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Author ID: sun.yixiao Recent zbMATH articles by "Sun, Yixiao"
Published as: Sun, Yixiao
Homepage: https://econweb.ucsd.edu/~yisun/
External Links: MGP
Documents Indexed: 36 Publications since 2003
Co-Authors: 20 Co-Authors with 26 Joint Publications
490 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

31 Publications have been cited 373 times in 239 Documents Cited by Year
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing. Zbl 1132.62073
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan
74
2008
Adaptive local polynomial Whittle estimation of long-range dependence. Zbl 1131.62317
Andrews, Donald W. K.; Sun, Yixiao
43
2004
Let’s fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference. Zbl 1293.62108
Sun, Yixiao
32
2014
Robust trend inference with series variance estimator and testing-optimal smoothing parameter. Zbl 1441.62880
Sun, Yixiao
23
2011
Nonlinear log-periodogram regression for perturbed fractional processes. Zbl 1027.62067
Sun, Yixiao; Phillips, Peter C. B.
22
2003
A heteroskedasticity and autocorrelation robust \(F\) test using an orthonormal series variance estimator. Zbl 1521.62174
Sun, Yixiao
20
2013
Sieve inference on possibly misspecified semi-nonparametric time series models. Zbl 1293.62182
Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao
18
2014
Fixed-smoothing asymptotics in a two-step generalized method of moments framework. Zbl 1410.62083
Sun, Yixiao
17
2014
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix. Zbl 1441.62775
Kim, Min Seong; Sun, Yixiao
14
2011
Long run variance estimation and robust regression testing using sharp origin kernels with no truncation. Zbl 1104.62099
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan
13
2007
Smoothed estimating equations for instrumental variables quantile regression. Zbl 1441.62768
Kaplan, David M.; Sun, Yixiao
13
2017
A convergent \(t\)-statistic in spurious regressions. Zbl 1071.62061
Sun, Yixiao
12
2004
A flexible nonparametric test for conditional independence. Zbl 1385.62015
Huang, Meng; Sun, Yixiao; White, Halbert
12
2016
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects. Zbl 1285.62107
Kim, Min Seong; Sun, Yixiao
12
2013
Simple and powerful GMM over-identification tests with accurate size. Zbl 1441.62881
Sun, Yixiao; Kim, Min Seong
10
2012
Asymptotic \(F\) and \(t\) tests in an efficient GMM setting. Zbl 1395.62269
Hwang, Jungbin; Sun, Yixiao
9
2017
The Tobit model with a non-zero threshold. Zbl 1126.62116
Carson, Richard T.; Sun, Yixiao
6
2007
Bootstrap and \(k\)-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models. Zbl 1385.62024
Kim, Min Seong; Sun, Yixiao
5
2016
Simple, robust, and accurate \(F\) and \(t\) tests in cointegrated systems. Zbl 1400.62180
Hwang, Jungbin; Sun, Yixiao
5
2018
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels. Zbl 1442.62205
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan
4
2011
Bias-reduced log-periodogram and Whittle estimation of the long-memory parameter without variance inflation. Zbl 1125.62108
Guggenberger, Patrik; Sun, Yixiao
4
2006
Fixed-smoothing asymptotics and asymptotic \(F\) and \(t\) tests in the presence of strong autocorrelation. Zbl 1453.62645
Sun, Yixiao
4
2014
Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework. Zbl 1452.62649
Hwang, Jungbin; Sun, Yixiao
4
2018
Estimation of the long-run average relationship in nonstationary panel time series. Zbl 1069.62071
Sun, Yixiao
3
2004
Spurious regressions between stationary generalized long memory processes. Zbl 1255.62284
Sun, Yixiao
3
2006
Asymptotic distributions of impulse response functions in short panel vector autoregressions. Zbl 1441.62628
Cao, Bolong; Sun, Yixiao
2
2011
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data. Zbl 1422.62151
Kim, Min Seong; Sun, Yixiao; Yang, Jingjing
2
2017
Testing for moderate explosiveness. Zbl 07547360
Guo, Gangzheng; Sun, Yixiao; Wang, Shaoping
2
2019
Asymptotic F tests under possibly weak identification. Zbl 1456.62211
Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin
2
2020
A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions. Zbl 1452.62659
Liu, Cheng; Sun, Yixiao
2
2019
An asymptotic \(F\) test for uncorrelatedness in the presence of time series dependence. Zbl 1450.62105
Wang, Xuexin; Sun, Yixiao
1
2020
Asymptotic F tests under possibly weak identification. Zbl 1456.62211
Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin
2
2020
An asymptotic \(F\) test for uncorrelatedness in the presence of time series dependence. Zbl 1450.62105
Wang, Xuexin; Sun, Yixiao
1
2020
Testing for moderate explosiveness. Zbl 07547360
Guo, Gangzheng; Sun, Yixiao; Wang, Shaoping
2
2019
A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions. Zbl 1452.62659
Liu, Cheng; Sun, Yixiao
2
2019
Simple, robust, and accurate \(F\) and \(t\) tests in cointegrated systems. Zbl 1400.62180
Hwang, Jungbin; Sun, Yixiao
5
2018
Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework. Zbl 1452.62649
Hwang, Jungbin; Sun, Yixiao
4
2018
Smoothed estimating equations for instrumental variables quantile regression. Zbl 1441.62768
Kaplan, David M.; Sun, Yixiao
13
2017
Asymptotic \(F\) and \(t\) tests in an efficient GMM setting. Zbl 1395.62269
Hwang, Jungbin; Sun, Yixiao
9
2017
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data. Zbl 1422.62151
Kim, Min Seong; Sun, Yixiao; Yang, Jingjing
2
2017
A flexible nonparametric test for conditional independence. Zbl 1385.62015
Huang, Meng; Sun, Yixiao; White, Halbert
12
2016
Bootstrap and \(k\)-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models. Zbl 1385.62024
Kim, Min Seong; Sun, Yixiao
5
2016
Let’s fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference. Zbl 1293.62108
Sun, Yixiao
32
2014
Sieve inference on possibly misspecified semi-nonparametric time series models. Zbl 1293.62182
Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao
18
2014
Fixed-smoothing asymptotics in a two-step generalized method of moments framework. Zbl 1410.62083
Sun, Yixiao
17
2014
Fixed-smoothing asymptotics and asymptotic \(F\) and \(t\) tests in the presence of strong autocorrelation. Zbl 1453.62645
Sun, Yixiao
4
2014
A heteroskedasticity and autocorrelation robust \(F\) test using an orthonormal series variance estimator. Zbl 1521.62174
Sun, Yixiao
20
2013
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects. Zbl 1285.62107
Kim, Min Seong; Sun, Yixiao
12
2013
Simple and powerful GMM over-identification tests with accurate size. Zbl 1441.62881
Sun, Yixiao; Kim, Min Seong
10
2012
Robust trend inference with series variance estimator and testing-optimal smoothing parameter. Zbl 1441.62880
Sun, Yixiao
23
2011
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix. Zbl 1441.62775
Kim, Min Seong; Sun, Yixiao
14
2011
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels. Zbl 1442.62205
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan
4
2011
Asymptotic distributions of impulse response functions in short panel vector autoregressions. Zbl 1441.62628
Cao, Bolong; Sun, Yixiao
2
2011
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing. Zbl 1132.62073
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan
74
2008
Long run variance estimation and robust regression testing using sharp origin kernels with no truncation. Zbl 1104.62099
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan
13
2007
The Tobit model with a non-zero threshold. Zbl 1126.62116
Carson, Richard T.; Sun, Yixiao
6
2007
Bias-reduced log-periodogram and Whittle estimation of the long-memory parameter without variance inflation. Zbl 1125.62108
Guggenberger, Patrik; Sun, Yixiao
4
2006
Spurious regressions between stationary generalized long memory processes. Zbl 1255.62284
Sun, Yixiao
3
2006
Adaptive local polynomial Whittle estimation of long-range dependence. Zbl 1131.62317
Andrews, Donald W. K.; Sun, Yixiao
43
2004
A convergent \(t\)-statistic in spurious regressions. Zbl 1071.62061
Sun, Yixiao
12
2004
Estimation of the long-run average relationship in nonstationary panel time series. Zbl 1069.62071
Sun, Yixiao
3
2004
Nonlinear log-periodogram regression for perturbed fractional processes. Zbl 1027.62067
Sun, Yixiao; Phillips, Peter C. B.
22
2003
all top 5

Cited by 338 Authors

19 Sun, Yixiao
9 Phillips, Peter Charles Bonest
9 Vogelsang, Timothy J.
8 Su, Liangjun
7 Hwang, Jungbin
6 Arteche, Josu
6 Chen, Xiaohong
5 Kim, Minseong
5 Liao, Zhipeng
5 Politis, Dimitris Nicolas
5 Shao, Xiaofeng
4 Giraitis, Liudas
4 Lu, Xun
4 McElroy, Tucker S.
4 Nielsen, Morten Ørregaard
4 Nordman, Daniel J.
4 Reisen, Valdério Anselmo
4 Wang, Qiying
4 White, Halbert Lynn jun.
3 Casini, Alessandro
3 Conley, Timothy G.
3 Frederiksen, Per Houmann
3 Galvao, Antonio F. jun.
3 Gonçalves, Sílvia
3 Hidalgo, Javier
3 Hsu, Yu-Chin
3 Hualde, Javier
3 Iacone, Fabrizio
3 Jin, Sainan
3 Kapetanios, George
3 Lahiri, Soumendra Nath
3 Martin, Gael M.
3 Orbe, Jesus
3 Perron, Pierre
3 Poskitt, Donald Stephen
3 Robinson, Peter Michael
3 Wang, Xuexin
3 Yang, Jingjing
3 Zhang, Xianyang
2 Abadir, Karim M.
2 Baek, Changryong
2 Baillie, Richard T.
2 Bardet, Jean-Marc
2 Bester, C. Alan
2 Bibi, Hatem
2 Dalla, Violetta
2 de Castro, Luciano I.
2 Distaso, Walter
2 Gao, Jiti
2 Grose, Simone D.
2 Hansen, Christian B.
2 He, Xuming
2 Hong, Yongmiao
2 Kang, Byunghoon
2 Kaplan, David M.
2 Kojevnikov, Denis
2 Landajo, Manuel
2 Lee, Seojeong
2 Li, Jiajia
2 Linton, Oliver Bruce
2 Lu, Ye
2 McCloskey, Adam
2 Morana, Claudio
2 Moulines, Eric
2 Müller, Ulrich K.
2 Nielsen, Frank S.
2 Pan, Xiaoou
2 Papailias, Fotis
2 Park, Joon Y.
2 Potscher, Benedikt M.
2 Preinerstorfer, David
2 Presno, María José
2 Rho, Seunghwa
2 Roy, Anindya
2 Schafgans, Marcia M. A.
2 Sibbertsen, Philipp
2 Song, Kyungchul
2 Song, Xiaojun
2 Tan, Kean Ming
2 Taqqu, Murad S.
2 Taylor, A. M. Robert
2 Trapani, Lorenzo
2 Valdés, Gonzalo
2 Wang, Xia
2 Watson, Mark W.
2 Wei, Guoliang
2 Wenger, Kai
2 Wu, Jilin
2 Wu, Wei Biao
2 Xiao, Zhijie
2 Xu, Keli
2 Yang, Thomas Tao
2 Zhou, Wen-Xin
1 Alsaadi, Fuad Eid Salem
1 An, Yonghong
1 Andreasen, Martin Møller
1 Arisido, Maeregu Woldeyes
1 Atchadé, Yves F.
1 Bartalotti, Otávio
1 Bekaert, Geert
...and 238 more Authors
all top 5

Cited in 43 Serials

91 Journal of Econometrics
30 Econometric Theory
19 Journal of Time Series Analysis
13 Econometric Reviews
10 Economics Letters
10 Computational Statistics and Data Analysis
8 The Annals of Statistics
8 Journal of Statistical Planning and Inference
4 Bernoulli
4 Electronic Journal of Statistics
4 Journal of Business and Economic Statistics
2 Annals of the Institute of Statistical Mathematics
2 Communications in Statistics. Theory and Methods
2 The Econometrics Journal
2 Journal of the Korean Statistical Society
2 AStA. Advances in Statistical Analysis
1 Journal of the Franklin Institute
1 Physica A
1 Applied Mathematics and Computation
1 International Statistical Review
1 Journal of the American Statistical Association
1 Journal of Multivariate Analysis
1 Mathematics and Computers in Simulation
1 Operations Research
1 Statistics & Probability Letters
1 Statistics
1 Journal of Economic Dynamics & Control
1 Computational Statistics
1 European Journal of Operational Research
1 Journal of Statistical Computation and Simulation
1 International Journal of Robust and Nonlinear Control
1 Studies in Nonlinear Dynamics and Econometrics
1 Fractional Calculus & Applied Analysis
1 Journal of Applied Statistics
1 Journal of Probability and Statistics
1 Sankhyā. Series A
1 Quantitative Economics
1 Journal of Time Series Econometrics
1 Dependence Modeling
1 Journal of Econometric Methods
1 AIMS Mathematics
1 Japanese Journal of Statistics and Data Science
1 Environmetrics

Citations by Year