Robust Trend Inference with Series Variance Estimator and Testing-Optimal Smoothing Parameter

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Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (2018, background): “For its theoretical development and related simulation evidence, see, for example, Phillips (2005), Müller (2007), Sun (2011, 2013) and Sun and Kim (2015).”
Sieve inference on possibly misspecified semi-nonparametric time series models (2014, methodology): “Theorem 5.1 extends the result of Sun (2011a) on robust OSLRV estimation for parametric trend regressions to the case of general semi-nonparametric models.”
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects, forthcoming (2012, unknown): “Sun (2011) develops a novel testing procedure for hypotheses on deterministic trends in a multivariate trend stationary model where the long run variance is estimated by series method.”
Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroskedasticity and Autocorrelation Robust Inference (2010, unknown): “In view of the symmetry of k (x) ; K1 ( ) = (2 ) 1 R1 1 k(x) cos( x)dx, we have, using (22) and (24): Z 1”