation Discussion Papers.
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paper58
2003Nonlinear log-periodogram regression for perturbed fractional processes.(2003) In: Journal of Econometrics.
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2003Long Run Variance Estimation Using Steep Origin Kernels without Truncation In: Cowles Foundation Discussion Papers.
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2004Long Run Variance Estimation Using Steep Origin Kernels Without Truncation.(2004) In: Yale School of Management Working Papers.
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2005Improved HAR Inference In: Cowles Foundation Discussion Papers.
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paper2
2005A New Approach to Robust Inference in Cointegration In: Cowles Foundation Discussion Papers.
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paper5
2006A new approach to robust inference in cointegration.(2006) In: Economics Letters.
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article
2006Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing In: Cowles Foundation Discussion Papers.
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2008Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing.(2008) In: Econometrica.
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article
2008Optimal Bandwidth Choice for Interval Estimation in GMM Regression In: Cowles Foundation Discussion Papers.
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paper3
2012Sieve Inference on Semi-nonparametric Time Series Models In: Cowles Foundation Discussion Papers.
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paper9
2012Sieve inference on semi-nonparametric time series models.(2012) In: CeMMAP working papers.
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2007The Tobit model with a non-zero threshold In: Econometrics Journal.
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