Yixiao Sun : Citation Profile


University of California-San Diego (UCSD)

16

H index

23

i10 index

950

Citations

RESEARCH PRODUCTION:

34

Articles

52

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 39
   Journals where Yixiao Sun has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 41 (4.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu5
   Updated: 2025-05-10    RAS profile: 2023-02-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


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:

Asongu, Simplice (131)

Odhiambo, Nicholas (38)

Phillips, Peter (23)

MORANA, CLAUDIO (20)

Kaplan, David (20)

Vogelsang, Timothy (18)

Hwang, Jungbin (17)

Chen, Xiaohong (15)

Biekpe, Nicholas (14)

Arteche, Josu (14)

Nielsen, Morten (13)

Cites to:

Phillips, Peter (93)

Vogelsang, Timothy (79)

Kiefer, Nicholas (68)

Andrews, Donald (36)

Newey, Whitney (32)

Jin, Sainan (26)

West, Kenneth (24)

Jansson, Michael (21)

conley, timothy (17)

Bunzel, Helle (15)

Kim, Min Seong (15)

Main data


Where Yixiao Sun has published?


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

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 / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University3
Working Papers / Toronto Metropolitan University, Department of Economics3
Papers / arXiv.org2
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Yixiao Sun (2025 and 2024)


YearTitle of citing document
2024Financial 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

2025Bias 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

2024The 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

2024Fixed-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

2025Was 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

2024Gradient 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

2024Conditional 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

2024Inference on Consensus Ranking of Distributions. (2024). Kaplan, David. In: Papers. RePEc:arx:papers:2408.13949.

Full description at Econpapers || Download paper

2025Doubly 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

2025Convergence 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

2025Confidence intervals for intentionally biased estimators. (2025). Liu, Xin ; Kaplan, David. In: Papers. RePEc:arx:papers:2502.00450.

Full description at Econpapers || Download paper

2024Correcting 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

2024Averaging 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

2024Instrumental variables quantile regression. (2024). Liu, DI. In: Chinese Stata Conference 2023. RePEc:boc:chin23:07.

Full description at Econpapers || Download paper

2024Instrumental-variables quantile regression. (2024). Liu, DI. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:07.

Full description at Econpapers || Download paper

2024Linkage 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

2024Estimation 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

2024Rank-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

2024High-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

2024The 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

2024Robust 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

2024Network 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

2024Testing 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

2024Is 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

2024Nonlinear 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

2024Maximum 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

2024Prewhitened 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

2024Fixed-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

2024A 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

2024Equal 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

2024Survey 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

2024BioTrade 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

2024The 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

2024Bootstrap inference for fixed-effect models. (2024). Jochmans, Koen ; Higgins, Ayden. In: Post-Print. RePEc:hal:journl:hal-04557288.

Full description at Econpapers || Download paper

2024Seek 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

2024Estimating 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

2025The 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

2025The 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

2024The 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

2025Latent grouped structures in panel data: a review. (2025). Pionati, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:123954.

Full description at Econpapers || Download paper

2024Conditional 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

2024Influence 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

2025Using 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

2024k-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

2024An 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

2024Improved 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

2024Unraveling 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

2024The 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

2024Climbing 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

2024Does 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

2024The 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

2024Information 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

2024The 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

2024The 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

2024Weighted 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

2024Environmental 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

2024Improved 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

2024An 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

2024Reassessing 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

2025Social 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

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]
paper67
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 nother version. Agregated cites: 67
paper
2017SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION.(2017) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67
article
2013Smoothed Estimating Equations for Instrumental Variables Quantile Regression.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67
paper
2019An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation In: Papers.
[Full Text][Citation analysis]
paper0
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]
paper2
2018Heteroskedasticity- 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
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]
paper2
2019A 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
2003A Convergent t-statistic in Spurious Regressions In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper27
2004A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS.(2004) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27
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]
paper8
2017Asymptotic 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
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]
paper5
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 nother version. Agregated cites: 5
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 nother version. Agregated cites: 5
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]
paper10
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 nother version. Agregated cites: 10
article
2013A Flexible Nonparametric Test for Conditional Independence In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper16
2016A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE.(2016) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
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]
paper3
2004ESTIMATION 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
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]
paper43
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 nother version. Agregated cites: 43
article
2005Estimation and Inference in Panel Structure Models In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper20
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]
paper11
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 nother version. Agregated cites: 11
paper
2004Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation.(2004) In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2004Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2004Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper27
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 nother version. Agregated cites: 27
article
2019Asymptotic F Tests under Possibly Weak Identification In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper4
2019Asymptotic F Tests under Possibly Weak Identification.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
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]
paper9
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 nother version. Agregated cites: 9
paper
2018SIMPLE, 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
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]
paper2
2014Fixed-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
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]
paper29
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 nother version. Agregated cites: 29
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]
paper1
2002Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper80
2002Adaptive 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
2004Adaptive Local Polynomial Whittle Estimation of Long-range Dependence.(2004) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80
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]
article8
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 nother version. Agregated cites: 8
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]
article14
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]
paper59
2003Nonlinear 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
2003Long Run Variance Estimation Using Steep Origin Kernels without Truncation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
2004Long Run Variance Estimation Using Steep Origin Kernels Without Truncation.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2005Improved HAR Inference In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
2005A New Approach to Robust Inference in Cointegration In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
2006A new approach to robust inference in cointegration.(2006) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2006Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper95
2008Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing.(2008) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95
article
2008Optimal Bandwidth Choice for Interval Estimation in GMM Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
2012Sieve Inference on Semi-nonparametric Time Series Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper9
2012Sieve 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
2007The Tobit model with a non-zero threshold In: Econometrics Journal.
[Full Text][Citation analysis]
article155
2006Spurious regressions between stationary generalized long memory processes In: Economics Letters.
[Full Text][Citation analysis]
article12
2011Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix In: Journal of Econometrics.
[Full Text][Citation analysis]
article38
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]
article17
2012Simple and powerful GMM over-identification tests with accurate size In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
2013Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects In: Journal of Econometrics.
[Full Text][Citation analysis]
article27
2011Heteroskedasticity 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
2014Sieve inference on possibly misspecified semi-nonparametric time series models In: Journal of Econometrics.
[Full Text][Citation analysis]
article36
2019Testing for moderate explosiveness In: The Econometrics Journal.
[Full Text][Citation analysis]
article5
2012Asymptotic F Test in a GMM Framework with Cross Sectional Dependence In: Working Papers.
[Full Text][Citation analysis]
paper2
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 nother version. Agregated cites: 2
article
2014Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2018Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2025Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions In: Working papers.
[Full Text][Citation analysis]
paper0
2014Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework In: Econometrica.
[Full Text][Citation analysis]
article16
2013A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator In: Econometrics Journal.
[Citation analysis]
article35
2005Adaptive Estimation of the Regression Discontinuity Model In: Econometrics.
[Full Text][Citation analysis]
paper14
2019An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence In: Working Papers.
[Full Text][Citation analysis]
paper1
2019A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations In: Working Papers.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team