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~person:"Sun, Yixiao"
~subject:"Estimation theory"
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Estimation theory
Schätztheorie
65
Theorie
41
Theory
41
Autocorrelation
36
Autokorrelation
36
Statistical test
35
Statistischer Test
35
Time series analysis
35
Zeitreihenanalyse
35
Heteroscedasticity
29
Heteroskedastizität
29
Regression analysis
29
Regressionsanalyse
29
Robust statistics
25
Robustes Verfahren
25
Method of moments
15
Momentenmethode
15
Core
10
Fixed-smoothing asymptotics
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Cointegration
7
F distribution
7
Kointegration
7
Panel
6
Panel study
6
Statistical distribution
5
Statistische Verteilung
5
Causality analysis
4
IV-Schätzung
4
Induktive Statistik
4
Instrumental variables
4
Kausalanalyse
4
Nichtlineare Regression
4
Nonlinear regression
4
Statistical inference
4
Statistical theory
4
Statistische Methodenlehre
4
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4
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41
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23
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23
Graue Literatur
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22
Arbeitspapier
17
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2
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English
65
Author
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Sun, Yixiao
Phillips, Peter C. B.
298
Pesaran, M. Hashem
184
Gao, Jiti
162
Härdle, Wolfgang
144
Linton, Oliver
141
Andrews, Donald W. K.
136
Newey, Whitney K.
126
McAleer, Michael
109
Chernozhukov, Victor
106
Baltagi, Badi H.
105
Chen, Xiaohong
98
Kapetanios, George
91
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Horowitz, Joel
69
Su, Liangjun
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
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University of California, San Diego / Department of Economics
4
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Journal of econometrics
11
Cowles Foundation discussion paper
7
Econometric theory
5
Recent work / Department of Economics, UC San Diego
5
Recent work / Department of Economics, UCSD
4
Discussion paper / Department of Economics, University of California San Diego
3
Cowles Foundation Discussion Paper
2
The econometrics journal
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion papers / Department of Economics, University of California San Diego
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of Peter C. B. Phillips
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
Working paper series / Department of Economics, University of Missouri-Columbia
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ECONIS (ZBW)
65
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1
The Statistics of Cross-Sectional Information Coefficient
Ding, Zhuanxin
;
Sun, Yixiao
-
2022
strikingly close to what
theory
suggests. We also conduct empirical simulation using actual quantitative factors and the …
Persistent link: https://www.econbiz.de/10013308830
Saved in:
2
The statistics of time varying cross-sectional information coefficients
Ding, Zhuanxin
;
Sun, Yixiao
- In:
The journal of asset management : a major new, …
24
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013556592
Saved in:
3
Location-scale and compensated effects in unconditional quantile regressions
Martinez-Iriarte, Julian
;
Montes-Rojas, Gabriel
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2022
Persistent link: https://www.econbiz.de/10012872849
Saved in:
4
Identification and estimation of unconditional policy effects of an endogenous binary treatment : an unconditional MTE approach
Martínez-Iriarte, Julián
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2021
Persistent link: https://www.econbiz.de/10012504094
Saved in:
5
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
6
Some extensions of asymptotic F and t
theory
in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
Saved in:
7
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2020
Persistent link: https://www.econbiz.de/10012504149
Saved in:
8
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
Sun, Yixiao
;
Wang, Xuexin
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 177-206
Persistent link: https://www.econbiz.de/10013167603
Saved in:
9
A simple asymptotically F-distributed portmanteau test for diagnostic checking of time series models with uncorrelated innovations
Wang, Xuexin
;
Sun, Yixiao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 505-521
Persistent link: https://www.econbiz.de/10013533447
Saved in:
10
A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2019
Persistent link: https://www.econbiz.de/10011987343
Saved in:
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