Details about Sainan Jin
Access statistics for papers by Sainan Jin.
Last updated 2024-02-09. Update your information in the RePEc Author Service.
Short-id: pji199
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Working Papers
2020
- Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence
Economics and Statistics Working Papers, Singapore Management University, School of Economics View citations (3)
See also Journal Article Nonstationary panel models with latent group structures and cross-section dependence, Journal of Econometrics, Elsevier (2021) View citations (9) (2021)
2019
- On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation
Economics and Statistics Working Papers, Singapore Management University, School of Economics View citations (10)
See also Journal Article On factor models with random missing: EM estimation, inference, and cross validation, Journal of Econometrics, Elsevier (2021) View citations (15) (2021)
2018
- Identifying Latent Grouped Patterns in Cointegrated Panels
Economics and Statistics Working Papers, Singapore Management University, School of Economics View citations (2)
See also Journal Article IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS, Econometric Theory, Cambridge University Press (2020) View citations (8) (2020)
2015
- Business Cycles, Trend Elimination, and the HP Filter
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (37)
See also Journal Article BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2021) View citations (15) (2021)
- Robust Forecast Comparison
Departmental Working Papers, Rutgers University, Department of Economics View citations (1)
See also Journal Article ROBUST FORECAST COMPARISON, Econometric Theory, Cambridge University Press (2017) View citations (9) (2017)
2014
- Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models
Working Papers, Singapore Management University, School of Economics ![Downloads](/downloads_econpapers.gif)
See also Journal Article Nonparametric testing for anomaly effects in empirical asset pricing models, Empirical Economics, Springer (2015) View citations (1) (2015)
- Specification Test for Panel Data Models with Interactive Fixed Effects
Working Papers, Singapore Management University, School of Economics View citations (3)
See also Journal Article Specification test for panel data models with interactive fixed effects, Journal of Econometrics, Elsevier (2015) View citations (31) (2015)
2013
- Testing the Martingale Hypothesis
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
See also Journal Article Testing the Martingale Hypothesis, Journal of Business & Economic Statistics, Taylor & Francis Journals (2014) View citations (8) (2014)
2010
- Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University ![Downloads](/downloads_econpapers.gif)
See also Journal Article POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS, Econometric Theory, Cambridge University Press (2011) View citations (12) (2011)
2007
- Demand volatility and the lag between the growth of temporary and permanent employment
Working Paper Series, Federal Reserve Bank of Chicago
2006
- Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
See also Journal Article Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing, Econometrica, Econometric Society (2008) View citations (118) (2008)
2005
- A New Approach to Robust Inference in Cointegration
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University ![Downloads](/downloads_econpapers.gif)
See also Journal Article A new approach to robust inference in cointegration, Economics Letters, Elsevier (2006) View citations (7) (2006)
- Improved HAR Inference
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
- Nonstationary Discrete Choice: A Corrigendum and Addendum
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
See also Journal Article Nonstationary discrete choice: A corrigendum and addendum, Journal of Econometrics, Elsevier (2007) View citations (10) (2007)
- Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (1)
2004
- Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
Yale School of Management Working Papers, Yale School of Management ![Downloads](/downloads_econpapers.gif)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (12) Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) ![Downloads](/downloads_econpapers.gif) University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2004)
- Long Run Variance Estimation Using Steep Origin Kernels Without Truncation
Yale School of Management Working Papers, Yale School of Management ![Downloads](/downloads_econpapers.gif)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (4)
- Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego ![Downloads](/downloads_econpapers.gif)
See also Journal Article 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 (2006) View citations (30) (2006)
2002
- The KPSS Test with Seasonal Dummies
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (11)
See also Journal Article The KPSS test with seasonal dummies, Economics Letters, Elsevier (2002) View citations (12) (2002)
Journal Articles
2023
- Robust forecast superiority testing with an application to assessing pools of expert forecasters
Journal of Applied Econometrics, 2023, 38, (4), 596-622
2021
- BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER
International Economic Review, 2021, 62, (2), 469-520 View citations (15)
See also Working Paper Business Cycles, Trend Elimination, and the HP Filter, Cowles Foundation Discussion Papers (2015) View citations (37) (2015)
- Nonstationary panel models with latent group structures and cross-section dependence
Journal of Econometrics, 2021, 221, (1), 198-222 View citations (9)
See also Working Paper Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence, Economics and Statistics Working Papers (2020) View citations (3) (2020)
- On factor models with random missing: EM estimation, inference, and cross validation
Journal of Econometrics, 2021, 222, (1), 745-777 View citations (15)
See also Working Paper On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation, Economics and Statistics Working Papers (2019) View citations (10) (2019)
2020
- IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS
Econometric Theory, 2020, 36, (3), 410-456 View citations (8)
See also Working Paper Identifying Latent Grouped Patterns in Cointegrated Panels, Economics and Statistics Working Papers (2018) View citations (2) (2018)
2019
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
Journal of Business & Economic Statistics, 2019, 37, (2), 334-349 View citations (30)
2017
- ROBUST FORECAST COMPARISON
Econometric Theory, 2017, 33, (6), 1306-1351 View citations (9)
See also Working Paper Robust Forecast Comparison, Departmental Working Papers (2015) View citations (1) (2015)
2015
- ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY
Econometric Theory, 2015, 31, (6), 1153-1191 View citations (4)
- Nonparametric testing for anomaly effects in empirical asset pricing models
Empirical Economics, 2015, 48, (1), 9-36 View citations (1)
See also Working Paper Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models, Working Papers (2014) (2014)
- Specification test for panel data models with interactive fixed effects
Journal of Econometrics, 2015, 186, (1), 222-244 View citations (31)
See also Working Paper Specification Test for Panel Data Models with Interactive Fixed Effects, Working Papers (2014) View citations (3) (2014)
2014
- Robustify Financial Time Series Forecasting with Bagging
Econometric Reviews, 2014, 33, (5-6), 575-605 View citations (17)
- Testing the Martingale Hypothesis
Journal of Business & Economic Statistics, 2014, 32, (4), 537-554 View citations (8)
See also Working Paper Testing the Martingale Hypothesis, Cowles Foundation Discussion Papers (2013) View citations (1) (2013)
2013
- A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence
Econometric Reviews, 2013, 32, (4), 469-512 View citations (12)
2012
- Sieve estimation of panel data models with cross section dependence
Journal of Econometrics, 2012, 169, (1), 34-47 View citations (60)
2011
- POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS
Econometric Theory, 2011, 27, (6), 1320-1368 View citations (12)
See also Working Paper Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels, Cowles Foundation Discussion Papers (2010) (2010)
2010
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
Journal of Econometrics, 2010, 157, (1), 18-33 View citations (57)
2009
- Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
Journal of Econometrics, 2009, 150, (2), 312-321 View citations (2)
2008
- Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing
Econometrica, 2008, 76, (1), 175-194 View citations (118)
See also Working Paper Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing, Cowles Foundation Discussion Papers (2006) View citations (3) (2006)
2007
- Forecasting the car penetration rate (CPR) in China: a nonparametric approach
Applied Economics, 2007, 39, (17), 2189-2195
- Nonstationary discrete choice: A corrigendum and addendum
Journal of Econometrics, 2007, 141, (2), 1115-1130 View citations (10)
See also Working Paper Nonstationary Discrete Choice: A Corrigendum and Addendum, Cowles Foundation Discussion Papers (2005) View citations (4) (2005)
2006
- A new approach to robust inference in cointegration
Economics Letters, 2006, 91, (2), 300-306 View citations (7)
See also Working Paper A New Approach to Robust Inference in Cointegration, Cowles Foundation Discussion Papers (2005) (2005)
- SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION
International Economic Review, 2006, 47, (3), 837-894 View citations (30)
See also Working Paper Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation, University of California at San Diego, Economics Working Paper Series (2004) (2004)
- The Rise in House Prices in China: Bubbles or Fundamentals?
Economics Bulletin, 2006, 3, (7), 1-8 View citations (8)
2005
- A Bootstrap Test for Conditional Symmetry
Annals of Economics and Finance, 2005, 6, (2), 251-261 View citations (1)
2002
- The KPSS test with seasonal dummies
Economics Letters, 2002, 77, (2), 239-243 View citations (12)
See also Working Paper The KPSS Test with Seasonal Dummies, Cowles Foundation Discussion Papers (2002) View citations (11) (2002)
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