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Jingjing Yang

Personal Details

First Name:Jingjing
Middle Name:
Last Name:Yang
Suffix:
RePEc Short-ID:pya367

Affiliation

Economics Department
College of Business
University of Nevada-Reno

Reno, Nevada (United States)
https://www.unr.edu/business/departments-and-disciplines/economics
RePEc:edi:edunrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Min Seong Kim & Yixiao Sun & Jingjing Yang, 2015. "A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data," Working Papers 049, Ryerson University, Department of Economics.

Articles

  1. Mark W. Nichols & Mehmet Serkan Tosun & Jingjing Yang, 2015. "The Fiscal Impact of Legalized Casino Gambling," Public Finance Review, , vol. 43(6), pages 739-761, November.
  2. Jingjing Yang, 2012. "Break point estimators for a slope shift: levels versus first differences," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 154-169, February.
  3. Jingjing Yang & Timothy J. Vogelsang, 2011. "Fixed‐b analysis of LM‐type tests for a shift in mean," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 438-456, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Min Seong Kim & Yixiao Sun & Jingjing Yang, 2015. "A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data," Working Papers 049, Ryerson University, Department of Economics.

    Cited by:

    1. Hwang, Jungbin & Sun, Yixiao, 2018. "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, Elsevier, vol. 207(2), pages 381-405.
    2. Bartalotti, Otávio, 2018. "Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation," ISU General Staff Papers 201802010800001586, Iowa State University, Department of Economics.
    3. Zhenhao Gong & Min Seong Kim, 2024. "Improved Inference for Interactive Fixed Effects Model under Cross-Sectional Dependence," Working papers 2024-02, University of Connecticut, Department of Economics.

Articles

  1. Mark W. Nichols & Mehmet Serkan Tosun & Jingjing Yang, 2015. "The Fiscal Impact of Legalized Casino Gambling," Public Finance Review, , vol. 43(6), pages 739-761, November.

    Cited by:

    1. Brad R. Humphreys & John A. Nyman & Jane E. Ruseski, 2016. "The Effect of Recreational Gambling on Regional Health Outcomes: Evidence from Canadian Provinces," Working Papers 16-28, Department of Economics, West Virginia University.
    2. Brad R. Humphreys, 2020. "Legalized Sports Betting, VLT Gambling, and State Gambling Revenues: Evidence From West Virginia," Working Papers 20-06, Department of Economics, West Virginia University.
    3. Nichols, Mark W. & Tosun, Mehmet Serkan, 2017. "The impact of legalized casino gambling on crime," Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 1-15.
    4. Brad R. Humphreys & John A. Nyman & Jane E. Ruseski, 2021. "The Effect of Recreational Gambling on Health and Well-Being," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 47(1), pages 29-75, January.

  2. Jingjing Yang, 2012. "Break point estimators for a slope shift: levels versus first differences," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 154-169, February.

    Cited by:

    1. Jingjing Yang, 2017. "Consistency of Trend Break Point Estimator with Underspecified Break Number," Econometrics, MDPI, vol. 5(1), pages 1-19, January.
    2. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2010. "Unit root testing under a local break in trend," Discussion Papers 10/05, University of Nottingham, Granger Centre for Time Series Econometrics.
    3. David I. Harvey & Stephen J. Leybourne, 2013. "Break date estimation for models with deterministic structural change," Discussion Papers 13/02, University of Nottingham, Granger Centre for Time Series Econometrics.

  3. Jingjing Yang & Timothy J. Vogelsang, 2011. "Fixed‐b analysis of LM‐type tests for a shift in mean," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 438-456, October.

    Cited by:

    1. Matei Demetrescu & Christoph Hanck & Robinson Kruse, 2016. "Fixed-b Inference in the Presence of Time-Varying Volatility," CREATES Research Papers 2016-01, Department of Economics and Business Economics, Aarhus University.
    2. Grote, Claudia & Bertram, Philip, 2015. "A comparative Study of Volatility Breaks," Hannover Economic Papers (HEP) dp-558, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    3. JIANG, Peiyun & 蒋, 佩芸 & KUROZUMI, Eiji & 黒住, 英司, 2017. "Power Properties of the Modified CUSUM Tests," Discussion Papers 2017-05, Graduate School of Economics, Hitotsubashi University.
    4. Xu, Ke-Li, 2013. "Powerful tests for structural changes in volatility," Journal of Econometrics, Elsevier, vol. 173(1), pages 126-142.
    5. Matei Demetrescu & Robinson Kruse-Becher, 2021. "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers 2021-07, Department of Economics and Business Economics, Aarhus University.
    6. Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson, 2015. "Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112916, Verein für Socialpolitik / German Economic Association.
    7. Demetrescu, Matei & Kruse, Robinson, 2015. "Testing heteroskedastic time series for normality," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113221, Verein für Socialpolitik / German Economic Association.
    8. Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Boston University - Department of Economics - Working Papers Series WP2019-02, Boston University - Department of Economics.
    9. Fabrizio Iacone & Stephen J. Leybourne & A. M. Robert Taylor, 2014. "A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(1), pages 40-54, January.
    10. YAMAZAKI, Daisuke & 山崎, 大輔 & KUROZUMI, Eiji & 黒住, 英司, 2014. "Improving the Finite Sample Performance of Tests for a Shift in Mean," Discussion Papers 2014-16, Graduate School of Economics, Hitotsubashi University.
    11. Seong Yeon Chang & Pierre Perron, 2014. "Inference on a Structural Break in Trend with Fractionally Integrated Errors," Boston University - Department of Economics - Working Papers Series wp2015-011, Boston University - Department of Economics, revised 20 Sep 2015.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2015-10-04
  2. NEP-ETS: Econometric Time Series (1) 2015-10-04

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