Sainan Jin : Citation Profile

Tsinghua University (50% share)
Tsinghua University (50% share)

12

H index

17

i10 index

610

Citations

RESEARCH PRODUCTION:

29

Articles

23

Papers

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 26
   Journals where Sainan Jin has often published
   Relations with other researchers
   Recent citing documents: 86.    Total self citations: 15 (2.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pji199
   Updated: 2025-12-20    RAS profile: 2025-06-08    
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Relations with other researchers

Works with:

Su, Liangjun (7)

Phillips, Peter (3)

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

Is cited by:

Su, Liangjun (45)

GAO, Jiti (35)

Sun, Yixiao (34)

Phillips, Peter (20)

Hwang, Jungbin (18)

LINTON, OLIVER (17)

Peng, Bin (14)

Vogelsang, Timothy (11)

Pötscher, Benedikt (9)

Wang, Xuexin (7)

Sun, Yiguo (6)

Cites to:

Phillips, Peter (43)

Su, Liangjun (41)

Bai, Jushan (27)

Pesaran, Mohammad (27)

Ng, Serena (17)

Andrews, Donald (17)

Moon, Hyungsik (13)

Reichlin, Lucrezia (13)

Li, Qi (12)

GAO, Jiti (12)

Newey, Whitney (10)

Main data

Where Sainan Jin has published?

Journals with more than one article published# docs
Journal of Econometrics9
Econometric Theory4
Journal of Business & Economic Statistics3
Econometric Reviews2
Economics Letters2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University10
Economics and Statistics Working Papers / Singapore Management University, School of Economics3
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego3
Yale School of Management Working Papers / Yale School of Management2
Working Papers / Singapore Management University, School of Economics2

Recent works citing Sainan Jin (2025 and 2024)

YearTitle of citing document
2024Critical Raw Materials Index - CRMI. (2024). Hasse, Jean-Baptiste ; Nobletz, Capucine. In: AMSE Working Papers. RePEc:aim:wpaimx:2428.

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2024The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2111.14590.

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2025Semiparametric Single-Index Estimation for Average Treatment Effects. (2025). Oka, Tatsushi ; GAO, Jiti ; Huang, Difang. In: Papers. RePEc:arx:papers:2206.08503.

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2024Estimation of Grouped Time-Varying Network Vector Autoregression Models. (2024). Li, Degui ; Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin. In: Papers. RePEc:arx:papers:2303.10117.

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

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2024Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity. (2024). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2310.08063.

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2025A Robust Residual-Based Test for Structural Changes in Factor Models. (2025). Su, Liangjun ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2406.00941.

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2024Heterogeneous Grouping Structures in Panel Data. (2024). Kapetanios, George ; Chrysikou, Katerina. In: Papers. RePEc:arx:papers:2407.19509.

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2025Endogenous Heteroskedasticity in Linear Models. (2025). Montes-Rojas, Gabriel ; Galvao, Antonio ; Martinez-Iriarte, Julian ; Alejo, Javier. In: Papers. RePEc:arx:papers:2412.02767.

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2025Panel Data Estimation and Inference: Homogeneity versus Heterogeneity. (2025). GAO, Jiti ; Peng, Bin ; Liu, Fei ; Yan, Yayi. In: Papers. RePEc:arx:papers:2502.03019.

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2025Inference on varying coefficients in spatial autoregressions. (2025). Srisuma, Sorawoot ; Qu, XI ; Gupta, Abhimanyu ; Zhang, Jiajun. In: Papers. RePEc:arx:papers:2502.03084.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025Inference on panel data models with a generalized factor structure. (2025). Rodriguez-Poo, Juan M ; Soberon, Alexandra ; Sperlich, Stefan. In: Papers. RePEc:arx:papers:2506.10690.

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2025Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T. (2025). Su, Liangjun ; Lu, Xun. In: Papers. RePEc:arx:papers:2508.10302.

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2025Large-dimensional Factor Analysis with Weighted PCA. (2025). Yuan, Ming ; Lyu, Zhongyuan. In: Papers. RePEc:arx:papers:2508.15675.

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2025Multiscale Comparison of Nonparametric Trending Coefficients. (2025). van der Sluis, Bernhard ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2511.12600.

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2025Robust Inference Methods for Latent Group Panel Models under Possible Group Non-Separation. (2025). Akgun, Oguzhan ; Okui, Ryo. In: Papers. RePEc:arx:papers:2511.18550.

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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.

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2024A Semi‐parametric Panel Data Model with Common Factors and Spatial Dependence. (2024). Rodriguezpoo, Juan M ; Musolesi, Antonio ; Soberon, Alexandra. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:905-927.

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2024A three-way dynamic panel threshold regression model for change point detection in bioimpedance data. (2024). Di Lascio, F. Marta L. ; Perazzini, Selene ; Marta, F. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps104.

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2025Single-Index Quantile Factor Model with Observed Characteristics. (2025). Xu, R ; Fan, Q. In: Janeway Institute Working Papers. RePEc:cam:camjip:2524.

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2024Applying the root cause analysis methodology to study the lack of market success of micro gas turbine systems. (2024). Torres-Garcia, Miguel ; Tilocca, Giuseppe ; Sanchez, David. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001004.

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2025GMM estimation and variable selection of semiparametric model with increasing dimension and high-order spatial dependence. (2025). Pan, Hao ; Yang, Jing ; Lu, Fang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:205:y:2025:i:c:s016794732400197x.

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2024Functional coefficient cointegration models with Box–Cox transformation. (2024). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004986.

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2025A bias reduced long run variance estimator with a new first-order kernel. (2025). Vogelsang, Timothy J ; Yang, Jingjing. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001776.

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2025A note on factor models with latent group structures. (2025). Su, Liangjun ; Bian, Yulin. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001946.

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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.

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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.

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2024A Multi-Kink quantile regression model with common structure for panel data analysis. (2024). Sun, Yan ; Zhang, Wenyang ; Zhong, Wei ; Wan, Chuang. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001178.

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2024Likelihood approach to dynamic panel models with interactive effects. (2024). Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003524.

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2024Inference for low-rank completion without sample splitting with application to treatment effect estimation. (2024). Liao, Yuan ; Choi, Jungjun ; Kwon, Hyukjun. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000289.

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2024Panel data models with time-varying latent group structures. (2024). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319.

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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.

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2024Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach. (2024). Su, Liangjun ; Phillips, Peter ; Ke, Shuyao. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001076.

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2024Modeling long cycles. (2024). Marmer, Vadim ; Kang, Da Natasha. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624000976.

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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.

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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.

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2024GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua ; Cheng, Tingting. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982.

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2024Target PCA: Transfer learning large dimensional panel data. (2024). Pelger, Markus ; Duan, Junting ; Xiong, Ruoxuan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407623002373.

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2024Some fixed-b results for regressions with high frequency data over long spans. (2024). Vogelsang, Timothy J ; Hwang, Taeyoon. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001192.

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2024Varying-coefficient spatial dynamic panel data models with fixed effects: Theory and application. (2024). Ju, Gaosheng ; Hong, Han ; Yan, Karen X ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002288.

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2025Fast inference for quantile regression with tens of millions of observations. (2025). Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Shin, Youngki. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000198.

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2025Estimating coefficient-by-coefficient breaks in panel data models. (2025). Kaddoura, Yousef. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000594.

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2025Inference for large dimensional factor models under general missing data patterns. (2025). Su, Liangjun ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000764.

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2024Coordinated reduction effect of pollutant discharge fees on enterprises pollutant and carbon emissions in China. (2024). Li, Jiaman ; Dong, Jiajia ; Liu, Guixian. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004158.

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2025The standard errors of persistence. (2025). conley, timothy ; Kelly, Morgan. In: Journal of International Economics. RePEc:eee:inecon:v:153:y:2025:i:c:s0022199624001545.

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2025Efficiency of poll-based multi-period forecasting systems for German state elections. (2025). Schnurbus, Joachim ; Haupt, Harry ; Fritsch, Markus. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:670-688.

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2025Forecasting the realized variance in the presence of intraday periodicity. (2025). Hizmeri, Rodrigo ; Izzeldin, Marwan ; Maria, Ana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002565.

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2025Efficient estimation of a partially linear panel data model with cross-sectional dependence. (2025). Mazzanti, Massimiliano ; Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Musolesi, Antonio. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:206:y:2025:i:c:s0047259x24001003.

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2024DIY google trends indicators in social sciences: A methodological note. (2024). Sorić, Petar ; Lolić, Ivana ; Matoec, Marina. In: Technology in Society. RePEc:eee:teinso:v:77:y:2024:i:c:s0160791x24000253.

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2025How to deal with exchange rate risk in infrastructure and other long-lived projects. (2025). Rodrigues, Arthur ; Frischtak, Claudio ; de Castro, Luciano. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126881.

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2024Bayesian Estimation of the Semiparametric Spatial Lag Model. (2024). Fang, Liting ; Li, Kunming. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:14:p:2289-:d:1440307.

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2024INLA Estimation of Semi-Variable Coefficient Spatial Lag Model—Analysis of PM2.5 Influencing Factors in the Context of Urbanization in China. (2024). Hu, Xijian ; Pang, Qiong. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:7:p:953-:d:1362569.

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2025Linear Trend, HP Trend, and bHP Trend. (2025). Yamada, Hiroshi. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1893-:d:1672652.

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2025Sparse Boosting for Additive Spatial Autoregressive Model with High Dimensionality. (2025). Xin, Jing ; Yue, MU. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:757-:d:1599548.

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2025Incorporating Prior Information in Latent Structures Identification for Panel Data Models. (2025). Luo, Xingxing ; Li, YI ; Liao, Mengqi. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1505-:d:1648536.

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2025Penalized Optimal Forecast Combination for Quantile Regressions. (2025). Wang, Shouyang ; Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202514.

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2025Shrinkage Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects. (2025). Parsaeian, Shahnaz ; Mehrabani, Ali. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202516.

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2024Understanding EU regional macroeconomic tipping points using panel threshold technique. (2024). Mandel, Antoine ; Chakraborty, Saptorshee. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09715-9.

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2024Local Walsh-average-based Estimation and Variable Selection for Spatial Single-index Autoregressive Models. (2024). Song, Yunquan ; Zhan, Minmin ; Su, Hang. In: Networks and Spatial Economics. RePEc:kap:netspa:v:24:y:2024:i:2:d:10.1007_s11067-024-09616-4.

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2025Which Capital Flow Surge Methods Are Better at Predicting Reversals and Sudden Stops?: Balancing Type 1 and Type 2 Errors. (2025). Willett, Thomas D ; Sula, Ozan ; Choi, Yongseok ; Efremidze, Levan. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:3:d:10.1007_s11079-024-09779-0.

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2024An affine model for short rates when monetary policy is path dependent. (2024). Al-Zoubi, Haitham A. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09202-3.

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2025Unraveling Financial Fragility of Global Markets Using Machine Learning. (2025). GUPTA, RANGAN ; Ji, Qiang ; Plakandaras, Vasilios. In: Working Papers. RePEc:pre:wpaper:202511.

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2024Filtering economic time series: On the cyclical properties of Hamilton€™s regression filter and the Hodrick-Prescott filter. (2024). Schüler, Yves. In: Review of Economic Dynamics. RePEc:red:issued:23-94.

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2025Modelling green knowledge production and environmental policies with semiparametric panel data regression models. (2025). Mazzanti, Massimiliano ; Golinelli, Davide ; Musolesi, Antonio. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:1:d:10.1007_s00181-024-02634-8.

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2025Revisiting the Productivity Effects of Public Capital. (2025). Kumbhakar, Subal C ; Zhao, Shunan ; Hou, Zhezhi. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02670-4.

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2025Technology, labour regulation, and nonparametric panel data modelling. (2025). Nosvelli, Mario ; Musolesi, Antonio. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02681-1.

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2024Selecting a Boosted HP Filter for Growth Cycle Analysis Based on Maximising Sharpness. (2024). Hall, Viv ; Thomson, Peter. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00093-9.

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2024Business-Cycle Analysis and Zero-Crossings of Time Series: A Generalized Forecast Approach. (2024). Wildi, Marc. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00097-5.

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2024The effect of economic policy uncertainty under fractional integration. (2024). Ramirez, Carlos. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:1:d:10.1007_s10258-022-00233-y.

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2024Does external dependency impact economic growth? Evidence from an emerging economy. (2024). Firoj, Mahamuda ; Sultana, Abeda ; Ur, Md Harun. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:3:d:10.1007_s43546-024-00633-6.

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2024A semiparametric dynamic higher-order spatial autoregressive model. (2024). Li, Tizheng ; Wang, Yuping ; Fang, KE. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:2:d:10.1007_s00362-023-01489-y.

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2024Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models. (2024). Tang, Yangbing ; Du, Jiang ; Zhang, Zhongzhan. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:3:d:10.1007_s00362-023-01466-5.

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2024Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors. (2024). Wang, Dehui. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:7:d:10.1007_s00362-024-01551-3.

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2024Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors. (2024). Chen, Hao ; Li, Bogui. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01584-8.

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2024Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects. (2024). Xu, Dengke ; Xia, Miaojie ; Tian, Ruiqin. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01586-6.

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2025Semiparametric partially linear varying coefficient higher-order spatial autoregressive model. (2025). Li, Yanhui. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-025-01681-2.

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2025GMM estimation of random effects semiparametric additive SAR panel model with spatiotemporal correlated errors. (2025). Li, Shuangshuang ; Chen, Jianbao. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-025-01687-w.

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2025Estimation for single-index varying-coefficient spatial autoregressive model with index covariate measurement errors. (2025). Wang, Dehui ; Huang, Jingwen. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:6:d:10.1007_s00362-025-01750-6.

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2025The finance-growth nexus over the long-run. (2025). Bua, Krystian ; Virgillito, Maria Enrica ; Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2025/24.

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2025Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions. (2025). Sun, Yixiao ; Hwang, Jungbin. In: Working papers. RePEc:uct:uconnp:2025-01.

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2025HAR Inference for Quantile Regression in Time Series. (2025). Hwang, Jungbin ; Valds, Gonzalo. In: Working papers. RePEc:uct:uconnp:2025-03.

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2025High-Dimensional Weighted K-Means with Serial Dependence. (2025). Kao, Chihwa ; Hwang, Jungbin ; Zhang, Zhonghui. In: Working papers. RePEc:uct:uconnp:2025-09.

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2024The boosted Hodrick‐Prescott filter is more general than you might think. (2024). Phillips, Peter ; Mei, Ziwei ; Shi, Zhentao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1260-1281.

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2024Forecasting carbon emissions using asymmetric grouping. (2024). Paap, Richard ; Nibbering, Didier. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2228-2256.

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2024Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures. (2024). Langevin, R. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:24/16.

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Works by Sainan Jin:

YearTitleTypeCited
2005Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper1
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.
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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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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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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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2006SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION.(2006) In: International Economic Review.
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2005A Bootstrap Test for Conditional Symmetry In: Annals of Economics and Finance.
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2010Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels.(2010) In: Cowles Foundation Discussion Papers.
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2015ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY In: Econometric Theory.
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2017ROBUST FORECAST COMPARISON In: Econometric Theory.
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2015Robust Forecast Comparison.(2015) In: Departmental Working Papers.
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2020IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS In: Econometric Theory.
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2018Identifying Latent Grouped Patterns in Cointegrated Panels.(2018) In: Economics and Statistics Working Papers.
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2002The KPSS Test with Seasonal Dummies In: Cowles Foundation Discussion Papers.
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2002The KPSS test with seasonal dummies.(2002) In: Economics Letters.
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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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2005Nonstationary Discrete Choice: A Corrigendum and Addendum In: Cowles Foundation Discussion Papers.
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2007Nonstationary discrete choice: A corrigendum and addendum.(2007) In: Journal of Econometrics.
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2006A new approach to robust inference in cointegration.(2006) In: Economics Letters.
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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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2013Testing the Martingale Hypothesis In: Cowles Foundation Discussion Papers.
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2014Testing the Martingale Hypothesis.(2014) In: Journal of Business & Economic Statistics.
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2015Business Cycles, Trend Elimination, and the HP Filter In: Cowles Foundation Discussion Papers.
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2021BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER.(2021) In: International Economic Review.
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2006The Rise in House Prices in China: Bubbles or Fundamentals? In: Economics Bulletin.
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2010Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models In: Journal of Econometrics.
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2012Sieve estimation of panel data models with cross section dependence In: Journal of Econometrics.
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2015Specification test for panel data models with interactive fixed effects In: Journal of Econometrics.
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2014Specification Test for Panel Data Models with Interactive Fixed Effects.(2014) In: Working Papers.
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2020Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence.(2020) In: Economics and Statistics Working Papers.
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2019On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation.(2019) In: Economics and Statistics Working Papers.
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2015Nonparametric testing for anomaly effects in empirical asset pricing models.(2015) In: Empirical Economics.
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2007Forecasting the car penetration rate (CPR) in China: a nonparametric approach In: Applied Economics.
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2013A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence In: Econometric Reviews.
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