Access Statistics for Zhijie Xiao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CUSUM Test for Cointegration Using Regression Residuals 0 5 25 388 3 19 80 1,193
A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form 0 0 7 62 0 4 26 225
A Nonparametric Regression Estimator that Adapts to Error Distribution of unknown Form 0 0 0 26 2 10 20 151
A Primer on Unit Root Testing 17 60 231 1,334 30 106 474 2,443
An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy 3 8 26 132 4 16 77 405
Do shocks permanently change output? Local persistency in economic time series 0 0 6 52 0 3 25 172
Efficient Regression in Time Series Partial Linear Models 2 8 46 318 7 33 144 1,135
Higher Order Approximations for Wald Statistics in Cointegrating Regressions 0 2 3 72 4 10 44 511
How to Estimate Autoregressive Roots Near Unity 3 5 9 88 4 8 42 382
How to Estimate Autoregressive Roots Near Unity 2 2 7 72 5 10 43 401
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 3 18 162 1 10 51 527
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 5 183 3 14 62 697
N-Consistent Semiparametric Regression: Partially Linear Models with Unit Roots 2 3 13 57 3 7 33 176
Partially Linear Models with Unit Roots 3 4 11 93 4 9 26 294
Purchasing power parity and the unit root tests: A robust analysis 1 5 13 89 1 8 37 208
Robustness of stationary tests under long-memory alternatives 0 1 4 43 0 3 18 131
SMOOTH TEST FOR TESTING EQUALITY OF TWO DENSITIES 0 0 0 1 6 17 70 390
Testing Covariance Stationarity 5 23 61 103 12 57 169 271
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 2 0 9 36 174
Testing unit root based on partially adaptive estimation 0 0 4 51 0 3 20 146
Total Working Papers 38 129 489 3,328 89 356 1,497 10,032

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CUSUM test for cointegration using regression residuals 0 0 1 36 1 4 20 172
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM 2 8 27 30 5 16 55 63
A Primer on Unit Root Testing 6 15 62 328 11 30 115 628
A generalized partially linear model of asymmetric volatility 0 1 10 51 1 4 21 113
A nonparametric test for changing trends 1 5 11 35 1 8 24 76
A residual based test for the null hypothesis of cointegration 0 0 1 22 0 1 11 88
Do shocks last forever? Local persistency in economic time series 0 1 5 11 0 6 21 33
EFFICIENT DETRENDING IN COINTEGRATING REGRESSION 2 4 9 15 2 10 29 45
Estimating average economic growth in time series data with persistency 0 1 7 14 0 4 21 48
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 1 1 3 3 1 4 23 30
Higher order approximations for Wald statistics in time series regressions with integrated processes 0 1 3 17 2 6 24 175
Higher-order approximations for frequency domain time series regression 0 0 7 36 2 5 34 122
Inference on the Quantile Regression Process 3 10 33 148 6 20 75 548
LIKELIHOOD-BASED INFERENCE IN TRENDING TIME SERIES WITH A ROOT NEAR UNITY 0 0 1 2 0 2 8 9
More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors 1 2 15 17 3 6 31 36
Note on bandwidth selection in testing for long range dependence 1 2 4 20 1 4 10 58
PARTIALLY LINEAR MODELS WITH UNIT ROOTS 0 0 2 3 0 3 12 18
POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS 0 0 1 9 0 3 22 41
Quantile Autoregression 4 13 46 61 5 24 85 107
Rejoinder 1 2 8 8 1 4 16 20
SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS 1 1 3 6 1 2 11 15
Testing for cointegration using partially linear models 0 0 2 10 1 3 9 37
Unit Root Quantile Autoregression Inference 0 2 9 15 0 7 27 37
Total Journal Articles 23 69 270 897 44 176 704 2,519

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Statistics updated 2008-10-02