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Adaptive GMM shrinkage estimation with consistent moment selection
Liao, Zhipeng - In: Econometric theory 29 (2013) 5, pp. 857-904
Persistent link: https://www.econbiz.de/10010248326
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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
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Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao - In: Econometric theory 20 (2004) 6, pp. 1227-1260
Persistent link: https://www.econbiz.de/10002424947
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Nonparametric instrumental variables and regular estimation
Hahn, Jinyong; Liao, Zhipeng - In: Econometric theory 34 (2018) 3, pp. 574-597
Persistent link: https://www.econbiz.de/10011951014
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On standard inference for GMM with local identification failure of known forms
Lee, Ji Hyung; Liao, Zhipeng - In: Econometric theory 34 (2018) 4, pp. 790-814
Persistent link: https://www.econbiz.de/10011951431
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Automated estimation of vector error correction models
Liao, Zhipeng; Phillips, Peter C. B. - In: Econometric theory 31 (2015) 3, pp. 581-646
Persistent link: https://www.econbiz.de/10011290884
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Nonparametric two-step sieve m estimation and inference
Hahn, Jinyong; Liao, Zhipeng; Ridder, Geert - In: Econometric theory 34 (2018) 6, pp. 1281-1324
Persistent link: https://www.econbiz.de/10012038065
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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. 1320-1369
Persistent link: https://www.econbiz.de/10009804266
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BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION
Guggenberger, Patrik; Sun, Yixiao - In: Econometric theory 22 (2006) 5, pp. 863-912
Persistent link: https://www.econbiz.de/10007292700
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ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES
Sun, Yixiao - In: Econometric theory 20 (2004) 6, pp. 1227-1260
Persistent link: https://www.econbiz.de/10006962802