Yixiao Sun

CFDPs

CFDP 1849 Xiaohong Chen, Zhipeng Liao, Yixiao Sun, "Sieve Inference on Semi-nonparametric Time Series Models," (February 2012) [54pp, Abstract] [See CFP 1401]
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 1661 Yixiao Sun, Peter C. B. Phillips, "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," (May 2008) [93pp, Abstract]
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 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 1384 Donald W. K. Andrews, Yixiao Sun, "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," (October 2002) [50pp, Abstract] [See CFP 1080]
CFDP 1366 Yixiao Sun, Peter C. B. Phillips, "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," (May 2002) [40pp, Abstract] [See CFP 1077]

CFPs

CFP 1401 Xiaohong Chen, Zhipeng Liao, Yixiao Sun, "Sieve Inference on Possibly Misspecified Semi-nonparametric Time Series Models," Journal of Econometrics, (January 2014), 178(3): 639-658 [See CFDP 1849]
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 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 1117 Yixiao Sun, Peter C. B. Phillips, "Understanding the Fisher Equation," Journal of Applied Econometrics, 19(7): 869-866
CFP 1080 Donald W. K. Andrews, Yixiao Sun, "Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence," Econometrica, (March 2004), 72(2): 569-614 [See CFDP 1384]
CFP 1077 Yixiao Sun, Peter C. B. Phillips, "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Journal of Econometrics, (August 2003), 115(2): 355-389 [See CFDP 1366]