Narrow search
Showing 1 - 10 of 111
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
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
Fixed-smoothing Asymptotics in a Two-step GMM Framework
Sun, Yixiao - 2013
Persistent link: https://www.econbiz.de/10010209788
Cover Image
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
Cover Image
Local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.; Sun, Yixiao - 2001
Persistent link: https://www.econbiz.de/10001562618
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
Long run variance estimation using steep origin kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - 2003
Persistent link: https://www.econbiz.de/10001794759
Cover Image
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.; Sun, Yixiao - 2002
Persistent link: https://www.econbiz.de/10001719152