← All authors Yixiao Sun University of California, San Diego (from arXiv:2201.02292, 2022) · ORCID · OpenAlex
52 papers in scope · 49 published · 6 on the econ.EM arXiv · 1,485 citations · h-index 19 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Julian Martinez-Iriarte Gabriel Montes-Rojas Javier Alejo David M. Kaplan Xin Liu Antonio F. Galvao Qi Xu Takuya Ura Atsushi Inoue Luciano I. de Castro Pietro Emilio Spini Tong Li Yuya Sasaki Yichong Zhang Victor Chernozhukov Pedro H. C. Sant’Anna Iván Fernández-Val Bulat Gafarov Kaspar Wüthrich Florian Gunsilius Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (6 of 52)
Support vector decision making
published 2025 · Journal of Econometrics
Estimation and inference in a possibly multicointegrated system with a fixed number of instruments
published 2025 · Economics Letters · 1 citations · first circulated 2024
Unraveling the Shape of Social Media Narratives: Analyzing the Effects of Online Interaction and Narrative Structure on Attention to Digital Asset Transactions
published 2025 · Journal of Broadcasting & Electronic Media · 2 citations
with Yaotian Zhang, Chengjun Wang
working paper 2025 · arXiv
published 2024 · Journal of Econometrics · 3 citations · first circulated 2020
working paper 2024 · arXiv
published 2023 · Journal of Econometrics · 5 citations · first circulated 2022
The statistics of time varying cross-sectional information coefficients
published 2022 · Journal of Asset Management
with Zhuanxin Ding
Asymptotic F test in regressions with observations collected at high frequency over long span
published 2022 · Journal of Econometrics · 4 citations
published 2021 · Econometric Reviews · 2 citations · first circulated 2019
A Simple Asymptotically F -Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations
published 2020 · Journal of Business and Economic Statistics · 4 citations
Testing-optimal kernel choice in HAR inference
published 2020 · Journal of Econometrics · 6 citations
with Jingjing Yang
Asymptotic F tests under possibly weak identification
published 2020 · Journal of Econometrics · 5 citations · first circulated 2019
An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence
published 2020 · Journal of Time Series Analysis · 5 citations
A simple and trustworthy asymptotic t test in difference-in-differences regressions
published 2019 · Journal of Econometrics · 10 citations
with Cheng Liu
Heteroskedasticity-and Autocorrelation-robust F and t Tests in Stata
published 2018 · The Stata Journal Promoting communications on statistics and Stata · 4 citations
with Xiaoqing Ye
Testing for moderate explosiveness
published 2018 · Econometrics Journal · 9 citations
with Gangzheng Guo, Shaoping Wang
Comment
published 2018 · Journal of Business and Economic Statistics · 2 citations
Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework
published 2018 · Journal of Econometrics · 133 citations · first circulated 2015
SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS
published 2017 · Econometric Theory · 16 citations · first circulated 2016
Asymptotic F and t tests in an efficient GMM setting
published 2017 · Journal of Econometrics · 18 citations · first circulated 2015
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
published 2017 · Journal of Econometrics · 6 citations · first circulated 2015
working paper 2016 · 1 citations
BOOTSTRAP AND k -STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS
published 2016 · Econometric Theory · 19 citations · first circulated 2009
A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE
published 2015 · Econometric Theory · 30 citations · first circulated 2013
with Meng Huang, Halbert White
Fixed-Smoothing Asymptotics in a Two-Step Generalized Method of Moments Framework
published 2014 · Econometrica · 57 citations
Comment
published 2014 · Journal of Business and Economic Statistics · 3 citations
Asymptotic F -Test in a GMM Framework with Cross-Sectional Dependence
published 2014 · The Review of Economics and Statistics · 20 citations · first circulated 2012
Let’s fix it: Fixed-asymptotics versus small-asymptotics in heteroskedasticity and autocorrelation robust inference
published 2013 · Journal of Econometrics · 92 citations · first circulated 2010
Sieve inference on possibly misspecified semi-nonparametric time series models
published 2013 · Journal of Econometrics · 54 citations · first circulated 2012
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
published 2013 · Journal of Econometrics · 34 citations · first circulated 2011
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
published 2012 · Econometrics Journal · 86 citations
Simple and powerful GMM over-identification tests with accurate size
published 2011 · Journal of Econometrics · 28 citations · first circulated 2010
Robust trend inference with series variance estimator and testing-optimal smoothing parameter
published 2011 · Journal of Econometrics · 55 citations · first circulated 2010
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS
published 2011 · Econometric Theory · 19 citations · first circulated 2009
Asymptotic distributions of impulse response functions in short panel vector autoregressions
published 2011 · Journal of Econometrics · 17 citations · first circulated 2009
with Bolong Cao
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
published 2010 · Journal of Econometrics · 68 citations
with Min Seong Kim
Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
published 2008 · Econometrica · 42 citations · first circulated 2005
The Tobit model with a non‐zero threshold
published 2007 · Econometrics Journal · 151 citations · first circulated 2005
BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION
published 2006 · Econometric Theory · 2 citations · first circulated 2004
Long run variance estimation and robust regression testing using sharp origin kernels with no truncation
published 2006 · Journal of Statistical Planning and Inference · 46 citations
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION*
published 2006 · International Economic Review · 78 citations · first circulated 2004
A new approach to robust inference in cointegration
published 2006 · Economics Letters
Spurious regressions between stationary generalized long memory processes
published 2006 · Economics Letters · 14 citations
ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES
published 2004 · Econometric Theory · 3 citations · first circulated 2003
Understanding the Fisher equation
published 2004 · Journal of Applied Econometrics · 98 citations
A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS
published 2004 · Econometric Theory · 5 citations · first circulated 2003
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
published 2004 · Econometrica · 135 citations · first circulated 2001
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
published 2004 · Econometric Society 2004 North American Winter Meetings · 8 citations
no link
02.3.1. Regression with an Evaporating Logarithmic Trend— Solution
published 2003 · Econometric Theory · 4 citations
Nonlinear log-periodogram regression for perturbed fractional processes
published 2003 · Journal of Econometrics · 81 citations · first circulated 2002
Econometrics of panel structure models and long memory processes
published 2002 · Medical Entomology and Zoology
no link
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).