Edit Profile (opens in new tab) Sun, Yixiao Co-Author Distance Author ID: 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 all top 5 Co-Authors 8 single-authored 5 Kim, Minseong 4 Phillips, Peter Charles Bonest 3 Hwang, Jungbin 3 Jin, Sainan 3 Wang, Xuexin 2 Martínez-Iriarte, Julián 2 Yang, Jingjing 1 Andrews, Donald Wilfrid Kao 1 Cao, Bolong 1 Carson, Richard T. 1 Chen, Xiaohong 1 Guggenberger, Patrik 1 Guo, Gangzheng 1 Huang, Meng 1 Kaplan, David M. 1 Liao, Zhipeng 1 Liu, Cheng 1 Montes-Rojas, Gabriel V. 1 Pellatt, Daniel F. 1 Wang, Shaoping 1 White, Halbert Lynn jun. all top 5 Serials 16 Journal of Econometrics 8 Econometric Theory 3 Econometrica 3 The Econometrics Journal 1 Journal of Statistical Planning and Inference 1 Journal of Time Series Analysis 1 Econometric Reviews 1 Economics Letters 1 Communications in Nonlinear Science and Numerical Simulation Fields 35 Statistics (62-XX) 4 Numerical analysis (65-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 11 Fields 230 Statistics (62-XX) 43 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Numerical analysis (65-XX) 18 Probability theory and stochastic processes (60-XX) 4 Real functions (26-XX) 3 Systems theory; control (93-XX) 2 General and overarching topics; collections (00-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 1 History and biography (01-XX) 1 Partial differential equations (35-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year