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A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng; Sun, Yixiao - University of California, San Diego / Department of … - 2019
Persistent link: https://www.econbiz.de/10011987343
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Spurious regressions with stationary Gegenbauer processes and harmonic processes
Sun, Yixiao - 2003
Persistent link: https://www.econbiz.de/10001753289
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A convergent t-statistic in spurious regressions
Sun, Yixiao - 2003
Persistent link: https://www.econbiz.de/10001753294
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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
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Spurious regressions between stationary generalized long memory processes
Sun, Yixiao - In: Economics letters 90 (2006) 3, pp. 446-454
Persistent link: https://www.econbiz.de/10003295343
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Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 319-347). 2023
Persistent link: https://www.econbiz.de/10014313748
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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
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainin - 2003
Persistent link: https://www.econbiz.de/10001741372
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - 2003
Persistent link: https://www.econbiz.de/10001753309
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Nonlinear log-periodogram regression for perturbed fractional processes
Sun, Yixiao; Phillips, Peter C. B. - 2002
Persistent link: https://www.econbiz.de/10001671897