Narrow search
Showing 1 - 10 of 165
Cover Image
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
Cover Image
Estimation and inference in panel structure models
Sun, Yixiao (contributor) - 2005
Persistent link: https://www.econbiz.de/10003761905
Cover Image
Spurious regressions with stationary Gegenbauer processes and harmonic processes
Sun, Yixiao - 2003
Persistent link: https://www.econbiz.de/10001753289
Cover Image
A convergent t-statistic in spurious regressions
Sun, Yixiao - 2003
Persistent link: https://www.econbiz.de/10001753294
Cover Image
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao - 2003
Persistent link: https://www.econbiz.de/10001753311
Cover Image
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
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
Fixed-smoothing Asymptotics in a Two-step GMM Framework
Sun, Yixiao - 2013
Persistent link: https://www.econbiz.de/10010209788
Cover Image
Let s fix it : fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao - 2012
Persistent link: https://www.econbiz.de/10010209966