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subject:"Volatility"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of econometrics"
~person:"Sun, Yixiao"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Zeitreihenanalyse
Estimation theory
11
Schätztheorie
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Heteroscedasticity
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Heteroskedastizität
6
Statistical test
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Statistischer Test
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Sun, Yixiao
Phillips, Peter C. B.
11
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10
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7
Leybourne, Stephen James
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Li, Jia
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Zhu, Ke
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Chen, Xiaohong
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Davis, Richard A.
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Kim, Donggyu
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Koopman, Siem Jan
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Li, Yingying
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Mykland, Per A.
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Robinson, Peter M.
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Xiao, Zhijie
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Zakoïan, Jean-Michel
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Bollerslev, Tim
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Chambers, Marcus J.
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Harvey, David I.
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Li, Dong
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Li, Qi
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Ng, Serena
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Varneskov, Rasmus Tangsgaard
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Baltagi, Badi H.
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Dong, Chaohua
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Elliott, Graham
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Fan, Jianqing
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Finance and stochastics
Journal of econometrics
Econometric theory
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Cowles Foundation Discussion Paper
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Discussion paper / Department of Economics, University of California San Diego
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Essays in honor of Joon Y. Park : econometric theory
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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
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
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3
Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong
;
Liao, Zhipeng
;
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 639-658
Persistent link: https://www.econbiz.de/10010257367
Saved in:
4
Robust trend inference with series variance estimator and testing-optimal smoothing parameter
Sun, Yixiao
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10009301901
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