Sainan Jin

Singapore Management University

Li Ka Shing Library

70 Stamford Road

Singapore 178901, 178899

Singapore

  • Singapore Management University

SCHOLARLY PAPERS

5

DOWNLOADS

908

SSRN CITATIONS
Rank 43,142

SSRN RANKINGS

Top 43,142

in Total Papers Citations

9

CROSSREF CITATIONS

13

Scholarly Papers (5)

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1.

Business Cycles, Trend Elimination, and the HP Filter

Cowles Foundation Discussion Paper No. 2005
Number of pages: 56 Posted: 25 Jun 2015
Peter C. B. Phillips and Sainan Jin
University of Auckland Business School and Singapore Management University
Downloads 535 (101,876)
Citation 40

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Detrending, Graduation, Hodrick Prescott filter, Integrated process, Limit theory, Smoothing, Trend break, Whittaker filter

2.

Robust Forecast Comparison

Number of pages: 57 Posted: 14 May 2015 Last Revised: 15 Mar 2016
Sainan Jin, Valentina Corradi, Norman R. Swanson and Norman R. Swanson
Singapore Management University, University of Surrey - School of Economics and Rutgers, The State University of New Jersey - Department of EconomicsRutgers University - Department of Economics
Downloads 122 (440,846)
Citation 3

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Convex loss function, Empirical processes, Forecast superiority, General loss function

3.

Testing the Martingale Hypothesis

Cowles Foundation Discussion Paper No. 1912
Number of pages: 47 Posted: 18 Sep 2013
Peter C. B. Phillips and Sainan Jin
University of Auckland Business School and Singapore Management University
Downloads 99 (512,918)
Citation 2

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Brownian functional, Martingale hypothesis, Kolmogorov-Smirnov test, Cramér-von Mises test, Explosive process, Exchange rates

4.

Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models

Number of pages: 30 Posted: 30 Mar 2014
Sainan Jin, Liangjun Su and Yonghui Zhang
Singapore Management University, Tsinghua University and Renmin University of China
Downloads 87 (556,952)

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Anomaly effects; Asset pricing; CAPM; Common factors; EIV; Fama-French three-factor; Interactive fixed effects; Nonparametric panel data model; Sieve method; Specification test

5.

Specification Test for Panel Data Models with Interactive Fixed Effects

Number of pages: 83 Posted: 30 Jun 2014
Liangjun Su, Sainan Jin and Yonghui Zhang
Tsinghua University, Singapore Management University and Renmin University of China
Downloads 65 (655,173)
Citation 5

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Common factors; Conditional strong mixing; Cross-sectional dependence; Economic Growth; Interactive fixed effects; Linearity; Panel data models; Specification test