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Yixiao Sun

Global rank #1534 98%

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 = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 3.69 4.36 0.00 11.73
All Time 2.01 14.41 11.06 0.00 49.27

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