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Jingjing Yang

Personal Details

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

Affiliation

Economics Department
University of Nevada-Reno

Reno, Nevada (United States)
http://www.coba.unr.edu/econ/

: (775) 784-6450
(775) 784-4728
Mail Stop 030, Reno, NV 89557-0207
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. Bartalotti, Otávio, 2018. "Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation," IZA Discussion Papers 11560, Institute for the Study of Labor (IZA).

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. Mark W. Nichols & Mehmet Serkan Tosun, 2013. "The Impact of Legalized Casino Gambling on Crime," Working Papers 13-001, University of Nevada, Reno, Department of Economics;University of Nevada, Reno , Department of Resource Economics.
    2. 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. 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. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2012. "Unit root testing under a local break in trend," Journal of Econometrics, Elsevier, vol. 167(1), pages 140-167.
    2. Jingjing Yang, 2017. "Consistency of Trend Break Point Estimator with Underspecified Break Number," Econometrics, MDPI, Open Access Journal, vol. 5(1), pages 1-19, January.
    3. David I. Harvey & Stephen J. Leybourne, "undated". "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. Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson, 2015. "Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112916, Verein für Socialpolitik / German Economic Association.
    2. Demetrescu, Matei & Kruse, Robinson, 2015. "Testing heteroskedastic time series for normality," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113221, Verein für Socialpolitik / German Economic Association.
    3. 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.
    4. YAMAZAKI, Daisuke & KUROZUMI, Eiji, 2014. "Improving the Finite Sample Performance of Tests for a Shift in Mean," Discussion Papers 2014-16, Graduate School of Economics, Hitotsubashi University.
    5. 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.
    6. 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.
    7. Grote, Claudia & Bertram, Philip, 2015. "A comparative Study of Volatility Breaks," Hannover Economic Papers (HEP) dp-558, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    8. JIANG, Peiyun & KUROZUMI, Eiji, 2017. "Power Properties of the Modified CUSUM Tests," Discussion Papers 2017-05, Graduate School of Economics, Hitotsubashi University.
    9. Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Papers 1805.03807, arXiv.org.
    10. Xu, Ke-Li, 2013. "Powerful tests for structural changes in volatility," Journal of Econometrics, Elsevier, vol. 173(1), pages 126-142.

More information

Research fields, statistics, top rankings, if available.

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. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2015-10-04. Author is listed

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