Yixiao Sun

Institution: University of California-San Diego (UCSD)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.econ.ucsd.edu/~yisun

First Publication: 2003

Most Recent: 2019

RePEc ID: psu5 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	0.00	0.00	0.00	0.00	-
Last 10 Years	0.00	7.40	4.37	0.00	11.77	91%
All Time	8.07	28.93	11.10	1.35	49.45	98%

Publication Statistics

Raw Publications 28

Coauthorship-Adjusted Count 30.29

Publications (28)

Year	Article	Journal	Tier	Authors
2019	A simple and trustworthy asymptotic t test in difference-in-differences regressions	Journal of Econometrics	A	2
2019	Testing for moderate explosiveness	The Econometrics Journal	B	3
2018	SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS	Econometric Theory	B	2
2018	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	A	2
2018	Comment	Journal of Business & Economic Statistics	A	1
2017	SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION	Econometric Theory	B	2
2017	A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data	Journal of Econometrics	A	3
2017	Asymptotic F and t tests in an efficient GMM setting	Journal of Econometrics	A	2
2016	A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE	Econometric Theory	B	3
2016	BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS	Econometric Theory	B	2
2015	Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence	Review of Economics and Statistics	A	2
2014	Sieve inference on possibly misspecified semi-nonparametric time series models	Journal of Econometrics	A	3
2014	Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference	Journal of Econometrics	A	1
2014	Comment	Journal of Business & Economic Statistics	A	1
2014	Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework	Econometrica	S	1
2013	Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects	Journal of Econometrics	A	2
2012	Simple and powerful GMM over-identification tests with accurate size	Journal of Econometrics	A	2
2011	POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS	Econometric Theory	B	3
2011	Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix	Journal of Econometrics	A	2
2011	Asymptotic distributions of impulse response functions in short panel vector autoregressions	Journal of Econometrics	A	2
2011	Robust trend inference with series variance estimator and testing-optimal smoothing parameter	Journal of Econometrics	A	1
2006	BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION	Econometric Theory	B	2
2006	A new approach to robust inference in cointegration	Economics Letters	C	3
2006	Spurious regressions between stationary generalized long memory processes	Economics Letters	C	1
2004	A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS	Econometric Theory	B	1
2004	ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES	Econometric Theory	B	1
2003	02.3.1. Regression with an Evaporating Logarithmic Trend— Solution	Econometric Theory	B	2
2003	Nonlinear log-periodogram regression for perturbed fractional processes	Journal of Econometrics	A	2