Parents
Sign in to add mentor| Peter C.B. Phillips | grad student | 2004 | Yale | |
| (Discrete choice modeling with nonstationary panels and robust covariance matrix estimation.) | ||||
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Publications
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| Huang W, Jin S, Su L. (2020) Identifying Latent Grouped Patterns in Cointegrated Panels Econometric Theory. 36: 410-456 |
| Jin S, Miao K, Su L. (2020) On factor models with random missing: EM estimation, inference, and cross validation Journal of Econometrics. 1 |
| Huang W, Jin S, Phillips PCB, et al. (2020) Nonstationary panel models with latent group structures and cross-section dependence Journal of Econometrics. 1 |
| Jin S, Corradi V, Swanson NR. (2017) Robust Forecast Comparison Econometric Theory. 33: 1306-1351 |
| Su L, Wang X, Jin S. (2017) Sieve Estimation of Time-Varying Panel Data Models With Latent Structures Journal of Business & Economic Statistics. 37: 334-349 |
| Jin S, Su L, Xiao Z. (2015) Adaptive Nonparametric Regression With Conditional Heteroskedasticity Econometric Theory. 31: 1153-1191 |
| Su L, Jin S, Zhang Y. (2015) Specification Test for Panel Data Models with Interactive Fixed Effects Journal of Econometrics. 186: 222-244 |
| Jin S, Su L, Zhang Y. (2015) Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models Empirical Economics. 48: 9-36 |
| Jin S, Su L, Ullah A. (2014) Robustify Financial Time Series Forecasting with Bagging Econometric Reviews. 33: 575-605 |
| Phillips PCB, Jin S. (2014) Testing the Martingale Hypothesis Journal of Business and Economic Statistics. 32: 537-554 |