EconPapers    
Economics at your fingertips  
 

Details about Sainan Jin

Workplace:School of Economics, Singapore Management University, (more information at EDIRC)

Access statistics for papers by Sainan Jin.

Last updated 2020-06-06. Update your information in the RePEc Author Service.

Short-id: pji199


Jump to Journal Articles

Working Papers

2020

  1. Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence
    Economics and Statistics Working Papers, Singapore Management University, School of Economics Downloads

2019

  1. On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation
    Economics and Statistics Working Papers, Singapore Management University, School of Economics Downloads View citations (2)

2018

  1. Identifying Latent Grouped Patterns in Cointegrated Panels
    Economics and Statistics Working Papers, Singapore Management University, School of Economics Downloads
    See also Journal Article in Econometric Theory (2020)

2015

  1. Business Cycles, Trend Elimination, and the HP Filter
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (16)
  2. Robust Forecast Comparison
    Departmental Working Papers, Rutgers University, Department of Economics Downloads View citations (1)
    See also Journal Article in Econometric Theory (2017)

2014

  1. Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models
    Working Papers, Singapore Management University, School of Economics Downloads
    See also Journal Article in Empirical Economics (2015)
  2. Specification Test for Panel Data Models with Interactive Fixed Effects
    Working Papers, Singapore Management University, School of Economics Downloads View citations (3)
    See also Journal Article in Journal of Econometrics (2015)

2013

  1. Testing the Martingale Hypothesis
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in Journal of Business & Economic Statistics (2014)

2010

  1. 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
    See also Journal Article in Econometric Theory (2011)

2007

  1. Demand volatility and the lag between the growth of temporary and permanent employment
    Working Paper Series, Federal Reserve Bank of Chicago Downloads

2006

  1. Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
    See also Journal Article in Econometrica (2008)

2005

  1. A New Approach to Robust Inference in Cointegration
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in Economics Letters (2006)
  2. Improved HAR Inference
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
  3. Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads View citations (1)

2004

  1. Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) Downloads View citations (10)
    Yale School of Management Working Papers, Yale School of Management (2004) Downloads
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) Downloads
  2. Long Run Variance Estimation Using Steep Origin Kernels Without Truncation
    Yale School of Management Working Papers, Yale School of Management Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) Downloads View citations (2)
  3. 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
    See also Journal Article in International Economic Review (2006)

2002

  1. The KPSS Test with Seasonal Dummies
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (4)
    See also Journal Article in Economics Letters (2002)

Journal Articles

2020

  1. IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS
    Econometric Theory, 2020, 36, (3), 410-456 Downloads
    See also Working Paper (2018)

2019

  1. Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
    Journal of Business & Economic Statistics, 2019, 37, (2), 334-349 Downloads View citations (4)

2017

  1. ROBUST FORECAST COMPARISON
    Econometric Theory, 2017, 33, (6), 1306-1351 Downloads View citations (1)
    See also Working Paper (2015)

2015

  1. ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY
    Econometric Theory, 2015, 31, (6), 1153-1191 Downloads View citations (3)
  2. Nonparametric testing for anomaly effects in empirical asset pricing models
    Empirical Economics, 2015, 48, (1), 9-36 Downloads View citations (1)
    See also Working Paper (2014)
  3. Specification test for panel data models with interactive fixed effects
    Journal of Econometrics, 2015, 186, (1), 222-244 Downloads View citations (12)
    See also Working Paper (2014)

2014

  1. Robustify Financial Time Series Forecasting with Bagging
    Econometric Reviews, 2014, 33, (5-6), 575-605 Downloads View citations (6)
  2. Testing the Martingale Hypothesis
    Journal of Business & Economic Statistics, 2014, 32, (4), 537-554 Downloads View citations (4)
    See also Working Paper (2013)

2013

  1. A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence
    Econometric Reviews, 2013, 32, (4), 469-512 Downloads View citations (9)

2012

  1. Sieve estimation of panel data models with cross section dependence
    Journal of Econometrics, 2012, 169, (1), 34-47 Downloads View citations (31)

2011

  1. POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS
    Econometric Theory, 2011, 27, (6), 1320-1368 Downloads View citations (10)
    See also Working Paper (2010)

2010

  1. Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
    Journal of Econometrics, 2010, 157, (1), 18-33 Downloads View citations (30)

2009

  1. Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
    Journal of Econometrics, 2009, 150, (2), 312-321 Downloads View citations (2)

2008

  1. Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing
    Econometrica, 2008, 76, (1), 175-194 Downloads View citations (84)
    See also Working Paper (2006)

2007

  1. Forecasting the car penetration rate (CPR) in China: a nonparametric approach
    Applied Economics, 2007, 39, (17), 2189-2195 Downloads

2006

  1. A new approach to robust inference in cointegration
    Economics Letters, 2006, 91, (2), 300-306 Downloads View citations (6)
    See also Working Paper (2005)
  2. SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION
    International Economic Review, 2006, 47, (3), 837-894 Downloads View citations (28)
    See also Working Paper (2004)
  3. The Rise in House Prices in China: Bubbles or Fundamentals?
    Economics Bulletin, 2006, 3, (7), 1-8 Downloads View citations (7)

2005

  1. A Bootstrap Test for Conditional Symmetry
    Annals of Economics and Finance, 2005, 6, (2), 251-261 Downloads View citations (1)

2002

  1. The KPSS test with seasonal dummies
    Economics Letters, 2002, 77, (2), 239-243 Downloads View citations (5)
    See also Working Paper (2002)
 
Page updated 2020-08-08