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~person:"Sun, Yixiao"
~subject:"Statistical test"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Heteroscedasticity"
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Statistical test
Volatility
Heteroscedasticity
13
Heteroskedastizität
13
Statistischer Test
11
Autocorrelation
10
Autokorrelation
10
Estimation theory
9
Schätztheorie
9
Robust statistics
8
Robustes Verfahren
8
Fixed-smoothing asymptotics
6
Method of moments
4
Momentenmethode
4
Theorie
4
Theory
4
F distribution
2
Heteroskedasticity and autocorrelation robust
2
Heteroskedasticity and autocorrelation robust variance
2
Time series analysis
2
Zeitreihenanalyse
2
Adaptiveness
1
Asymptotic expansion
1
Asymptotic mixed normality
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Basis functions
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Continuous updating GMM
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Efficient GMM
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F
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F-approximation
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F-distribution
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Fixed effects 2SLS
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Fixed smoothing asymptotics
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Fixed-bandwidth asymptotics
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Heteroscedasticity and autocorrelation
1
Heteroskedasticity and autocorrelation
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Heteroskedasticity and autocorrelation robust test
1
Increasing-smoothing asymptotics
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6
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11
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Sun, Yixiao
Yang, Zhenlin
5
Vogelsang, Timothy J.
3
Baltagi, Badi H.
2
Carnero, M. Angeles
2
Cavaliere, Giuseppe
2
Chattopadhyay, Arup Kumar
2
Choi, Ji-Eun
2
Dette, Holger
2
Harvey, Andrew C.
2
Herwartz, Helmut
2
Jin, Fei
2
Kiefer, Nicholas Maximilian
2
Kim, Min Seong
2
Lee, Lung-fei
2
Nandy, Suparna
2
Palumbo, Dario
2
Pérez, Ana
2
Ruiz, Esther
2
Shin, Dong-wan
2
Taylor, Robert
2
Yang, Jingjing
2
Zhu, Ke
2
Aftab, Nuzhat
1
Aggarwal, Divya
1
Ahadiat, Ayi
1
Akritas, Michael G.
1
Allen, David E.
1
Andrews, Donald W. K.
1
Ashraf, Sania
1
Aslam, Waheed
1
Azhar, Rialdi
1
Bach, H. J. Sartorius von
1
Baig, Muhammad Mansoor
1
Belaire-Franch, Jorge
1
Berenguer-Rico, Vanessa
1
Berger, Yves G.
1
Bhat, Aparna
1
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1
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Journal of econometrics
6
Econometric theory
2
The econometrics journal
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
11
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1
Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
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
Fixed-smoothing asymptotics in a two-step generalized method of moments framework
Sun, Yixiao
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
6
,
pp. 2327-2370
Persistent link: https://www.econbiz.de/10011560365
Saved in:
7
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:
8
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:
9
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:
10
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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