Access Statistics for Lixing Zhu

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 Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises 0 0 0 32 1 2 3 119
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 0 0 0 67
A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises 0 0 0 22 0 1 1 108
A Note on Almost Stochastic Dominance 0 0 0 39 0 0 0 124
Almost Stochastic Dominance and Moments 0 0 0 25 1 1 1 60
Almost Stochastic Dominance and Moments 0 0 0 4 0 0 1 50
Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors 0 0 0 40 0 0 0 83
An analysis of portfolio selection with multiplicative background risk 0 0 0 40 0 0 0 128
Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk 0 0 0 65 1 1 3 117
Composite quantile regression for the single-index model 0 0 1 149 1 1 2 453
Generalized single-index models: The EFM approach 0 0 0 67 1 1 1 220
Input Demand under Joint Energy and Output Prices Uncertainties 0 0 0 10 0 0 0 67
Make Almost Stochastic Dominance really Almost 0 0 0 21 0 0 2 92
Mean volatility regressions 0 0 0 30 0 0 0 114
Moment Conditions for Almost Stochastic Dominance 0 0 1 18 1 1 3 74
Two-moment decision model for location-scale family with background asset 0 0 0 34 0 0 0 101
Total Working Papers 0 0 2 608 6 8 17 1,977

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Lack-of-Fit Test for Quantile Regression 0 0 1 159 0 1 2 376
A Necessary Test of Goodness of Fit for Sphericity 0 0 1 13 1 1 3 52
A Semi‐parametric Regression Model with Errors in Variables 0 0 0 31 0 0 0 91
A k-sample test with interval censored data 0 0 0 9 0 0 0 65
A note on almost stochastic dominance 0 0 0 32 3 3 4 212
A semiparametric model for truncated and censored data 0 0 0 6 0 0 0 23
An Adaptive Two‐stage Estimation Method for Additive Models 0 0 0 23 1 1 1 65
An alternating determination–optimization approach for an additive multi-index model 0 0 0 12 0 1 3 54
Automatic variable selection for longitudinal generalized linear models 0 0 0 26 0 0 0 80
Bayesian Areal Interpolation, Estimation, and Smoothing: An Inferential Approach for Geographic Information Systems 0 0 0 21 0 0 1 70
Bias-corrected empirical likelihood in a multi-link semiparametric model 0 0 0 17 0 1 3 80
Bias-corrected smoothed score function for single-index models 0 0 0 18 0 0 0 73
Checking the adequacy of the multivariate semiparametric location shift model 0 0 0 5 0 0 1 29
Component Selection in the Additive Regression Model 0 0 0 3 1 1 3 19
Comprehensive energy and economic analyses on a zero energy house versus a conventional house 0 0 0 4 0 0 2 37
Consistent tuning parameter selection in high dimensional sparse linear regression 0 0 0 43 0 0 1 143
Covariance-enhanced discriminant analysis 0 0 0 4 0 0 2 28
Diagnostic checking for multivariate regression models 0 0 0 13 0 0 2 64
Dimension reduction and predictor selection in semiparametric models 0 0 1 16 0 0 4 54
Dimension reduction with missing response at random 0 0 0 15 0 0 0 50
Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data 0 1 1 63 0 2 2 140
Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data 0 0 0 35 2 4 4 151
Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data 0 0 1 94 1 1 2 224
Empirical likelihood confidence regions in a partially linear single‐index model 0 0 0 83 1 1 1 314
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters 0 0 0 10 0 0 1 62
Empirical likelihood for single-index models 0 0 0 25 2 2 4 87
Empirical likelihood inference in partially linear single-index models for longitudinal data 0 0 1 40 1 1 4 137
Estimation for a marginal generalized single-index longitudinal model 0 0 0 12 0 1 3 50
Estimation in mixed effects model with errors in variables 0 0 0 18 0 0 0 51
Estimation of and testing for random effects in dynamic panel data models 0 0 0 7 0 1 1 54
Exponential Bounds for the Uniform Deviation of a Kind of Empirical Processes, II 0 0 0 6 0 0 1 30
Game-theoretic analysis for an emission-dependent supply chain in a ‘cap-and-trade’ system 0 1 1 12 0 1 5 133
Heteroscedasticity checks for single index models 0 0 1 6 0 0 1 60
Inference for biased models: A quasi-instrumental variable approach 0 0 0 3 0 1 2 27
Inference for mixed models of ANOVA type with high-dimensional data 0 0 0 8 0 1 1 43
Inference on the primary parameter of interest with the aid of dimension reduction estimation 0 0 0 23 0 0 0 106
Influence diagnostics and outlier tests for varying coefficient mixed models 0 0 0 19 0 1 1 88
Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models 0 0 0 36 0 0 1 132
Model checking for parametric regressions with response missing at random 0 0 0 4 0 0 0 49
Moment conditions for Almost Stochastic Dominance 0 0 0 6 0 2 2 53
Multi-index regression models with missing covariates at random 0 1 1 6 1 3 3 39
Nonparametric check for partial linear errors-in-covariables models with validation data 0 0 0 2 0 1 1 42
Nonparametric feature screening 0 0 0 21 0 0 1 92
On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models 0 0 0 12 0 1 2 35
On Sliced Inverse Regression With High-Dimensional Covariates 1 1 1 28 1 1 2 110
On Variance Components in Semiparametric Mixed Models for Longitudinal Data 0 0 0 9 1 1 1 34
On a Projective Resampling Method for Dimension Reduction With Multivariate Responses 0 0 1 71 1 1 3 155
On an asymptotically more efficient estimation of the single-index model 0 0 1 61 1 2 4 163
On model-free conditional coordinate tests for regressions 0 0 0 9 0 0 0 34
Principal minimax support vector machine for sufficient dimension reduction with contaminated data 0 0 0 3 0 0 0 37
Profile empirical likelihood for parametric and semiparametric models 0 0 0 41 1 1 2 92
Robust comparison of regression curves 0 0 0 4 0 1 3 40
Robust estimating equation-based sufficient dimension reduction 0 0 0 7 0 0 0 33
Short-term natural gas demand prediction based on support vector regression with false neighbours filtered 1 1 2 26 1 1 4 126
Sparse sufficient dimension reduction using optimal scoring 0 0 0 15 0 0 1 74
Sufficient dimension reduction through discretization-expectation estimation 0 0 0 28 0 0 1 107
Testing equality of shape parameters in several inverse Gaussian populations 0 0 0 5 0 1 1 41
Testing for positive expectation dependence 0 0 0 4 0 0 1 60
Testing for serial correlation and random effects in a two-way error component regression model 0 0 0 16 0 1 2 73
Testing the adequacy of varying coefficient models with missing responses at random 0 0 0 3 0 1 2 28
The Dual Central Subspaces in dimension reduction 0 0 0 2 0 0 1 36
Transformation-based estimation 0 0 0 8 1 2 3 36
Transformation-based model averaged tail area inference 0 0 0 1 0 0 1 18
Transformed sufficient dimension reduction 0 0 0 3 1 1 1 22
Ultrahigh dimensional time course feature selection 0 0 0 2 0 3 4 18
Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors 0 0 0 7 0 2 4 33
Total Journal Articles 2 5 14 1,374 22 52 116 5,234

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03