Details about Yixiao Sun

Access statistics for papers by Yixiao Sun.

Last updated 2007-01-18. Update your information in the RePEc Author Service.

Short-id: psu5

Working Papers

2005

1. A New Approach to Robust Inference in Cointegration
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
2. Adaptive Estimation of the Regression Discontinuity Model
   Econometrics, EconWPA View citations
3. Improved HAR Inference
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

2004

4. Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
   Econometric Society 2004 North American Winter Meetings, Econometric Society
   Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2003) View citations
   Yale School of Management Working Papers, Yale School of Management (2004)
5. Long Run Variance Estimation Using Steep Origin Kernels Without Truncation
   Yale School of Management Working Papers, Yale School of Management
   Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2003) View citations

2002

6. Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
   See also Journal Article in Econometrica (2004)
7. Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
   See also Journal Article in Journal of Econometrics (2003)

2001

8. Local Polynomial Whittle Estimation of Long-range Dependence
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

Journal Articles

2004

1. Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
   Econometrica, 2004, 72, (2), 569-614 View citations
   See also Working Paper (2002)

2003

2. Nonlinear log-periodogram regression for perturbed fractional processes
   Journal of Econometrics, 2003, 115, (2), 355-389 View citations
   See also Working Paper (2002)