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type_genre:"Article in journal"
~type_genre:"Amtsdruckschrift"
~person:"Sun, Yixiao"
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Search: subject_exact:"Autoregressives Modell"
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Autocorrelation
14
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Sun, Yixiao
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13
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12
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6
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1
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
Sun, Yixiao
;
Wang, Xuexin
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 177-206
Persistent link: https://www.econbiz.de/10013167603
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Should we go one step further? : an accurate comparison of one-step and two-step procedures in a generalized method of moments framework
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 381-405
Persistent link: https://www.econbiz.de/10012116364
Saved in:
7
Asymptotic F and t tests in an efficient GMM setting
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 277-295
Persistent link: https://www.econbiz.de/10011818796
Saved in:
8
Asymptotic F-test in a GMM framework with cross-sectional dependence
Sun, Yixiao
;
Kim, Min Seong
- In:
The review of economics and statistics
97
(
2015
)
1
,
pp. 210-223
Persistent link: https://www.econbiz.de/10011327586
Saved in:
9
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:
10
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:
11
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:
12
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
Kim, Min Seong
;
Sun, Yixiao
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 349-371
Persistent link: https://www.econbiz.de/10009242238
Saved in:
13
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
14
A convergent t-statistic in spurious regressions
Sun, Yixiao
- In:
Econometric theory
20
(
2004
)
5
,
pp. 943-962
Persistent link: https://www.econbiz.de/10002265261
Saved in:
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