Narrow search
Showing 1 - 10 of 12
Cover Image
Asymptotic F Test in a GMM Framework with Cross Sectional Dependence
Sun, Yixiao - 2012
The paper develops an asymptotically valid F test that is robust to spatial autocorrelation in a GMM framework. The test is based on the class of series covariance matrix estimators and fixed-smoothing asymptotics. The fixed-smoothing asymptotics and F approximation are established under mild...
Persistent link: https://www.econbiz.de/10013103986
Cover Image
A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data
Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - 2015
Persistent link: https://www.econbiz.de/10011378410
Cover Image
A flexible nonparametric test for conditional independence
Huang, Meng; Sun, Yixiao; White, Halbert - In: Econometric theory 32 (2016) 6, pp. 1434-1482
Persistent link: https://www.econbiz.de/10011661982
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
A flexible nonparametric test for conditional independence
Huang, Meng; Sun, Yixiao; White, Halbert - 2013
Persistent link: https://www.econbiz.de/10010209785
Cover Image
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
Cover Image
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - In: International economic review 47 (2006) 3, pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
Cover Image
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B. (contributor); Sun, Yixiao (contributor) - 2004
Persistent link: https://www.econbiz.de/10003761525
Cover Image
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.; Sun, Yixiao - In: Journal of econometrics 235 (2023) 2, pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Cover Image
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel; Sun, Yixiao - University of California, San Diego / Department of … - 2020
Persistent link: https://www.econbiz.de/10012504149