Sainan Jin

CFDPs

CFDP 2005 Peter C. B. Phillips, Sainan Jin, "Business Cycles, Trend Elimination, and the HP Filter," (June 2015) [55pp, Abstract]
CFDP 1912 Peter C. B. Phillips, Sainan Jin, "Testing the Martingale Hypothesis," (September 2013) [46pp, Abstract] [See CFP 1443]
CFDP 1749 Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," (January 2010) [50pp, Abstract] [See CFP 1340]
CFDP 1545 Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," (January 2006) [51pp, Abstract] [See CFP 1221]
CFDP 1538 Sainan Jin, Peter C. B. Phillips, Yixiao Sun, "A New Approach to Robust Inference in Cointegration," (October 2005) [15pp, Abstract] [See CFP 1203]
CFDP 1516 Peter C. B. Phillips, Sainan Jin, Ling Hu, "Nonstationary Discrete Choice: A Corrigendum and Addendum," (June 2005) [53pp, Abstract]
CFDP 1513 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Improved HAR Inference Using Power Kernels without Truncation," (June 2005) [51pp, Abstract]
CFDP 1437 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Long Run Variance Estimation Using Steep Origin Kernels without Truncation," (September 2003) [47pp, Abstract] [See CFP 1178]
CFDP 1407 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," (March 2003) [50pp, Abstract]
CFDP 1373 Sainan Jin, Peter C. B. Phillips, "The KPSS Test with Seasonal Dummies," (May 2002) [6pp, Abstract] [See CFP 1132]

CFPs

CFP 1443 Peter C. B. Phillips, Sainan Jin, "Testing the Martingale Hypothesis," Journal of Business and Economic Statistics, (January 2014), 32(4): 537-554 [See CFDP 1912]
CFP 1340 Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Econometric Theory, (December 2011), 27(6): 1320-1368 [See CFDP 1749]
CFP 1221 Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Optimal Bandwith Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica, (January 2008), 76(1): 175-194
CFP 1214 Peter C. B. Phillips, Sainan Jin, Ling Hu, "Nonstationary Discrete Choice: A Corrigendum and Addendum," Journal of Econometrics, (December 2007), 141(1): 1115-1130 [See CFDP 1516]
CFP 1203 Sainan Jin, Peter C. B. Phillips, Yixiao Sun, "A New Approach to Robust Inference in Cointegration," Economics Letters, (May 2006), 91(2): 300-306 [See CFDP 1538]
CFP 1178 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Long Run Variance Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Journal of Statistical Planning and Inference, (March 2007), 137(3): 985-1023 [See CFDP 1437]
CFP 1170 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels without Truncation," International Economic Review, (August 2006), 47(3): 837-894
CFP 1132 Peter C. B. Phillips, Sainan Jin, "The KPSS Test with Seasonal Dummies," Economics Letters, (October 2002), 77(2): 239-243 [See CFDP 1373]