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 0 1 8 82
Permutation-based tests for discontinuities in event studies 0 0 0 10 0 1 6 31
Uniform nonparametric inference in time series via Stata 0 0 2 12 0 1 14 33
Volume, Volatility and Public News Announcements 1 1 2 113 1 6 25 280
Weak Identification of Long Memory with Implications for Inference 0 0 0 122 4 16 28 157
Total Working Papers 1 1 4 308 5 25 81 583


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 1 1 2 8 1 4 20 46
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 0 0 7 219
Total Journal Articles 1 1 2 49 1 4 27 265


Statistics updated 2026-06-04