| Year |
Citation |
Score |
| 2020 |
Huang W, Jin S, Su L. Identifying Latent Grouped Patterns in Cointegrated Panels Econometric Theory. 36: 410-456. DOI: 10.1017/S0266466619000197 |
0.419 |
|
| 2020 |
Jin S, Miao K, Su L. On factor models with random missing: EM estimation, inference, and cross validation Journal of Econometrics. 1. DOI: 10.1016/J.Jeconom.2020.08.002 |
0.414 |
|
| 2020 |
Huang W, Jin S, Phillips PCB, Su L. Nonstationary panel models with latent group structures and cross-section dependence Journal of Econometrics. 1. DOI: 10.1016/J.Jeconom.2020.05.003 |
0.462 |
|
| 2017 |
Jin S, Corradi V, Swanson NR. Robust Forecast Comparison Econometric Theory. 33: 1306-1351. DOI: 10.2139/Ssrn.2605927 |
0.464 |
|
| 2017 |
Su L, Wang X, Jin S. Sieve Estimation of Time-Varying Panel Data Models With Latent Structures Journal of Business & Economic Statistics. 37: 334-349. DOI: 10.1080/07350015.2017.1340299 |
0.326 |
|
| 2015 |
Jin S, Su L, Xiao Z. Adaptive Nonparametric Regression With Conditional Heteroskedasticity Econometric Theory. 31: 1153-1191. DOI: 10.1017/S0266466614000450 |
0.425 |
|
| 2015 |
Su L, Jin S, Zhang Y. Specification Test for Panel Data Models with Interactive Fixed Effects Journal of Econometrics. 186: 222-244. DOI: 10.1016/J.Jeconom.2014.06.018 |
0.494 |
|
| 2015 |
Jin S, Su L, Zhang Y. Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models Empirical Economics. 48: 9-36. DOI: 10.1007/S00181-014-0846-2 |
0.388 |
|
| 2014 |
Jin S, Su L, Ullah A. Robustify Financial Time Series Forecasting with Bagging Econometric Reviews. 33: 575-605. DOI: 10.1080/07474938.2013.825142 |
0.365 |
|
| 2014 |
Phillips PCB, Jin S. Testing the Martingale Hypothesis Journal of Business and Economic Statistics. 32: 537-554. DOI: 10.1080/07350015.2014.908780 |
0.465 |
|
| 2013 |
Jin S, Su L. A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence Econometric Reviews. 32: 469-512. DOI: 10.1080/07474938.2012.690669 |
0.509 |
|
| 2012 |
Su L, Jin S. Sieve estimation of panel data models with cross section dependence Journal of Econometrics. 169: 34-47. DOI: 10.1016/J.Jeconom.2012.01.006 |
0.447 |
|
| 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 |
0.554 |
|
| 2010 |
Su L, Jin S. Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models Journal of Econometrics. 157: 18-33. DOI: 10.1016/J.Jeconom.2009.10.033 |
0.426 |
|
| 2009 |
Jin S. Discrete choice modeling with nonstationary panels applied to exchange rate regime choice Journal of Econometrics. 150: 312-321. DOI: 10.1016/J.Jeconom.2008.12.009 |
0.412 |
|
| 2008 |
Sun YX, Phillips PCB, Jin S. Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing Econometrica. 76: 175-194. DOI: 10.1111/J.0012-9682.2008.00822.X |
0.441 |
|
| 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 |
0.596 |
|
| 2007 |
Phillips PCB, Jin S, Hu L. Nonstationary Discrete Choice: A Corrigendum and Addendum Journal of Econometrics. 141: 1115-1130. DOI: 10.1016/J.Jeconom.2007.01.017 |
0.492 |
|
| 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 |
0.584 |
|
| 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 |
0.575 |
|
| 2002 |
Phillips PCB, Jin S. The KPSS Test with Seasonal Dummies Economics Letters. 77: 239-243. DOI: 10.1016/S0165-1765(02)00127-1 |
0.396 |
|
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