.
Jin, Sainan's
Scholarly Papers
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column.
Aggregate Statistics
Total 613
Total Citations 40
1.
Jin, Sainan Peking University - Guang Hua School of Management
Phillips, Peter C. B. Yale University - Cowles Foundation
159(93,902)
KPSS Test, Seasonal Dummies, Stationarity Test, Unit Root
2.
Phillips, Peter C. B. Yale University - Cowles Foundation
Sun, Yixiao University of California, San Diego (UCSD) - Department of Economics
Jin, Sainan Peking University - Guang Hua School of Management
121(118,552)
7
Consistent HAC Estimation, Data Determined Kernel Estimation, Long Run Variance, Mercer's Theorem, Power Parameter, Sharp Origin Kernel
3.
Phillips, Peter C. B. Yale University - Cowles Foundation
Sun, Yixiao University of California, San Diego (UCSD) - Department of Economics
Jin, Sainan Peking University - Guang Hua School of Management
94(142,422)
4
Exponentiated kernel, lag kernel, long run variance, optimal exponent, spectral window, spectrum
4.
Jin, Sainan Peking University - Guang Hua School of Management
Phillips, Peter C. B. Yale University - Cowles Foundation
Sun, Yixiao University of California, San Diego (UCSD) - Department of Economics
63(181,091)
Cointegration, HAC estimation, long-run covariance matrix, robust inference, steep origin kernel, fully modified estimation
5.
Sun, Yixiao University of California, San Diego (UCSD) - Department of Economics
Phillips, Peter C. B. Yale University - Cowles Foundation
Jin, Sainan Peking University - Guang Hua School of Management
54(195,574)
15
Asymptotic expansion, bandwidth choice, kernel method, long-run variance, loss function, nonstandard asymptotics, robust standard error, Type I and Type II errors
6.
Phillips, Peter C. B. Yale University - Cowles Foundation
Jin, Sainan Peking University - Guang Hua School of Management
Hu, Ling Yale University - Department of Economics
48(206,217)
Brownian motion, Brownian local time, Discrete choices, Integrated processes, Pile-up problem, Threshold parameters.
7.
Phillips, Peter C. B. Yale University - Cowles Foundation
Sun, Yixiao University of California, San Diego (UCSD) - Department of Economics
Jin, Sainan Peking University - Guang Hua School of Management
43(215,906)
3
Asymptotic expansion, consistent HAC estimation, data-determined kernel estimation, exact distribution, HAR inference, large p asymptotics, long run variance, loss function, power parameter, sharp origin kernel.
8.
Sun, Yixiao University of California, San Diego (UCSD) - Department of Economics
Phillips, Peter C. B. Yale University - Cowles Foundation
Jin, Sainan Peking University - Guang Hua School of Management
21(274,292)
1
Asymptotic expansion, HAC estimation, Long run variance, Loss function, Optimal smoothing parameter, Power kernel, Power maximization, Size control, Type I error, Type II error
9.
Phillips, Peter C. B. Yale University - Cowles Foundation
Sun, Yixiao University of California, San Diego (UCSD) - Department of Economics
Jin, Sainan Peking University - Guang Hua School of Management
10(313,256)
10
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