Yixiao Sun
Personal Details
First Name: | Yixiao |
Middle Name: | |
Last Name: | Sun |
Suffix: | |
RePEc Short-ID: | psu5 |
| |
http://www.econ.ucsd.edu/~yisun | |
Department of Economics, University of California, San Diego 9500 Gilman Drive La Jolla, CA 92093-0508 | |
Terminal Degree: | 2002 Economics Department; Yale University (from RePEc Genealogy) |
Affiliation
Department of Economics
University of California-San Diego (UCSD)
La Jolla, California (United States)http://economics.ucsd.edu/
RePEc:edi:deucsus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Yixiao Sun & Xuexin Wang, 2019. "An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation," Papers 1911.03771, arXiv.org.
- Julian Martinez-Iriarte & Yixiao Sun & Xuexin Wang, 2019.
"Asymptotic F Tests under Possibly Weak Identification,"
Working Papers
2019-03-12, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2020. "Asymptotic F tests under possibly weak identification," Journal of Econometrics, Elsevier, vol. 218(1), pages 140-177.
- Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2019. "Asymptotic F Tests under Possibly Weak Identification," University of California at San Diego, Economics Working Paper Series qt6qk200q8, Department of Economics, UC San Diego.
- Xuexin Wang & Yixiao Sun, 2019.
"An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence,"
Working Papers
2019-05-24, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Xuexin Wang & Yixiao Sun, 2020. "An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(4), pages 536-550, July.
- Xuexin Wang & Yixiao Sun, 2019. "A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations," Working Papers 2019-07-03, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Liu, Cheng & Sun, Yixiao, 2019.
"A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions,"
University of California at San Diego, Economics Working Paper Series
qt0ck2109g, Department of Economics, UC San Diego.
- Liu, Cheng & Sun, Yixiao, 2019. "A simple and trustworthy asymptotic t test in difference-in-differences regressions," Journal of Econometrics, Elsevier, vol. 210(2), pages 327-362.
- Zhang, C. & Sun, Y. & Hu, R., 2018. "Does urban-rural income inequality increase agricultural fertilizer or pesticide use? A provincial panel data analysis in China," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277033, International Association of Agricultural Economists.
- Ye, Xiaoqing & Sun, Yixiao, 2018.
"Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata,"
University of California at San Diego, Economics Working Paper Series
qt0bb8d0s9, Department of Economics, UC San Diego.
- Xiaoqing Ye & Yixiao Sun, 2018. "Heteroskedasticity- and autocorrelation-robust F and t tests in Stata," Stata Journal, StataCorp LP, vol. 18(4), pages 951-980, December.
- Guo, Gangzheng & Wang, Shaoping & Sun, Yixiao, 2018. "Testing for Moderate Explosiveness in the Presence of Drift," University of California at San Diego, Economics Working Paper Series qt2k26h10n, Department of Economics, UC San Diego.
- Hwang., Jungbin & Sun, Yixiao, 2017.
"Simple, Robust, and Accurate F and t Tests in Cointegrated Systems,"
University of California at San Diego, Economics Working Paper Series
qt83b4q8pk, Department of Economics, UC San Diego.
- Hwang, Jungbin & Sun, Yixiao, 2018. "SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS," Econometric Theory, Cambridge University Press, vol. 34(5), pages 949-984, October.
- Hwang, Jungbin & Sun, Yixiao, 2016. "Simple, Robust, and Accurate F and t Tests in Cointegrated Systems," University of California at San Diego, Economics Working Paper Series qt82k1x4rd, Department of Economics, UC San Diego.
- Min Seong Kim & Yixiao Sun & Jingjing Yang, 2015.
"A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data,"
Working Papers
049, Toronto Metropolitan University, Department of Economics.
- Kim, Min Seong & Sun, Yixiao & Yang, Jingjing, 2017. "A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data," Journal of Econometrics, Elsevier, vol. 197(2), pages 298-322.
- Kim, Min Seong & Sun, Yixiao & Yang, Jingjing, 2016. "A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data," University of California at San Diego, Economics Working Paper Series qt2240n3n5, Department of Economics, UC San Diego.
- Hwang, Jungbin & Sun, Yixiao, 2015.
"Asymptotic F and t Tests in an Efficient GMM Setting,"
University of California at San Diego, Economics Working Paper Series
qt1c62d8xf, Department of Economics, UC San Diego.
- Hwang, Jungbin & Sun, Yixiao, 2017. "Asymptotic F and t tests in an efficient GMM setting," Journal of Econometrics, Elsevier, vol. 198(2), pages 277-295.
- Hwang, Jungbin & Sun, Yixiao, 2015.
"Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework,"
University of California at San Diego, Economics Working Paper Series
qt58r2z98m, Department of Economics, UC San Diego.
- Hwang, Jungbin & Sun, Yixiao, 2018. "Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework," Journal of Econometrics, Elsevier, vol. 207(2), pages 381-405.
- Sun, Yixiao, 2014.
"Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation,"
University of California at San Diego, Economics Working Paper Series
qt8479f4s2, Department of Economics, UC San Diego.
- Yixiao Sun, 2014. "Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 14, pages 23-63, Emerald Group Publishing Limited.
- Huang, Meng & Sun, Yixiao & White, Hal, 2013.
"A Flexible Nonparametric Test for Conditional Independence,"
University of California at San Diego, Economics Working Paper Series
qt3pt89204, Department of Economics, UC San Diego.
- Huang, Meng & Sun, Yixiao & White, Halbert, 2016. "A Flexible Nonparametric Test For Conditional Independence," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1434-1482, December.
- Sun, Yixiao, 2013.
"Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference,"
University of California at San Diego, Economics Working Paper Series
qt8x8307rz, Department of Economics, UC San Diego.
- Sun, Yixiao, 2014. "Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference," Journal of Econometrics, Elsevier, vol. 178(P3), pages 659-677.
- Sun, Yixiao, 2013. "Fixed-smoothing Asymptotics in a Two-step GMM Framework," University of California at San Diego, Economics Working Paper Series qt64x4z265, Department of Economics, UC San Diego.
- Kaplan, David M. & Sun, Yixiao, 2012.
"Smoothed Estimating Equations For Instrumental Variables Quantile Regression,"
University of California at San Diego, Economics Working Paper Series
qt888657tp, Department of Economics, UC San Diego.
- Kaplan, David M. & Sun, Yixiao, 2017. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
- David M. Kaplan & Yixiao Sun, 2016. "Smoothed estimating equations for instrumental variables quantile regression," Papers 1609.09033, arXiv.org.
- David M. Kaplan & Yixiao Sun, 2013. "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers 1314, Department of Economics, University of Missouri.
- Xiaohong Chen & . . & Yixiao Sun, 2012.
"Sieve inference on semi-nonparametric time series models,"
CeMMAP working papers
CWP06/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Zhipeng Liao & Yixiao Sun, 2012. "Sieve Inference on Semi-nonparametric Time Series Models," Cowles Foundation Discussion Papers 1849, Cowles Foundation for Research in Economics, Yale University.
- Min Seong Kim & Yixiao Sun, 2012.
"Asymptotic F Test in a GMM Framework with Cross Sectional Dependence,"
Working Papers
032, Toronto Metropolitan University, Department of Economics.
- Yixiao Sun & Min Seong Kim, 2015. "Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence," The Review of Economics and Statistics, MIT Press, vol. 97(1), pages 210-233, March.
- Sun, Yixiao & Kaplan, David M., 2011. "A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing," University of California at San Diego, Economics Working Paper Series qt8cx0t4gc, Department of Economics, UC San Diego.
- Min Seong Kim & Yixiao Sun, 2011.
"Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects,"
Working Papers
029, Toronto Metropolitan University, Department of Economics.
- Kim, Min Seong & Sun, Yixiao, 2013. "Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 177(1), pages 85-108.
- Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010.
"Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels,"
Cowles Foundation Discussion Papers
1749, Cowles Foundation for Research in Economics, Yale University.
- Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011. "Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1320-1368, December.
- Sun, Yixiao & Kim, Min Seong, 2009. "k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models," University of California at San Diego, Economics Working Paper Series qt9gn6n5mr, Department of Economics, UC San Diego.
- Yixiao Sun & Peter C.B. Phillips, 2008. "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers 1661, Cowles Foundation for Research in Economics, Yale University.
- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006.
"Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing,"
Cowles Foundation Discussion Papers
1545, Cowles Foundation for Research in Economics, Yale University.
- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica, Econometric Society, vol. 76(1), pages 175-194, January.
- Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005. "Improved HAR Inference," Cowles Foundation Discussion Papers 1513, Cowles Foundation for Research in Economics, Yale University.
- Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005.
"A New Approach to Robust Inference in Cointegration,"
Cowles Foundation Discussion Papers
1538, Cowles Foundation for Research in Economics, Yale University.
- Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006. "A new approach to robust inference in cointegration," Economics Letters, Elsevier, vol. 91(2), pages 300-306, May.
- Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan, 2005. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗," University of California at San Diego, Economics Working Paper Series qt16b3j2hd, Department of Economics, UC San Diego.
- Sun, Yixiao X, 2005. "Estimation and Inference in Panel Structure Models," University of California at San Diego, Economics Working Paper Series qt5tf1231k, Department of Economics, UC San Diego.
- Yixiao Sun, 2005. "Adaptive Estimation of the Regression Discontinuity Model," Econometrics 0506003, University Library of Munich, Germany.
- Guggenberger, Patrik & Sun, Yixiao, 2004.
"Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation,"
University of California at San Diego, Economics Working Paper Series
qt2z99w4sm, Department of Economics, UC San Diego.
- Guggenberger, Patrik & Sun, Yixiao, 2006. "Bias-Reduced Log-Periodogram And Whittle Estimation Of The Long-Memory Parameter Without Variance Inflation," Econometric Theory, Cambridge University Press, vol. 22(5), pages 863-912, October.
- Sainan Jin & Peter Phillips & Yixiao Sun, 2004.
"Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation,"
Econometric Society 2004 North American Winter Meetings
299, Econometric Society.
- Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Cowles Foundation Discussion Papers 1407, Cowles Foundation for Research in Economics, Yale University.
- Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Yale School of Management Working Papers ysm347, Yale School of Management.
- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," University of California at San Diego, Economics Working Paper Series qt6d36x00z, Department of Economics, UC San Diego.
- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004.
"Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation,"
University of California at San Diego, Economics Working Paper Series
qt6mf9q2rt, Department of Economics, UC San Diego.
- Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2006. "Spectral Density Estimation And Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(3), pages 837-894, August.
- Sun, Yixiao, 2003.
"A Convergent t-statistic in Spurious Regressions,"
University of California at San Diego, Economics Working Paper Series
qt150457tv, Department of Economics, UC San Diego.
- Sun, Yixiao, 2004. "A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS," Econometric Theory, Cambridge University Press, vol. 20(5), pages 943-962, October.
- Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003.
"Long Run Variance Estimation Using Steep Origin Kernels without Truncation,"
Cowles Foundation Discussion Papers
1437, Cowles Foundation for Research in Economics, Yale University.
- Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004. "Long Run Variance Estimation Using Steep Origin Kernels Without Truncation," Yale School of Management Working Papers ysm427, Yale School of Management.
- Sun, Yixiao, 2003. "Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes," University of California at San Diego, Economics Working Paper Series qt1g23v6p5, Department of Economics, UC San Diego.
- Sun, Yixiao, 2003.
"Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series,"
University of California at San Diego, Economics Working Paper Series
qt5002z0pn, Department of Economics, UC San Diego.
- Sun, Yixiao, 2004. "Estimation Of The Long-Run Average Relationship In Nonstationary Panel Time Series," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1227-1260, December.
- Yixiao Sun & Peter C.B. Phillips, 2002.
"Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes,"
Cowles Foundation Discussion Papers
1366, Cowles Foundation for Research in Economics, Yale University.
- Sun, Yixiao & Phillips, Peter C. B., 2003. "Nonlinear log-periodogram regression for perturbed fractional processes," Journal of Econometrics, Elsevier, vol. 115(2), pages 355-389, August.
- Donald W.K. Andrews & Yixiao Sun, 2002.
"Adaptive Local Polynomial Whittle Estimation of Long-range Dependence,"
Cowles Foundation Discussion Papers
1384, Cowles Foundation for Research in Economics, Yale University.
- Donald W. K. Andrews & Yixiao Sun, 2004. "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Econometrica, Econometric Society, vol. 72(2), pages 569-614, March.
- ANDREWS, DONALD W & Sun, Yixiao X, 2002. "Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence," University of California at San Diego, Economics Working Paper Series qt9wt048tt, Department of Economics, UC San Diego.
- Donald W.K. Andrews & Yixiao Sun, 2001. "Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers 1293, Cowles Foundation for Research in Economics, Yale University.
Articles
- Liu, Cheng & Sun, Yixiao, 2019.
"A simple and trustworthy asymptotic t test in difference-in-differences regressions,"
Journal of Econometrics, Elsevier, vol. 210(2), pages 327-362.
- Liu, Cheng & Sun, Yixiao, 2019. "A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions," University of California at San Diego, Economics Working Paper Series qt0ck2109g, Department of Economics, UC San Diego.
- Gangzheng Guo & Yixiao Sun & Shaoping Wang, 2019. "Testing for moderate explosiveness," The Econometrics Journal, Royal Economic Society, vol. 22(1), pages 73-95.
- Hwang, Jungbin & Sun, Yixiao, 2018.
"SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS,"
Econometric Theory, Cambridge University Press, vol. 34(5), pages 949-984, October.
- Hwang., Jungbin & Sun, Yixiao, 2017. "Simple, Robust, and Accurate F and t Tests in Cointegrated Systems," University of California at San Diego, Economics Working Paper Series qt83b4q8pk, Department of Economics, UC San Diego.
- Hwang, Jungbin & Sun, Yixiao, 2016. "Simple, Robust, and Accurate F and t Tests in Cointegrated Systems," University of California at San Diego, Economics Working Paper Series qt82k1x4rd, Department of Economics, UC San Diego.
- Xiaoqing Ye & Yixiao Sun, 2018.
"Heteroskedasticity- and autocorrelation-robust F and t tests in Stata,"
Stata Journal, StataCorp LP, vol. 18(4), pages 951-980, December.
- Ye, Xiaoqing & Sun, Yixiao, 2018. "Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata," University of California at San Diego, Economics Working Paper Series qt0bb8d0s9, Department of Economics, UC San Diego.
- Yixiao Sun, 2018. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 565-568, October.
- Hwang, Jungbin & Sun, Yixiao, 2018.
"Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework,"
Journal of Econometrics, Elsevier, vol. 207(2), pages 381-405.
- Hwang, Jungbin & Sun, Yixiao, 2015. "Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework," University of California at San Diego, Economics Working Paper Series qt58r2z98m, Department of Economics, UC San Diego.
- Kim, Min Seong & Sun, Yixiao & Yang, Jingjing, 2017.
"A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data,"
Journal of Econometrics, Elsevier, vol. 197(2), pages 298-322.
- Kim, Min Seong & Sun, Yixiao & Yang, Jingjing, 2016. "A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data," University of California at San Diego, Economics Working Paper Series qt2240n3n5, Department of Economics, UC San Diego.
- Min Seong Kim & Yixiao Sun & Jingjing Yang, 2015. "A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data," Working Papers 049, Toronto Metropolitan University, Department of Economics.
- Hwang, Jungbin & Sun, Yixiao, 2017.
"Asymptotic F and t tests in an efficient GMM setting,"
Journal of Econometrics, Elsevier, vol. 198(2), pages 277-295.
- Hwang, Jungbin & Sun, Yixiao, 2015. "Asymptotic F and t Tests in an Efficient GMM Setting," University of California at San Diego, Economics Working Paper Series qt1c62d8xf, Department of Economics, UC San Diego.
- Kaplan, David M. & Sun, Yixiao, 2017.
"Smoothed Estimating Equations For Instrumental Variables Quantile Regression,"
Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
- David M. Kaplan & Yixiao Sun, 2016. "Smoothed estimating equations for instrumental variables quantile regression," Papers 1609.09033, arXiv.org.
- Kaplan, David M. & Sun, Yixiao, 2012. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," University of California at San Diego, Economics Working Paper Series qt888657tp, Department of Economics, UC San Diego.
- David M. Kaplan & Yixiao Sun, 2013. "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers 1314, Department of Economics, University of Missouri.
- Huang, Meng & Sun, Yixiao & White, Halbert, 2016.
"A Flexible Nonparametric Test For Conditional Independence,"
Econometric Theory, Cambridge University Press, vol. 32(6), pages 1434-1482, December.
- Huang, Meng & Sun, Yixiao & White, Hal, 2013. "A Flexible Nonparametric Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt3pt89204, Department of Economics, UC San Diego.
- Kim, Min Seong & Sun, Yixiao, 2016. "BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1523-1568, December.
- Yixiao Sun & Min Seong Kim, 2015.
"Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence,"
The Review of Economics and Statistics, MIT Press, vol. 97(1), pages 210-233, March.
- Min Seong Kim & Yixiao Sun, 2012. "Asymptotic F Test in a GMM Framework with Cross Sectional Dependence," Working Papers 032, Toronto Metropolitan University, Department of Economics.
- Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao, 2014. "Sieve inference on possibly misspecified semi-nonparametric time series models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 639-658.
- Yixiao Sun, 2014. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 330-334, July.
- Sun, Yixiao, 2014.
"Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 659-677.
- Sun, Yixiao, 2013. "Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference," University of California at San Diego, Economics Working Paper Series qt8x8307rz, Department of Economics, UC San Diego.
- Yixiao Sun, 2014. "Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework," Econometrica, Econometric Society, vol. 82, pages 2327-2370, November.
- Yixiao Sun, 2013. "A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 1-26, February.
- Kim, Min Seong & Sun, Yixiao, 2013.
"Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects,"
Journal of Econometrics, Elsevier, vol. 177(1), pages 85-108.
- Min Seong Kim & Yixiao Sun, 2011. "Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects," Working Papers 029, Toronto Metropolitan University, Department of Economics.
- Sun, Yixiao & Kim, Min Seong, 2012. "Simple and powerful GMM over-identification tests with accurate size," Journal of Econometrics, Elsevier, vol. 166(2), pages 267-281.
- Cao, Bolong & Sun, Yixiao, 2011. "Asymptotic distributions of impulse response functions in short panel vector autoregressions," Journal of Econometrics, Elsevier, vol. 163(2), pages 127-143, August.
- Sun, Yixiao, 2011. "Robust trend inference with series variance estimator and testing-optimal smoothing parameter," Journal of Econometrics, Elsevier, vol. 164(2), pages 345-366, October.
- Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011.
"Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels,"
Econometric Theory, Cambridge University Press, vol. 27(6), pages 1320-1368, December.
- Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010. "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Cowles Foundation Discussion Papers 1749, Cowles Foundation for Research in Economics, Yale University.
- Kim, Min Seong & Sun, Yixiao, 2011. "Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix," Journal of Econometrics, Elsevier, vol. 160(2), pages 349-371, February.
- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008.
"Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing,"
Econometrica, Econometric Society, vol. 76(1), pages 175-194, January.
- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Cowles Foundation Discussion Papers 1545, Cowles Foundation for Research in Economics, Yale University.
- Richard T. Carson & Yixiao Sun, 2007. "The Tobit model with a non-zero threshold," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 488-502, November.
- Sun, Yixiao, 2006. "Spurious regressions between stationary generalized long memory processes," Economics Letters, Elsevier, vol. 90(3), pages 446-454, March.
- Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006.
"A new approach to robust inference in cointegration,"
Economics Letters, Elsevier, vol. 91(2), pages 300-306, May.
- Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005. "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers 1538, Cowles Foundation for Research in Economics, Yale University.
- Guggenberger, Patrik & Sun, Yixiao, 2006.
"Bias-Reduced Log-Periodogram And Whittle Estimation Of The Long-Memory Parameter Without Variance Inflation,"
Econometric Theory, Cambridge University Press, vol. 22(5), pages 863-912, October.
- Guggenberger, Patrik & Sun, Yixiao, 2004. "Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation," University of California at San Diego, Economics Working Paper Series qt2z99w4sm, Department of Economics, UC San Diego.
- Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2006.
"Spectral Density Estimation And Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(3), pages 837-894, August.
- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004. "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," University of California at San Diego, Economics Working Paper Series qt6mf9q2rt, Department of Economics, UC San Diego.
- Sun, Yixiao, 2004.
"Estimation Of The Long-Run Average Relationship In Nonstationary Panel Time Series,"
Econometric Theory, Cambridge University Press, vol. 20(6), pages 1227-1260, December.
- Sun, Yixiao, 2003. "Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series," University of California at San Diego, Economics Working Paper Series qt5002z0pn, Department of Economics, UC San Diego.
- Donald W. K. Andrews & Yixiao Sun, 2004.
"Adaptive Local Polynomial Whittle Estimation of Long-range Dependence,"
Econometrica, Econometric Society, vol. 72(2), pages 569-614, March.
- ANDREWS, DONALD W & Sun, Yixiao X, 2002. "Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence," University of California at San Diego, Economics Working Paper Series qt9wt048tt, Department of Economics, UC San Diego.
- Donald W.K. Andrews & Yixiao Sun, 2002. "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers 1384, Cowles Foundation for Research in Economics, Yale University.
- Sun, Yixiao, 2004.
"A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS,"
Econometric Theory, Cambridge University Press, vol. 20(5), pages 943-962, October.
- Sun, Yixiao, 2003. "A Convergent t-statistic in Spurious Regressions," University of California at San Diego, Economics Working Paper Series qt150457tv, Department of Economics, UC San Diego.
- Phillips, Peter C.B. & Sun, Yixiao, 2003. "02.3.1. Regression with an Evaporating Logarithmic Trend— Solution," Econometric Theory, Cambridge University Press, vol. 19(4), pages 692-701, August.
- Sun, Yixiao & Phillips, Peter C. B., 2003.
"Nonlinear log-periodogram regression for perturbed fractional processes,"
Journal of Econometrics, Elsevier, vol. 115(2), pages 355-389, August.
- Yixiao Sun & Peter C.B. Phillips, 2002. "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers 1366, Cowles Foundation for Research in Economics, Yale University.
Chapters
- Yixiao Sun, 2014.
"Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation,"
Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 14, pages 23-63,
Emerald Group Publishing Limited.
- Sun, Yixiao, 2014. "Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation," University of California at San Diego, Economics Working Paper Series qt8479f4s2, Department of Economics, UC San Diego.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 35 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (25) 2001-12-04 2003-03-25 2003-10-12 2005-06-14 2005-06-14 2005-11-05 2006-01-24 2008-05-31 2011-10-01 2012-02-27 2012-09-03 2013-08-05 2013-08-05 2013-08-05 2014-06-02 2014-06-28 2015-08-30 2015-10-04 2016-01-18 2019-03-18 2019-04-22 2019-04-22 2019-04-22 2019-06-10 2019-11-25. Author is listed
- NEP-ETS: Econometric Time Series (23) 2001-12-04 2002-11-18 2003-03-25 2003-10-12 2004-07-18 2004-07-18 2004-08-16 2005-06-14 2005-11-05 2006-01-24 2008-05-31 2010-01-30 2012-02-27 2012-03-08 2014-06-02 2015-10-04 2016-01-18 2016-01-18 2017-07-16 2019-03-18 2019-04-22 2019-04-22 2019-04-22. Author is listed
- NEP-GER: German Papers (2) 2015-08-30 2015-08-30
- NEP-AGR: Agricultural Economics (1) 2018-11-19
- NEP-CNA: China (1) 2018-11-19
- NEP-ENV: Environmental Economics (1) 2018-11-19
- NEP-ORE: Operations Research (1) 2008-05-31
- NEP-SEA: South East Asia (1) 2010-01-30
- NEP-TRA: Transition Economics (1) 2018-11-19
- NEP-URE: Urban and Real Estate Economics (1) 2012-09-03
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