Sainan Jin
Names
Identifer
Contact
Affiliations
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Tsinghua University
/ School of Economics and Management (weight: 50%)
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Tsinghua University
/ Institute of Economics (weight: 50%)
Research profile
author of:
- Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ (RePEc:cdl:ucsdec:qt16b3j2hd)
by Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan - Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation (RePEc:cdl:ucsdec:qt6d36x00z)
by Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan - Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation (RePEc:cdl:ucsdec:qt6mf9q2rt)
by Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan - A Bootstrap Test for Conditional Symmetry (RePEc:cuf:journl:y:2005:v:6:i:2:p:251-261)
by Liangjun Su & Sainan Jin - Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels (RePEc:cup:etheor:v:27:y:2011:i:06:p:1320-1368_00)
by Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan - Adaptive Nonparametric Regression With Conditional Heteroskedasticity (RePEc:cup:etheor:v:31:y:2015:i:06:p:1153-1191_00)
by Jin, Sainan & Su, Liangjun & Xiao, Zhijie - Robust Forecast Comparison (RePEc:cup:etheor:v:33:y:2017:i:06:p:1306-1351_00)
by Jin, Sainan & Corradi, Valentina & Swanson, Norman R. - Identifying Latent Grouped Patterns In Cointegrated Panels (RePEc:cup:etheor:v:36:y:2020:i:3:p:410-456_3)
by Huang, Wenxin & Jin, Sainan & Su, Liangjun - The KPSS Test with Seasonal Dummies (RePEc:cwl:cwldpp:1373)
by Sainan Jin & Peter C.B. Phillips - Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation (RePEc:cwl:cwldpp:1407)
by Peter C.B. Phillips & Yixiao Sun & Sainan Jin - Long Run Variance Estimation Using Steep Origin Kernels without Truncation (RePEc:cwl:cwldpp:1437)
by Peter C.B. Phillips & Yixiao Sun & Sainan Jin - Improved HAR Inference (RePEc:cwl:cwldpp:1513)
by Peter C.B. Phillips & Yixiao Sun & Sainan Jin - Nonstationary Discrete Choice: A Corrigendum and Addendum (RePEc:cwl:cwldpp:1516)
by Peter C.B. Phillips & Sainan Jin & Ling Hu - A New Approach to Robust Inference in Cointegration (RePEc:cwl:cwldpp:1538)
by Sainan Jin & Peter C.B. Phillips & Yixiao Sun - Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing (RePEc:cwl:cwldpp:1545)
by Yixiao Sun & Peter C. B. Phillips & Sainan Jin - Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels (RePEc:cwl:cwldpp:1749)
by Yixiao Sun & Peter C.B. Phillips & Sainan Jin - Testing the Martingale Hypothesis (RePEc:cwl:cwldpp:1912)
by Peter C.B. Phillips & Sainan Jin - Business Cycles, Trend Elimination, and the HP Filter (RePEc:cwl:cwldpp:2005)
by Peter C. B. Phillips & Sainan Jin - The Rise in House Prices in China: Bubbles or Fundamentals? (RePEc:ebl:ecbull:eb-06c20006)
by Sainan Jin & Wanjun Jiang & Liangjun Su & Jianying Hu - Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing (RePEc:ecm:emetrp:v:76:y:2008:i:1:p:175-194)
by Yixiao Sun & Peter C. B. Phillips & Sainan Jin - Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation (RePEc:ecm:nawm04:299)
by Sainan Jin & Peter Phillips & Yixiao Sun - The KPSS test with seasonal dummies (RePEc:eee:ecolet:v:77:y:2002:i:2:p:239-243)
by Phillips, Peter C. B. & Jin, Sainan - A new approach to robust inference in cointegration (RePEc:eee:ecolet:v:91:y:2006:i:2:p:300-306)
by Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao - Nonstationary discrete choice: A corrigendum and addendum (RePEc:eee:econom:v:141:y:2007:i:2:p:1115-1130)
by Phillips, Peter C.B. & Jin, Sainan & Hu, Ling - Discrete choice modeling with nonstationary panels applied to exchange rate regime choice (RePEc:eee:econom:v:150:y:2009:i:2:p:312-321)
by Jin, Sainan - Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (RePEc:eee:econom:v:157:y:2010:i:1:p:18-33)
by Su, Liangjun & Jin, Sainan - Sieve estimation of panel data models with cross section dependence (RePEc:eee:econom:v:169:y:2012:i:1:p:34-47)
by Su, Liangjun & Jin, Sainan - Specification test for panel data models with interactive fixed effects (RePEc:eee:econom:v:186:y:2015:i:1:p:222-244)
by Su, Liangjun & Jin, Sainan & Zhang, Yonghui - Nonstationary panel models with latent group structures and cross-section dependence (RePEc:eee:econom:v:221:y:2021:i:1:p:198-222)
by Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun - On factor models with random missing: EM estimation, inference, and cross validation (RePEc:eee:econom:v:222:y:2021:i:1:p:745-777)
by Jin, Sainan & Miao, Ke & Su, Liangjun - Demand volatility and the lag between the growth of temporary and permanent employment (RePEc:fip:fedhwp:wp-07-19)
by Sainan Jin & Yukako Ono & Qinghua Zhang - Spectral Density Estimation And Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation (RePEc:ier:iecrev:v:47:y:2006:i:3:p:837-894)
by Peter C. B. Phillips & Yixiao Sun & Sainan Jin - Identifying Latent Grouped Patterns in Cointegrated Panels (RePEc:ris:smuesw:2019_003)
by Huang, Wenxin & Jin, Sainan & Su, Liangjun - On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation (RePEc:ris:smuesw:2019_004)
by Su, Liangjun & Miao, Ke & Jin, Sainan - Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence (RePEc:ris:smuesw:2020_007)
by Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun - Robust Forecast Comparison (RePEc:rut:rutres:201502)
by Sainan Jin & Valentina Corradi & Norman Swanson - Specification Test for Panel Data Models with Interactive Fixed Effects (RePEc:siu:wpaper:08-2014)
by Liangjun Su & Sainan Jin & Yonghui Zhang - Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models (RePEc:siu:wpaper:09-2014)
by Sainan Jin & Liangjun Su & Yonghui Zhang - Nonparametric testing for anomaly effects in empirical asset pricing models (RePEc:spr:empeco:v:48:y:2015:i:1:p:9-36)
by Sainan Jin & Liangjun Su & Yonghui Zhang - Forecasting the car penetration rate (CPR) in China: a nonparametric approach (RePEc:taf:applec:v:39:y:2007:i:17:p:2189-2195)
by Sainan Jin & Liangjun Su - A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence (RePEc:taf:emetrv:v:32:y:2013:i:4:p:469-512)
by Sainan Jin & Liangjun Su - Robustify Financial Time Series Forecasting with Bagging (RePEc:taf:emetrv:v:33:y:2014:i:5-6:p:575-605)
by Sainan Jin & Liangjun Su & Aman Ullah - Testing the Martingale Hypothesis (RePEc:taf:jnlbes:v:32:y:2014:i:4:p:537-554)
by Peter C. B. Phillips & Sainan Jin - Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (RePEc:taf:jnlbes:v:37:y:2019:i:2:p:334-349)
by Liangjun Su & Xia Wang & Sainan Jin - Business Cycles, Trend Elimination, And The Hp Filter (RePEc:wly:iecrev:v:62:y:2021:i:2:p:469-520)
by Peter C. B. Phillips & Sainan Jin - Robust forecast superiority testing with an application to assessing pools of expert forecasters (RePEc:wly:japmet:v:38:y:2023:i:4:p:596-622)
by Valentina Corradi & Sainan Jin & Norman R. Swanson - Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation (RePEc:ysm:somwrk:ysm347)
by Peter C.B. Phillips & Sainan Jin & Yixiao Sun - Long Run Variance Estimation Using Steep Origin Kernels Without Truncation (RePEc:ysm:somwrk:ysm427)
by Peter C.B. Phillips & Sainan Jin & Yixiao Sun