Sainan Jin

Economics and Econometrics · 2005–2020

A researcher in the Science corpus: 8 papers; trusts 70 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 131 citations into it; #3,627 of 23,481 by trust here, #5,722 by citations
• Statistics and Probability — 79 citations into it; #3,284 of 12,932 by trust here, #3,177 by citations
• Finance — 50 citations into it
• Artificial Intelligence — 13 citations into it; #25,556 of 35,345 by trust here, #27,551 by citations
• Statistical Learning Theory — 11 citations into it
• Management Science and Operations Research — 9 citations into it; #3,443 of 11,946 by trust here, #4,118 by citations
• Applied Mathematics — 7 citations into it
• Computational Mechanics — 6 citations into it

Whom Sainan Jin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jushan Bai
2. Peter C. B. Phillips
3. A. Onatski
4. Serena Ng
5. Lung-fei Lee
6. Xiaohong Chen
7. Jianqing Fan
8. M. Hashem
9. James H. Stock
10. Peter M. Robinson

Who trusts Sainan Jin overall

1. Liangjun Su
2. Yiguo Sun
3. Yixiao Sun
4. Xiaofeng Shao
5. Timothy J. Vogelsang
6. Dimitris Nicolas Politis
7. Ulrich K. Müller
8. Xia Wang
9. Jushan Bai
10. Yan Sun

Papers from Sainan Jin's perspective

Ordered by how strongly the researchers Sainan Jin trusts endorse each paper. Same corpus, a different order for every researcher.

1. Regression Shrinkage and Selection via the Lasso
2. Inferential Theory for Factor Models of Large Dimensions
3. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
4. Determining the Number of Factors in Approximate Factor Models
5. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
6. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
7. Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
8. Generalized autoregressive conditional heteroskedasticity
9. Determining the number of factors in approximate factor models with global and group-specific factors
10. Macroeconomic Forecasting Using Diffusion Indexes

Their papers

• Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ (2005) — 247 citations
• On factor models with random missing: EM estimation, inference, and cross validation (2020) — 55 citations
• Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (2010) — 171 citations
• Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation (2006) — 72 citations
• Sieve estimation of panel data models with cross section dependence (2012) — 103 citations
• Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (2019) — 78 citations
• Specification Test for Panel Data Models with Interactive Fixed Effects (2014) — 62 citations
• BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER (2020) — 99 citations