Yixiao Sun
Names
Identifer
Contact
| homepage: |
http://www.econ.ucsd.edu/~yisun |
|
| postal address: |
Department of Economics,
University of California, San Diego
9500 Gilman Drive
La Jolla, CA 92093-0508 |
Affiliations
-
University of California-San Diego (UCSD)
/ Department of Economics
Research profile
author of:
- 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 (2018)
by Zhang, C. & Sun, Y. & Hu, R.
(ReDIF-paper, ags:iaae18:277033) - Smoothed estimating equations for instrumental variables quantile regression
Papers, arXiv.org (2016)
by David M. Kaplan & Yixiao Sun
(ReDIF-paper, arx:papers:1609.09033) - An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation
Papers, arXiv.org (2019)
by Yixiao Sun & Xuexin Wang
(ReDIF-paper, arx:papers:1911.03771) - 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 (2018)
by Ye, Xiaoqing & Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt0bb8d0s9) - 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 (2019)
by Liu, Cheng & Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt0ck2109g) - A Convergent t-statistic in Spurious Regressions
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2003)
by Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt150457tv) - Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2005)
by Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan
(ReDIF-paper, cdl:ucsdec:qt16b3j2hd) - 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 (2015)
by Hwang, Jungbin & Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt1c62d8xf) - 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 (2003)
by Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt1g23v6p5) - 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 (2016)
by Kim, Min Seong & Sun, Yixiao & Yang, Jingjing
(ReDIF-paper, cdl:ucsdec:qt2240n3n5) - 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 (2018)
by Guo, Gangzheng & Wang, Shaoping & Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt2k26h10n) - 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 (2004)
by Guggenberger, Patrik & Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt2z99w4sm) - A Flexible Nonparametric Test for Conditional Independence
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2013)
by Huang, Meng & Sun, Yixiao & White, Hal
(ReDIF-paper, cdl:ucsdec:qt3pt89204) - 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 (2003)
by Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt5002z0pn) - 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 (2015)
by Hwang, Jungbin & Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt58r2z98m) - Estimation and Inference in Panel Structure Models
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2005)
by Sun, Yixiao X
(ReDIF-paper, cdl:ucsdec:qt5tf1231k) - 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 (2013)
by Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt64x4z265) - Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2004)
by Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan
(ReDIF-paper, cdl:ucsdec:qt6d36x00z) - 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 (2004)
by Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan
(ReDIF-paper, cdl:ucsdec:qt6mf9q2rt) - Asymptotic F Tests under Possibly Weak Identification
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2019)
by Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin
(ReDIF-paper, cdl:ucsdec:qt6qk200q8) - 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 (2016)
by Hwang, Jungbin & Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt82k1x4rd) - 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 (2017)
by Hwang., Jungbin & Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt83b4q8pk) - 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 (2014)
by Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt8479f4s2) - Smoothed Estimating Equations For Instrumental Variables Quantile Regression
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2012)
by Kaplan, David M. & Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt888657tp) - 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 (2011)
by Sun, Yixiao & Kaplan, David M.
(ReDIF-paper, cdl:ucsdec:qt8cx0t4gc) - 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 (2013)
by Sun, Yixiao
(ReDIF-paper, cdl:ucsdec:qt8x8307rz) - 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 (2009)
by Sun, Yixiao & Kim, Min Seong
(ReDIF-paper, cdl:ucsdec:qt9gn6n5mr) - 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 (2002)
by ANDREWS, DONALD W & Sun, Yixiao X
(ReDIF-paper, cdl:ucsdec:qt9wt048tt) - 02.3.1. Regression with an Evaporating Logarithmic Trend— Solution
Econometric Theory, Cambridge University Press (2003)
by Phillips, Peter C.B. & Sun, Yixiao
(ReDIF-article, cup:etheor:v:19:y:2003:i:04:p:692-701_23) - A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS
Econometric Theory, Cambridge University Press (2004)
by Sun, Yixiao
(ReDIF-article, cup:etheor:v:20:y:2004:i:05:p:943-962_20) - Estimation Of The Long-Run Average Relationship In Nonstationary Panel Time Series
Econometric Theory, Cambridge University Press (2004)
by Sun, Yixiao
(ReDIF-article, cup:etheor:v:20:y:2004:i:06:p:1227-1260_20) - Bias-Reduced Log-Periodogram And Whittle Estimation Of The Long-Memory Parameter Without Variance Inflation
Econometric Theory, Cambridge University Press (2006)
by Guggenberger, Patrik & Sun, Yixiao
(ReDIF-article, cup:etheor:v:22:y:2006:i:05:p:863-912_06) - Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels
Econometric Theory, Cambridge University Press (2011)
by Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan
(ReDIF-article, cup:etheor:v:27:y:2011:i:06:p:1320-1368_00) - A Flexible Nonparametric Test For Conditional Independence
Econometric Theory, Cambridge University Press (2016)
by Huang, Meng & Sun, Yixiao & White, Halbert
(ReDIF-article, cup:etheor:v:32:y:2016:i:06:p:1434-1482_00) - BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS
Econometric Theory, Cambridge University Press (2016)
by Kim, Min Seong & Sun, Yixiao
(ReDIF-article, cup:etheor:v:32:y:2016:i:06:p:1523-1568_00) - Smoothed Estimating Equations For Instrumental Variables Quantile Regression
Econometric Theory, Cambridge University Press (2017)
by Kaplan, David M. & Sun, Yixiao
(ReDIF-article, cup:etheor:v:33:y:2017:i:01:p:105-157_00) - SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS
Econometric Theory, Cambridge University Press (2018)
by Hwang, Jungbin & Sun, Yixiao
(ReDIF-article, cup:etheor:v:34:y:2018:i:05:p:949-984_00) - Local Polynomial Whittle Estimation of Long-range Dependence
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2001)
by Donald W.K. Andrews & Yixiao Sun
(ReDIF-paper, cwl:cwldpp:1293) - Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2002)
by Yixiao Sun & Peter C.B. Phillips
(ReDIF-paper, cwl:cwldpp:1366) - Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2002)
by Donald W.K. Andrews & Yixiao Sun
(ReDIF-paper, cwl:cwldpp:1384) - Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003)
by Peter C.B. Phillips & Yixiao Sun & Sainan Jin
(ReDIF-paper, cwl:cwldpp:1407) - Long Run Variance Estimation Using Steep Origin Kernels without Truncation
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003)
by Peter C.B. Phillips & Yixiao Sun & Sainan Jin
(ReDIF-paper, cwl:cwldpp:1437) - Improved HAR Inference
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2005)
by Peter C.B. Phillips & Yixiao Sun & Sainan Jin
(ReDIF-paper, cwl:cwldpp:1513) - A New Approach to Robust Inference in Cointegration
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2005)
by Sainan Jin & Peter C.B. Phillips & Yixiao Sun
(ReDIF-paper, cwl:cwldpp:1538) - Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2006)
by Yixiao Sun & Peter C. B. Phillips & Sainan Jin
(ReDIF-paper, cwl:cwldpp:1545) - Optimal Bandwidth Choice for Interval Estimation in GMM Regression
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2008)
by Yixiao Sun & Peter C.B. Phillips
(ReDIF-paper, cwl:cwldpp:1661) - 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 (2010)
by Yixiao Sun & Peter C.B. Phillips & Sainan Jin
(ReDIF-paper, cwl:cwldpp:1749) - Sieve Inference on Semi-nonparametric Time Series Models
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2012)
by Xiaohong Chen & Zhipeng Liao & Yixiao Sun
(ReDIF-paper, cwl:cwldpp:1849) - Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
Econometrica, Econometric Society (2004)
by Donald W. K. Andrews & Yixiao Sun
(ReDIF-article, ecm:emetrp:v:72:y:2004:i:2:p:569-614) - Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing
Econometrica, Econometric Society (2008)
by Yixiao Sun & Peter C. B. Phillips & Sainan Jin
(ReDIF-article, ecm:emetrp:v:76:y:2008:i:1:p:175-194) - Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
by Sainan Jin & Peter Phillips & Yixiao Sun
(ReDIF-paper, ecm:nawm04:299) - The Tobit model with a non-zero threshold
Econometrics Journal, Royal Economic Society (2007)
by Richard T. Carson & Yixiao Sun
(ReDIF-article, ect:emjrnl:v:10:y:2007:i:3:p:488-502) - Spurious regressions between stationary generalized long memory processes
Economics Letters, Elsevier (2006)
by Sun, Yixiao
(ReDIF-article, eee:ecolet:v:90:y:2006:i:3:p:446-454) - A new approach to robust inference in cointegration
Economics Letters, Elsevier (2006)
by Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao
(ReDIF-article, eee:ecolet:v:91:y:2006:i:2:p:300-306) - Nonlinear log-periodogram regression for perturbed fractional processes
Journal of Econometrics, Elsevier (2003)
by Sun, Yixiao & Phillips, Peter C. B.
(ReDIF-article, eee:econom:v:115:y:2003:i:2:p:355-389) - Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
Journal of Econometrics, Elsevier (2011)
by Kim, Min Seong & Sun, Yixiao
(ReDIF-article, eee:econom:v:160:y:2011:i:2:p:349-371) - Asymptotic distributions of impulse response functions in short panel vector autoregressions
Journal of Econometrics, Elsevier (2011)
by Cao, Bolong & Sun, Yixiao
(ReDIF-article, eee:econom:v:163:y:2011:i:2:p:127-143) - Robust trend inference with series variance estimator and testing-optimal smoothing parameter
Journal of Econometrics, Elsevier (2011)
by Sun, Yixiao
(ReDIF-article, eee:econom:v:164:y:2011:i:2:p:345-366) - Simple and powerful GMM over-identification tests with accurate size
Journal of Econometrics, Elsevier (2012)
by Sun, Yixiao & Kim, Min Seong
(ReDIF-article, eee:econom:v:166:y:2012:i:2:p:267-281) - Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Journal of Econometrics, Elsevier (2013)
by Kim, Min Seong & Sun, Yixiao
(ReDIF-article, eee:econom:v:177:y:2013:i:1:p:85-108) - Sieve inference on possibly misspecified semi-nonparametric time series models
Journal of Econometrics, Elsevier (2014)
by Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao
(ReDIF-article, eee:econom:v:178:y:2014:i:p3:p:639-658) - Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference
Journal of Econometrics, Elsevier (2014)
by Sun, Yixiao
(ReDIF-article, eee:econom:v:178:y:2014:i:p3:p:659-677) - A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Journal of Econometrics, Elsevier (2017)
by Kim, Min Seong & Sun, Yixiao & Yang, Jingjing
(ReDIF-article, eee:econom:v:197:y:2017:i:2:p:298-322) - Asymptotic F and t tests in an efficient GMM setting
Journal of Econometrics, Elsevier (2017)
by Hwang, Jungbin & Sun, Yixiao
(ReDIF-article, eee:econom:v:198:y:2017:i:2:p:277-295) - 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, Elsevier (2018)
by Hwang, Jungbin & Sun, Yixiao
(ReDIF-article, eee:econom:v:207:y:2018:i:2:p:381-405) - A simple and trustworthy asymptotic t test in difference-in-differences regressions
Journal of Econometrics, Elsevier (2019)
by Liu, Cheng & Sun, Yixiao
(ReDIF-article, eee:econom:v:210:y:2019:i:2:p:327-362) - Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation
Advances in Econometrics, Emerald Group Publishing Limited (2014)
by Yixiao Sun
(ReDIF-chapter, eme:aecozz:s0731-905320140000033002) - Spectral Density Estimation And Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2006)
by Peter C. B. Phillips & Yixiao Sun & Sainan Jin
(ReDIF-article, ier:iecrev:v:47:y:2006:i:3:p:837-894) - Sieve inference on semi-nonparametric time series models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
by Xiaohong Chen & . . & Yixiao Sun
(ReDIF-paper, ifs:cemmap:06/12) - Testing for moderate explosiveness
The Econometrics Journal, Royal Economic Society (2019)
by Gangzheng Guo & Yixiao Sun & Shaoping Wang
(ReDIF-article, oup:emjrnl:v:22:y:2019:i:1:p:73-95.) - Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects
Working Papers, Toronto Metropolitan University, Department of Economics (2011)
by Min Seong Kim & Yixiao Sun
(ReDIF-paper, rye:wpaper:wp029) - Asymptotic F Test in a GMM Framework with Cross Sectional Dependence
Working Papers, Toronto Metropolitan University, Department of Economics (2012)
by Min Seong Kim & Yixiao Sun
(ReDIF-paper, rye:wpaper:wp032) - A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data
Working Papers, Toronto Metropolitan University, Department of Economics (2015)
by Min Seong Kim & Yixiao Sun & Jingjing Yang
(ReDIF-paper, rye:wpaper:wp049) - Comment
Journal of Business & Economic Statistics, Taylor & Francis Journals (2014)
by Yixiao Sun
(ReDIF-article, taf:jnlbes:v:32:y:2014:i:3:p:330-334) - Comment
Journal of Business & Economic Statistics, Taylor & Francis Journals (2018)
by Yixiao Sun
(ReDIF-article, taf:jnlbes:v:36:y:2018:i:4:p:565-568) - Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence
The Review of Economics and Statistics, MIT Press (2015)
by Yixiao Sun & Min Seong Kim
(ReDIF-article, tpr:restat:v:97:y:2015:i:1:p:210-233) - Heteroskedasticity- and autocorrelation-robust F and t tests in Stata
Stata Journal, StataCorp LP (2018)
by Xiaoqing Ye & Yixiao Sun
(ReDIF-article, tsj:stataj:v:18:y:2018:i:4:p:951-980) - Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions
Working papers, University of Connecticut, Department of Economics (2025)
by Jungbin Hwang & Yixiao Sun
(ReDIF-paper, uct:uconnp:2025-01) - Smoothed Estimating Equations for Instrumental Variables Quantile Regression
Working Papers, Department of Economics, University of Missouri (2013)
by David M. Kaplan & Yixiao Sun
(ReDIF-paper, umc:wpaper:1314) - Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework
Econometrica, Econometric Society (2014)
by Yixiao Sun
(ReDIF-article, wly:emetrp:v:82:y:2014:i::p:2327-2370) - A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Econometrics Journal, Royal Economic Society (2013)
by Yixiao Sun
(ReDIF-article, wly:emjrnl:v:16:y:2013:i:1:p:1-26) - Adaptive Estimation of the Regression Discontinuity Model
Econometrics, University Library of Munich, Germany (2005)
by Yixiao Sun
(ReDIF-paper, wpa:wuwpem:0506003) - Asymptotic F Tests under Possibly Weak Identification
Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University (2019)
by Julian Martinez-Iriarte & Yixiao Sun & Xuexin Wang
(ReDIF-paper, wyi:wpaper:002400) - 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 (2019)
by Xuexin Wang & Yixiao Sun
(ReDIF-paper, wyi:wpaper:002407) - A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations
Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University (2019)
by Xuexin Wang & Yixiao Sun
(ReDIF-paper, wyi:wpaper:002434) - Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
Yale School of Management Working Papers, Yale School of Management (2004)
by Peter C.B. Phillips & Sainan Jin & Yixiao Sun
(ReDIF-paper, ysm:somwrk:ysm347) - Long Run Variance Estimation Using Steep Origin Kernels Without Truncation
Yale School of Management Working Papers, Yale School of Management (2004)
by Peter C.B. Phillips & Sainan Jin & Yixiao Sun
(ReDIF-paper, ysm:somwrk:ysm427)