Access Statistics for Xiaofeng Shao

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
Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors 0 2 3 35 1 3 8 29
Total Working Papers 0 2 3 35 1 3 8 29


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES 0 0 0 26 0 0 2 136
A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS 0 0 0 24 1 1 1 97
A Subsampled Double Bootstrap for Massive Data 0 0 0 0 0 0 0 0
A bootstrap-assisted spectral test of white noise under unknown dependence 0 0 0 22 0 0 0 124
A self‐normalized approach to confidence interval construction in time series 0 0 0 18 0 0 1 70
A simple test of changes in mean in the possible presence of long‐range dependence 0 2 6 20 0 3 11 64
BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS 0 0 1 2 2 2 5 8
Bayesian model selection based on parameter estimates from subsamples 0 0 0 7 0 0 2 34
Confidence intervals for spectral mean and ratio statistics 0 0 0 12 0 1 2 52
Corrigendum: A self‐normalized approach to confidence interval construction in time series 0 0 0 11 1 2 4 47
Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration 0 0 0 5 0 0 2 42
Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors 0 0 1 4 0 0 1 11
Inference for linear models with dependent errors 0 0 0 4 0 0 0 28
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES 0 0 0 12 1 1 4 46
Local asymptotic powers of nonparametric and semiparametric tests for fractional integration 0 0 0 9 0 0 1 34
Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening 0 0 2 11 0 0 4 40
Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series 0 0 0 1 1 1 1 6
NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION 0 0 0 11 0 0 2 40
Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval 0 0 0 4 0 0 2 24
ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA 0 0 0 1 0 1 1 14
On a general class of long run variance estimators 0 0 0 19 0 0 3 67
On the coverage bound problem of empirical likelihood methods for time series 0 0 0 2 0 0 2 17
Parametric Inference in Stationary Time Series Models with Dependent Errors 0 0 0 1 0 0 0 10
Recent developments in bootstrap methods for dependent data 0 0 0 0 0 1 1 15
Self-Normalization for Time Series: A Review of Recent Developments 0 0 1 5 0 0 3 9
Self-normalization for Spatial Data 0 0 0 2 0 0 0 11
TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS 0 0 0 11 0 0 0 43
Testing for Change Points in Time Series 0 0 3 45 2 2 9 139
Testing mutual independence in high dimension via distance covariance 0 0 1 4 2 5 9 18
The Dependent Wild Bootstrap 0 0 6 36 3 8 27 112
Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility 0 1 1 1 2 5 11 11
Total Journal Articles 0 3 22 330 15 33 111 1,369


Statistics updated 2020-11-03