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subject:"Volatility"
type_genre:"Article in journal"
~person:"Sun, Yixiao"
~subject:"Statistical test"
~subject:"Statistischer Test"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical test
Statistischer Test
Estimation theory
23
Schätztheorie
23
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9
Autokorrelation
9
Heteroscedasticity
9
Heteroskedastizität
9
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8
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8
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6
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Sun, Yixiao
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Bera, Anil K.
11
Li, Jia
11
Cai, Zongwu
10
Francq, Christian
10
Shi, Xiaoxia
10
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10
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9
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9
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9
Teräsvirta, Timo
9
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8
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8
Su, Liangjun
8
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8
Andersen, Torben
7
Andrews, Donald W. K.
7
Demetrescu, Matei
7
Escanciano, Juan Carlos
7
Ghysels, Eric
7
Guggenberger, Patrik
7
Kim, Donggyu
7
Kleibergen, Frank
7
Li, Yingying
7
Linton, Oliver
7
Liu, Zhi
7
Mykland, Per A.
7
Zakoïan, Jean-Michel
7
Canay, Ivan A.
6
Doğan, Osman
6
Fan, Jianqing
6
Hafner, Christian M.
6
Hsu, Yu-Chin
6
Jin, Sainan
6
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6
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6
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Journal of econometrics
6
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2
Econometric theory
1
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
Saved in:
3
Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
Saved in:
4
A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng
;
Sun, Yixiao
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 327-362
Persistent link: https://www.econbiz.de/10012303533
Saved in:
5
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
Saved in:
6
Let’s fix it : fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 659-677
Persistent link: https://www.econbiz.de/10010257366
Saved in:
7
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Kim, Min Seong
;
Sun, Yixiao
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 85-108
Persistent link: https://www.econbiz.de/10010189873
Saved in:
8
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
Saved in:
9
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
Saved in:
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