Jingjing Yang, Ph.D. - Publications
Affiliations: | 2010 | Economics | Michigan State University, East Lansing, MI |
Area:
General Economics, Theory EconomicsYear | Citation | Score | |||
---|---|---|---|---|---|
2018 | Yang J, Vogelsang TJ. Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators Economics Letters. 165: 21-27. DOI: 10.1016/J.Econlet.2018.01.023 | 0.317 | |||
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 | 0.308 | |||
2016 | Vogelsang TJ, Yang J. Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean Journal of Time Series Analysis. DOI: 10.1111/Jtsa.12184 | 0.524 | |||
2012 | Yang J. Break Point Estimators for a Slope Shift: Levels Versus First Differences Econometrics Journal. 15: 154-169. DOI: 10.1111/J.1368-423X.2011.00355.X | 0.31 | |||
2011 | Yang J, Vogelsang TJ. Fixed-banalysis of LM-type tests for a shift in mean Econometrics Journal. 14: 438-456. DOI: 10.1111/J.1368-423X.2011.00341.X | 0.531 | |||
Show low-probability matches. |