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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
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Asymptotic F and t tests in cointegrating regressions with asymptotically homogeneous functions
Hwang, Jungbin; Sun, Yixiao - 2025
Persistent link: https://www.econbiz.de/10015183163
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Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao - 2003
Persistent link: https://www.econbiz.de/10001753311
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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
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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
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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
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Fixed-smoothing asymptotics and asymptotic F and t tests in the presence of strong autocorrelation
Sun, Yixiao - 2014
Persistent link: https://www.econbiz.de/10010370905
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Fixed-smoothing asymptotics and asymptotic F and t tests in the presence of strong autocorrelation
Sun, Yixiao - In: Essays in honor of Peter C. B. Phillips, (pp. 23-63). 2014
Persistent link: https://www.econbiz.de/10010442880
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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