Details about Yixiao Sun

Access statistics for papers by Yixiao Sun.

Last updated 2019-06-24. Update your information in the RePEc Author Service.

Short-id: psu5

Working Papers

2019

1. A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
2. An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
3. Asymptotic F Tests under Possibly Weak Identification
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
   Also in Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University (2019)

2018

4. Does urban-rural income inequality increase agricultural fertilizer or pesticide use? A provincial panel data analysis in China
   2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists
5. Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
   See also Journal Article in Stata Journal (2018)
6. Testing for Moderate Explosiveness in the Presence of Drift
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego

2017

7. Simple, Robust, and Accurate F and t Tests in Cointegrated Systems
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (1)
   Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2016) View citations (1)
   See also Journal Article in Econometric Theory (2018)

2016

8. A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
   Also in Working Papers, Ryerson University, Department of Economics (2015) View citations (2)
   See also Journal Article in Journal of Econometrics (2017)
9. Smoothed estimating equations for instrumental variables quantile regression
   Papers, arXiv.org
   Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2012) View citations (2)
   Working Papers, Department of Economics, University of Missouri (2013) View citations (9)
   See also Journal Article in Econometric Theory (2017)

2015

10. Asymptotic F and t Tests in an Efficient GMM Setting
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    See also Journal Article in Journal of Econometrics (2017)
11. Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (6)
    See also Journal Article in Journal of Econometrics (2018)

2014

12. Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (8)
    See also Chapter (2014)

2013

13. A Flexible Nonparametric Test for Conditional Independence
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (3)
    See also Journal Article in Econometric Theory (2016)
14. Fixed-smoothing Asymptotics in a Two-step GMM Framework
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (3)
15. Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    See also Journal Article in Journal of Econometrics (2014)

2012

16. Asymptotic F Test in a GMM Framework with Cross Sectional Dependence
    Working Papers, Ryerson University, Department of Economics View citations (1)
    See also Journal Article in The Review of Economics and Statistics (2015)
17. Sieve Inference on Semi-nonparametric Time Series Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (8)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (4)

2011

18. A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (5)
19. Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects
    Working Papers, Ryerson University, Department of Economics
    See also Journal Article in Journal of Econometrics (2013)

2010

20. 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
    See also Journal Article in Econometric Theory (2011)

2009

21. k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego

2008

22. Optimal Bandwidth Choice for Interval Estimation in GMM Regression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)

2006

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

2005

24. A New Approach to Robust Inference in Cointegration
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    See also Journal Article in Economics Letters (2006)
25. Adaptive Estimation of the Regression Discontinuity Model
    Econometrics, University Library of Munich, Germany View citations (8)
26. Estimation and Inference in Panel Structure Models
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (4)
27. Improved HAR Inference
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
28. 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

29. Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    See also Journal Article in Econometric Theory (2006)
30. Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
    Yale School of Management Working Papers, Yale School of Management
    Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (10)
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2004)
31. 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 for Research in Economics, Yale University (2003) View citations (2)
32. 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
    See also Journal Article in International Economic Review (2006)

2003

33. A Convergent t-statistic in Spurious Regressions
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    See also Journal Article in Econometric Theory (2004)
34. Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego
    See also Journal Article in Econometric Theory (2004)
35. Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (1)

2002

36. Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (3)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2002) View citations (4)
    See also Journal Article in Econometrica (2004)
37. Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article in Journal of Econometrics (2003)

2001

38. Local Polynomial Whittle Estimation of Long-range Dependence
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (11)

Journal Articles

2019

1. Testing for moderate explosiveness
   Econometrics Journal, 2019, 22, (1), 73-94

2018

2. Heteroskedasticity- and autocorrelation-robust F and t tests in Stata
   Stata Journal, 2018, 18, (4), 951-980
   See also Working Paper (2018)
3. SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS
   Econometric Theory, 2018, 34, (05), 949-984 View citations (2)
   See also Working Paper (2017)
4. Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework
   Journal of Econometrics, 2018, 207, (2), 381-405
   See also Working Paper (2015)

2017

5. A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
   Journal of Econometrics, 2017, 197, (2), 298-322 View citations (3)
   See also Working Paper (2016)
6. Asymptotic F and t tests in an efficient GMM setting
   Journal of Econometrics, 2017, 198, (2), 277-295 View citations (6)
   See also Working Paper (2015)
7. SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
   Econometric Theory, 2017, 33, (01), 105-157 View citations (5)
   See also Working Paper (2016)

2016

8. A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE
   Econometric Theory, 2016, 32, (06), 1434-1482 View citations (5)
   See also Working Paper (2013)
9. BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS
   Econometric Theory, 2016, 32, (06), 1523-1568 View citations (1)

2015

10. Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence
    The Review of Economics and Statistics, 2015, 97, (1), 210-233 View citations (10)
    See also Working Paper (2012)

2014

11. Comment
    Journal of Business & Economic Statistics, 2014, 32, (3), 330-334
12. Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework
    Econometrica, 2014, 82, 2327-2370 View citations (7)
13. Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference
    Journal of Econometrics, 2014, 178, (P3), 659-677 View citations (23)
    See also Working Paper (2013)
14. Sieve inference on possibly misspecified semi-nonparametric time series models
    Journal of Econometrics, 2014, 178, (P3), 639-658 View citations (22)

2013

15. A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
    Econometrics Journal, 2013, 16, (1), 1-26 View citations (25)
16. Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
    Journal of Econometrics, 2013, 177, (1), 85-108 View citations (21)
    See also Working Paper (2011)

2012

17. Simple and powerful GMM over-identification tests with accurate size
    Journal of Econometrics, 2012, 166, (2), 267-281 View citations (13)

2011

18. Asymptotic distributions of impulse response functions in short panel vector autoregressions
    Journal of Econometrics, 2011, 163, (2), 127-143 View citations (5)
19. POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS
    Econometric Theory, 2011, 27, (06), 1320-1368 View citations (9)
    See also Working Paper (2010)
20. Robust trend inference with series variance estimator and testing-optimal smoothing parameter
    Journal of Econometrics, 2011, 164, (2), 345-366 View citations (28)
21. Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
    Journal of Econometrics, 2011, 160, (2), 349-371 View citations (23)

2008

22. Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing
    Econometrica, 2008, 76, (1), 175-194 View citations (79)
    See also Working Paper (2006)

2007

23. The Tobit model with a non-zero threshold
    Econometrics Journal, 2007, 10, (3), 488-502 View citations (62)

2006

24. A new approach to robust inference in cointegration
    Economics Letters, 2006, 91, (2), 300-306 View citations (6)
    See also Working Paper (2005)
25. BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION
    Econometric Theory, 2006, 22, (05), 863-912 View citations (6)
    See also Working Paper (2004)
26. SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION
    International Economic Review, 2006, 47, (3), 837-894 View citations (28)
    See also Working Paper (2004)
27. Spurious regressions between stationary generalized long memory processes
    Economics Letters, 2006, 90, (3), 446-454 View citations (5)

2004

28. A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS
    Econometric Theory, 2004, 20, (05), 943-962 View citations (19)
    See also Working Paper (2003)
29. Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
    Econometrica, 2004, 72, (2), 569-614 View citations (63)
    See also Working Paper (2002)
30. ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES
    Econometric Theory, 2004, 20, (06), 1227-1260 View citations (4)
    See also Working Paper (2003)

2003

31. 02.3.1. Regression with an Evaporating Logarithmic Trend Solution
    Econometric Theory, 2003, 19, (04), 692-701 View citations (1)
32. Nonlinear log-periodogram regression for perturbed fractional processes
    Journal of Econometrics, 2003, 115, (2), 355-389 View citations (56)
    See also Working Paper (2002)

Chapters

2014

1. Fixed-smoothing Asymptotics and Asymptotic: F: and: t: Tests in the Presence of Strong Autocorrelation
   A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 23-63 View citations (3)
   See also Working Paper (2014)