Narrow search
Showing 1 - 10 of 22
Cover Image
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
Cover Image
Simple and powerful GMM over-identification tests with accurate size
Sun, Yixiao; Kim, Min Seong - In: Journal of econometrics 166 (2012) 2, pp. 267-281
Persistent link: https://www.econbiz.de/10009511328
Cover Image
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
Cover Image
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
Cover Image
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/10010171394
Cover Image
Simple and powerful GMM over-identification tests with accurate size
Sun, Yixiao; Kim, Min Seong - In: Journal of econometrics 166 (2012) 2, pp. 267-282
Persistent link: https://www.econbiz.de/10009816472
Cover Image
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
Kim, Min Seong; Sun, Yixiao - In: Journal of econometrics 160 (2011) 2, pp. 349-372
Persistent link: https://www.econbiz.de/10008770531
Cover Image
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
Cover Image
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
Cover Image
Nonlinear log-periodogram regression for perturbed fractional processes
Sun, Yixiao; Phillips, Peter C. B. - In: Journal of econometrics 115 (2003) 2, pp. 355-389
Persistent link: https://www.econbiz.de/10001768328