Narrow search
Showing 1 - 10 of 25
Cover Image
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
Cover Image
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
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
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
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
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
Asymptotic distributions of impulse response functions in short panel vector autoregressions
Cao, Bolong; Sun, Yixiao - In: Journal of econometrics 163 (2011) 2, pp. 127-143
Persistent link: https://www.econbiz.de/10009270617