Jingjing Yang, Ph.D.
Affiliations: | 2010 | Economics | Michigan State University, East Lansing, MI |
Area:
General Economics, Theory EconomicsGoogle:
"Jingjing Yang"Parents
Sign in to add mentor| Tim Vogelsang | grad student | 2010 | Michigan State | |
| (Essays on estimation and inference in models with deterministic trends with and without structural change.) | ||||
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Publications
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| Yang J, Vogelsang TJ. (2018) Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators Economics Letters. 165: 21-27 |
| Kim MS, Sun Y, Yang J. (2017) A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data Journal of Econometrics. 197: 298-322 |
| Vogelsang TJ, Yang J. (2016) Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean Journal of Time Series Analysis |
| Yang J. (2012) Break Point Estimators for a Slope Shift: Levels Versus First Differences Econometrics Journal. 15: 154-169 |
| Yang J, Vogelsang TJ. (2011) Fixed-banalysis of LM-type tests for a shift in mean Econometrics Journal. 14: 438-456 |