| Year |
Citation |
Score |
| 2020 |
Wang X, Sun Y. An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence Journal of Time Series Analysis. 41: 536-550. DOI: 10.1111/Jtsa.12520 |
0.463 |
|
| 2020 |
Sun Y, Yang J. Testing-optimal kernel choice in HAR inference Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.06.007 |
0.391 |
|
| 2020 |
Martínez-Iriarte J, Sun Y, Wang X. Asymptotic F tests under possibly weak identification Journal of Econometrics. 218: 140-177. DOI: 10.1016/J.Jeconom.2019.10.011 |
0.446 |
|
| 2019 |
Guo G, Sun Y, Wang S. Testing for moderate explosiveness Econometrics Journal. 22: 73-95. DOI: 10.1111/Ectj.12120 |
0.41 |
|
| 2019 |
Liu C, Sun Y. A simple and trustworthy asymptotic t test in difference-in-differences regressions Journal of Econometrics. 210: 327-362. DOI: 10.1016/J.Jeconom.2019.02.003 |
0.449 |
|
| 2018 |
Hwang J, Sun Y. Should We Go One Step Further? An Accurate Comparison of One-Step and Two-Step Procedures in a Generalized Method of Moments Framework Journal of Econometrics. 207: 381-405. DOI: 10.2139/Ssrn.2646326 |
0.439 |
|
| 2017 |
Hwang J, Sun Y. Simple, Robust, and Accurate F and t Tests in Cointegrated Systems Econometric Theory. 34: 949-984. DOI: 10.1017/S026646661700038X |
0.44 |
|
| 2017 |
Hwang J, Sun Y. Asymptotic F and t tests in an efficient GMM setting Journal of Econometrics. 198: 277-295. DOI: 10.1016/J.Jeconom.2017.02.003 |
0.447 |
|
| 2017 |
Kim MS, Sun Y, Yang J. A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data Journal of Econometrics. 197: 298-322. DOI: 10.1016/J.Jeconom.2016.11.008 |
0.68 |
|
| 2016 |
Yao Y, Luo J, Bian Y, Sun Y, Shi M, Xia D, Niu M, Zhao K, Zeng L, Chen W, Li Z, Xu K. Sprouty2 regulates proliferation and survival of multiple myeloma via inhibiting the activation of ERK1/2 pathway in vitro and in vivo. Experimental Hematology. PMID 27016275 DOI: 10.1016/j.exphem.2016.02.009 |
0.356 |
|
| 2016 |
Shi C, Sun Y, Zheng Z, Zhang X, Song K, Jia Z, Chen Y, Yang M, Liu X, Dong R, Xia X. Antimicrobial activity of syringic acid against Cronobacter sakazakii and its effect on cell membrane. Food Chemistry. 197: 100-6. PMID 26616929 DOI: 10.1016/j.foodchem.2015.10.100 |
0.372 |
|
| 2016 |
Huang M, Sun Y, White HL. A Flexible Nonparametric Test for Conditional Independence Econometric Theory. 32: 1434-1482. DOI: 10.2139/Ssrn.2277240 |
0.458 |
|
| 2016 |
Kaplan DM, Sun Y. SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION Econometric Theory. 1-53. DOI: 10.1017/S0266466615000407 |
0.408 |
|
| 2016 |
Kim MS, Sun Y. BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS Econometric Theory. 1-46. DOI: 10.1017/S0266466615000341 |
0.65 |
|
| 2016 |
Sun Y, Guo H, Zhang W, Zhou T, Qiu Y, Xu K, Zhang B, Yang H. Synthesis and characterization of twinned flower-like ZnO structures grown by hydrothermal methods Ceramics International. DOI: 10.1016/j.ceramint.2016.03.051 |
0.35 |
|
| 2015 |
Ablikim M, Achasov MN, Ai XC, Albayrak O, Albrecht M, Ambrose DJ, Amoroso A, An FF, An Q, Bai JZ, Ferroli RB, Ban Y, Bennett DW, Bennett JV, Bertani M, ... Sun YJ, ... Sun YZ, et al. Observation of a Neutral Structure near the DD[over ¯]^{*} Mass Threshold in e^{+}e^{-}→(DD[over ¯]^{*})^{0}π^{0} at sqrt[s]=4.226 and 4.257 GeV. Physical Review Letters. 115: 222002. PMID 26650295 DOI: 10.1103/Physrevlett.115.222002 |
0.501 |
|
| 2015 |
Ablikim M, Achasov MN, Ai XC, Albayrak O, Albrecht M, Ambrose DJ, Amoroso A, An FF, An Q, Bai JZ, Baldini Ferroli R, Ban Y, Bennett DW, Bennett JV, Bertani M, ... Sun YJ, ... Sun YZ, et al. Measurement of the Absolute Branching Fraction for Λ_{c}^{+}→Λe^{+}ν_{e}. Physical Review Letters. 115: 221805. PMID 26650293 DOI: 10.1103/Physrevlett.115.221805 |
0.51 |
|
| 2015 |
Li R, Miao L, Qin L, Xiang Y, Zhang X, Peng H, Mailamuguli, Sun Y, Yao H. A meta-analysis of the associations between the Q141K and Q126X ABCG2 gene variants and gout risk. International Journal of Clinical and Experimental Pathology. 8: 9812-23. PMID 26617691 |
0.474 |
|
| 2015 |
Sun Y, Hu L, Chen H. Comparative Assessment of DFT Performances in Ru- and Rh-Promoted σ-Bond Activations. Journal of Chemical Theory and Computation. 11: 1428-38. PMID 26574354 DOI: 10.1021/ct5009119 |
0.335 |
|
| 2015 |
Ablikim M, Achasov MN, Ai XC, Albayrak O, Albrecht M, Ambrose DJ, Amoroso A, An FF, An Q, Bai JZ, Ferroli RB, Ban Y, Bennett DW, Bennett JV, Bertani M, ... Sun YJ, ... Sun YZ, et al. Observation of a Neutral Charmoniumlike State Z_{c}(4025)^{0} in e^{+}e^{-}→(D^{*}D[over ¯]^{*})^{0}π^{0}. Physical Review Letters. 115: 182002. PMID 26565461 DOI: 10.1103/Physrevlett.115.182002 |
0.502 |
|
| 2015 |
Sun Y, Kim MS. Asymptotic F Test in a GMM Framework with Cross Sectional Dependence The Review of Economics and Statistics. 97: 210-233. DOI: 10.2139/Ssrn.2102749 |
0.423 |
|
| 2014 |
Sun Y. Fixed‐Smoothing Asymptotics in a Two‐Step Generalized Method of Moments Framework Econometrica. 82: 2327-2370. DOI: 10.3982/Ecta11684 |
0.471 |
|
| 2014 |
Chen X, Liao Z, Sun Y. Sieve inference on possibly misspecified semi-nonparametric time series models Journal of Econometrics. 178: 639-658. DOI: 10.1016/J.Jeconom.2013.10.002 |
0.612 |
|
| 2014 |
Sun Y. Let’s fix it: Fixed-bb asymptotics versus small-bb asymptotics in heteroskedasticity and autocorrelation robust inference Journal of Econometrics. 178: 659-677. DOI: 10.1016/J.Jeconom.2013.10.001 |
0.475 |
|
| 2013 |
Sun Y. A Heteroskedasticity and Autocorrelation Robust F Test Using an Orthonormal Series Variance Estimator Econometrics Journal. 16: 1-26. DOI: 10.1111/J.1368-423X.2012.00390.X |
0.458 |
|
| 2013 |
Kim MS, Sun Y. Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects Journal of Econometrics. 177: 85-108. DOI: 10.1016/J.Jeconom.2013.07.002 |
0.674 |
|
| 2012 |
Sun Y, Kim MS. Simple and powerful GMM over-identification tests with accurate size Journal of Econometrics. 166: 267-281. DOI: 10.1016/J.Jeconom.2011.09.039 |
0.672 |
|
| 2011 |
Kim MS, Sun Y. Spatial Heteroskedasticity and Autocorrelation Consistent Estimation of Covariance Matrix Journal of Econometrics. 160: 349-371. DOI: 10.2139/Ssrn.1714713 |
0.407 |
|
| 2011 |
Sun Y. Robust Trend Inference with Series Variance Estimator and Testing-Optimal Smoothing Parameter Journal of Econometrics. 164: 345-366. DOI: 10.2139/Ssrn.1714693 |
0.468 |
|
| 2011 |
Cao B, Sun Y. Asymptotic distributions of impulse response functions in short panel vector autoregressions Journal of Econometrics. 163: 127-143. DOI: 10.2139/Ssrn.1515937 |
0.434 |
|
| 2011 |
Sun Y, Phillips PCB, Jin S. Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels Econometric Theory. 27: 1320-1368. DOI: 10.1017/S0266466611000077 |
0.632 |
|
| 2010 |
Sun Y. Let's Fix It: Fixed-b Asymptotics versus Small-b Asymptotics in Heteroskedasticity and Autocorrelation Robust Inference Journal of Econometrics. 178: 659-677. DOI: 10.2139/Ssrn.1714697 |
0.437 |
|
| 2007 |
Carson RT, Sun Y. The Tobit Model with a Non-Zero Threshold Econometrics Journal. 10: 488-502. DOI: 10.1111/J.1368-423X.2007.00218.X |
0.42 |
|
| 2007 |
Phillips PCB, Sun Y, Jin S. Long run variance estimation and robust regression testing using sharp origin kernels with no truncation Journal of Statistical Planning and Inference. 137: 985-1023. DOI: 10.1016/J.Jspi.2006.06.033 |
0.666 |
|
| 2006 |
Phillips PCB, Sun Y, Jin S. Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation International Economic Review. 47: 837-894. DOI: 10.1111/J.1468-2354.2006.00398.X |
0.663 |
|
| 2006 |
Guggenberger P, Sun Y. Bias-reduced log-periodogram and whittle estimation of the long-memory parameter without variance inflation Econometric Theory. 22: 863-912. DOI: 10.1017/S0266466606060403 |
0.373 |
|
| 2006 |
Jin S, Phillips PCB, Sun Y. A New Approach to Robust Inference in Cointegration Economics Letters. 91: 300-306. DOI: 10.1016/J.Econlet.2005.12.019 |
0.649 |
|
| 2004 |
Sun Y. Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series Econometric Theory. 20: 1227-1260. DOI: 10.2139/Ssrn.410926 |
0.403 |
|
| 2004 |
Sun Y. A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS Econometric Theory. 20: 943-962. DOI: 10.2139/Ssrn.376382 |
0.395 |
|
| 2004 |
Andrews DWK, Sun Y. Adaptive Local Polynomial Whittle Estimation of Long-range Dependence Econometrica. 72: 569-614. DOI: 10.1111/J.1468-0262.2004.00501.X |
0.399 |
|
| 2004 |
Sun Y, Phillips PCB. Understanding the Fisher equation Journal of Applied Econometrics. 19: 869-886. DOI: 10.1002/Jae.760 |
0.349 |
|
| 2003 |
Sun Y, Phillips PCB. Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes Journal of Econometrics. 115: 355-389. DOI: 10.1016/S0304-4076(03)00115-5 |
0.422 |
|
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