Yixiao Sun : Citation Profile

Are you Yixiao Sun?

University of California-San Diego (UCSD)

16

H index

22

i10 index

899

Citations

RESEARCH PRODUCTION:

33

Articles

50

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 49
   Journals where Yixiao Sun has often published
   Relations with other researchers
   Recent citing documents: 100.    Total self citations: 40 (4.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu5
   Updated: 2024-12-03    RAS profile: 2020-04-24    
   Missing citations? Add them    Incorrect content? Let us know

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 (130)

Odhiambo, Nicholas (38)

Phillips, Peter (23)

MORANA, CLAUDIO (20)

Kaplan, David (18)

Vogelsang, Timothy (16)

Hwang, Jungbin (16)

Arteche, Josu (14)

Chen, Xiaohong (14)

Biekpe, Nicholas (14)

Galvao, Antonio (13)

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
Econometrica2
Journal of Business & Economic Statistics2
Economics Letters2

Working Papers Series with more than one paper published# docs
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San 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 / Toronto Metropolitan University, Department of Economics3
Yale School of Management Working Papers / Yale School of Management2
Papers / arXiv.org2

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2024Conditional quantile estimators: A small sample theory. (2020). Gafarov, Bulat ; Franguridi, Grigory ; Wuthrich, Kaspar. 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. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2111.14590.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023A simple nonparametric conditional quantile estimator for time series with thin tails. (2023). Wang, Qiao. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003749.

Full description at Econpapers || Download paper

2023Weak σ-convergence: Theory and applications. (2019). Sul, Donggyu ; Kong, Jianning. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:185-207.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Semiparametric estimation of long-term treatment effects. (2023). Ritzwoller, David M ; Chen, Jiafeng. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623002610.

Full description at Econpapers || Download paper

2024Rank-based max-sum tests for mutual independence of high-dimensional random vectors. (2024). Feng, Long ; Liu, Binghui ; Wang, Hongfei ; Ma, Yanyuan. 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). Weidner, Martin ; Fernandez-Val, Ivan ; Chernozhukov, Victor. 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). Zhu, Liping ; Zhang, Zheng ; 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). Walker, Christopher D ; Stock, James H ; Kolokotrones, Thomas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000301.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023A dynamic quantile model for distinguishing intertemporal substitution from risk aversion. (2023). Galvao, Antonio ; Cundy, Lance D ; de Castro, Luciano ; Westenberger, Rafael. In: European Economic Review. RePEc:eee:eecrev:v:159:y:2023:i:c:s0014292123002155.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts. (2024). Akgun, Oguzhan ; Pirotte, Alain ; Yang, Zhenlin ; Urga, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:202-228.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

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 ; Jiang, Cheng ; Rivera, Michael. In: Information Systems Research. RePEc:inm:orisre:v:35:y:2024:i:2:p:783-806.

Full description at Econpapers || Download paper

2023A first-stage representation for instrumental variables quantile regression. (2023). Montes-Rojas, Gabriel ; Galvao, Antonio ; Alejo, Javier. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:3:p:350-377..

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The effect of political institutions on the interplay between banking regulation and banks’ risk. (2024). Dias, Jose Carlos ; Dutra, Tiago M. 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

2023Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:88527.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics. (2020). Iacone, Fabrizio ; Coroneo, Laura. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:391-409.

Full description at Econpapers || Download paper

2024Weak σ-convergence: Theory and applications. (2019). Sul, Donggyu ; Kong, Jianning. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:185-207.

Full description at Econpapers || Download paper

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]		paper58
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: 58		paper
2017SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION.(2017) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		article
2013Smoothed Estimating Equations for Instrumental Variables Quantile Regression.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		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]		paper26
2004A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS.(2004) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
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]		paper35
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: 35		article
2005Estimation and Inference in Panel Structure Models In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper18
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]		paper23
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: 23		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]		paper93
2008Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing.(2008) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		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]		article154
2006Spurious regressions between stationary generalized long memory processes In: Economics Letters.
[Full Text][Citation analysis]		article11
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]		article34
2019Testing for moderate explosiveness In: The Econometrics Journal.
[Full Text][Citation analysis]		article4
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
2013A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator In: Econometrics Journal.
[Citation analysis]		article34
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 November, 3 2024. Contact: CitEc Team