Yixiao Sun

Statistics and Probability · Econometric Theory · 2001–2018

A researcher in the Science corpus: 12 papers; trusts 39 researchers and is trusted by 41 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 66 citations into it; #1,362 of 12,932 by trust here, #1,603 by citations
• Economics and Econometrics — 65 citations into it; #3,100 of 23,481 by trust here, #5,925 by citations
• Finance — 41 citations into it; #1,720 of 10,518 by trust here, #3,208 by citations
• Artificial Intelligence — 7 citations into it; #25,562 of 35,345 by trust here, #27,551 by citations
• Statistical Learning Theory — 5 citations into it

Whom Yixiao Sun trusts overall

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

1. N. Kiefer
2. Timothy J. Vogelsang
3. Peter C. B. Phillips
4. Michael Jansson
5. Ulrich K. Müller
6. Victor Chernozhukov
7. Xiaohong Chen
8. Donald W. K. Andrews
9. Whitney K. Newey
10. Christian Hansen

Who trusts Yixiao Sun overall

1. Timothy J. Vogelsang
2. Ulrich K. Müller
3. Xiaohong Chen
4. Xiaofeng Shao
5. Per Frederiksen
6. Violetta Dalla
7. Jungbin Hwang
8. Morten Ørregaard Nielsen
9. M. Kim
10. Bin Chen

Papers from Yixiao Sun's perspective

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

1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
2. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
3. The Error in Rejection Probability of Simple Autocorrelation Robust Tests
4. Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models
5. HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE (Econometric Theory)
6. CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES (Econometric Theory)
7. Regression Shrinkage and Selection via the Lasso
8. Generalized autoregressive conditional heteroskedasticity
9. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
10. BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Econometric Theory)

Their papers

• Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ (2005) — 247 citations
• Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes (2003) — 82 citations
• Spatial Heteroskedasticity and Autocorrelation Consistent Estimation of Covariance Matrix (2011) — 73 citations
• Robust Trend Inference with Series Variance Estimator and Testing-Optimal Smoothing Parameter (2011) — 64 citations
• Sieve inference on possibly misspecified semi-nonparametric time series models (2014) — 59 citations
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (2016) — 129 citations
• Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation (2006) — 72 citations
• Local Polynomial Whittle Estimation of Long-range Dependence (2001) — 138 citations
• A Heteroskedasticity and Autocorrelation Robust F Test Using an Orthonormal Series Variance Estimator (2013) — 86 citations
• Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroskedasticity and Autocorrelation Robust Inference (2010) — 124 citations
• Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (2018) — 143 citations
• A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS (2004) — 46 citations