Access Statistics for Jia Li

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
Asymptotic Inference about Predictive Accuracy Using High Frequency Data 0 0 0 51 1 4 5 78
Permutation-based tests for discontinuities in event studies 0 0 0 10 2 3 4 28
Uniform nonparametric inference in time series via Stata 0 0 3 12 2 5 10 27
Volume, Volatility and Public News Announcements 1 1 2 112 4 12 18 270
Weak Identification of Long Memory with Implications for Inference 0 0 1 122 0 4 22 137
Total Working Papers 1 1 6 307 9 28 59 540


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Optimal Inference for Spot Regressions 0 1 2 7 2 5 15 37
Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local‐to‐Continuity Theory for the Pre‐Averaging Method 0 0 0 41 3 4 7 218
Total Journal Articles 0 1 2 48 5 9 22 255


Statistics updated 2026-01-09