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 0 0 612 0 5 10 1,898
A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form 0 0 0 4 2 2 3 26
A Primer on Unit Root Testing 0 1 1 2,060 0 11 16 4,158
A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom 0 0 0 96 0 6 11 251
A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom 0 0 1 61 0 3 8 175
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 3 0 1 3 46
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 32 0 2 4 220
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom 0 0 0 6 0 3 4 81
An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy 0 0 0 229 0 2 3 895
Bi-integrative analysis of two-dimensional heterogeneous panel data model 0 0 4 33 1 4 11 46
Bootstrap inference for panel data quantile regression 0 0 1 152 2 6 9 56
Conditional Quantile Estimation for GARCH Models 0 0 2 398 1 8 21 1,007
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 1 3 10 357
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 1 9 15 346
Copula-Based Time Series With Filtered Nonstationarity 0 0 0 32 1 2 5 52
Copula-Based Time Series With Filtered Nonstationarity 1 1 1 5 1 3 5 23
Copula-based nonlinear quantile autoregression 0 0 0 58 0 5 9 112
Do shocks permanently change output?: Local persistency in economic time series 0 0 0 82 0 5 6 225
Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity 0 0 1 52 1 4 10 108
Efficient Regression in Time Series Partial Linear Models 0 0 0 444 0 3 4 1,537
Estimating Average Economic Growth in Time Series Data with Persistency 0 0 0 0 1 3 6 173
Estimation and Inference about Tail Features with Tail Censored Data 0 0 0 8 1 9 16 55
Estimation and Inference about Tail Features with Tail Censored Data 0 0 0 12 2 8 14 35
Higher Order Approximations for Wald Statistics in Cointegrating Regressions 0 0 0 104 0 1 3 677
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 0 6 8 688
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 0 241 1 7 9 816
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 0 3 1 4 8 51
More efficient kernel estimation in nonparametric regression with autocorrelated errors 0 0 0 5 0 1 5 44
N-Consistent Semiparametric Regression: Partially Linear Models with Unit Roots 0 0 0 92 0 3 7 291
Partially Linear Models with Unit Roots 0 0 0 137 1 2 3 399
Purchasing power parity and the unit root tests: a robust analysis 0 0 0 143 0 4 7 315
Quantile Cointegrating Regression 0 0 3 266 1 11 34 706
Robustness of stationary tests under long-memory alternatives 0 0 0 66 0 1 4 199
SMOOTH TEST FOR TESTING EQUALITY OF TWO DENSITIES 0 0 0 1 0 6 11 1,029
Second-order approximation for adaptive regression estimators 0 0 0 5 0 3 9 34
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 0 1 137 2 4 15 338
TESTS FOR CHANGING MEAN WITH MONOTONIC POWER 0 0 0 54 0 4 5 183
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 2 1 1 4 282
Testing covariance stationarity 0 0 0 332 0 3 5 1,087
Testing unit root based on partially adaptive estimation 0 0 0 78 1 4 5 218
Tests for Changing Mean with Monotonic Power 0 0 0 54 1 4 4 189
Total Working Papers 1 2 15 6,520 24 176 349 19,428

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 91 1 5 11 384
A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY 0 0 0 26 0 3 6 65
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM 0 0 2 32 1 5 10 85
A Nonparametric Prewhitened Covariance Estimator 0 0 0 1 0 4 9 18
A Note on Covariance Matrix Estimation in Quantile Regressions 0 0 0 40 0 0 2 130
A Powerful Test for Changing Trends in Time Series Models 0 0 2 9 1 6 9 36
A Primer on Unit Root Testing 0 1 1 30 2 9 17 142
A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS 0 0 0 15 1 4 9 67
A generalized partially linear model of asymmetric volatility 0 0 0 84 0 3 8 231
A nonparametric test for changing trends 0 0 0 81 1 5 9 204
A residual based test for the null hypothesis of cointegration 0 0 0 36 0 2 5 152
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom 0 0 0 66 0 6 9 220
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 1 4 8 70
Bootstrapping Time Series Regressions with Integrated Processes 0 0 0 0 1 8 11 15
COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor 0 0 0 9 1 5 5 46
Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 0 44 1 2 3 128
Consistency of ℓ1 penalized negative binomial regressions 0 0 0 5 2 4 11 23
Copula-based nonlinear quantile autoregression 0 0 0 53 0 4 8 227
Do shocks last forever? Local persistency in economic time series 0 0 0 49 0 8 10 179
EFFICIENT DETRENDING IN COINTEGRATING REGRESSION 0 0 0 17 1 8 13 79
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION 0 1 2 19 2 4 11 101
ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE 1 1 1 16 2 5 7 79
Econometric Reviews Honors Cheng Hsiao 0 0 0 0 0 5 6 12
Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician 0 0 0 5 0 0 2 15
Efficient estimation for time-varying coefficient longitudinal models 0 0 0 3 0 3 8 15
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity 0 0 0 8 1 4 9 35
Estimating average economic growth in time series data with persistency 0 0 0 45 0 12 17 155
Functional-coefficient cointegration models 0 0 1 175 0 2 7 400
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 4 9 92
Higher order approximations for Wald statistics in time series regressions with integrated processes 0 0 1 32 2 6 7 265
Higher-order approximations for frequency domain time series regression 0 0 1 67 0 1 7 248
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity 0 1 1 15 1 6 11 55
Inference on the Quantile Regression Process 0 0 0 339 1 7 12 1,054
Is there long memory in financial time series? 0 0 0 131 1 2 3 388
LIKELIHOOD-BASED INFERENCE IN TRENDING TIME SERIES WITH A ROOT NEAR UNITY 0 0 0 6 0 3 7 49
Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions 0 0 0 6 0 2 4 46
More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors 1 1 2 83 1 6 8 210
NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY 0 0 0 17 0 4 7 74
Nonparametric and robust methods in econometrics 0 0 0 104 1 2 3 220
Note on bandwidth selection in testing for long range dependence 0 0 1 39 0 2 4 113
On bootstrapping regressions with unit root processes 0 0 2 14 0 6 8 62
PARTIALLY LINEAR MODELS WITH UNIT ROOTS 0 0 0 14 0 1 3 108
POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS 0 0 0 23 0 3 5 76
Quantile Autoregression 0 2 12 416 0 7 29 831
Quantile Regression on Quantile Ranges – A Threshold Approach 0 0 0 5 0 6 10 38
Quantile aggregation and combination for stock return prediction 0 0 2 11 1 7 10 45
Quantile cointegrating regression 0 0 1 279 2 8 27 804
Quantile control method: Causal inference with one treated unit via random forest 1 2 11 11 4 11 31 31
RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS 0 0 0 73 2 4 7 170
Rejoinder 0 0 0 25 0 1 2 69
Right tail information and asset pricing 0 0 1 9 2 7 10 44
Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets 0 0 3 31 2 9 17 105
Robust inference in nonstationary time series models 0 1 1 26 2 6 9 99
SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS 0 0 0 10 1 2 5 51
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 1 97 0 2 13 338
Square†Root LASSO for High†Dimensional Sparse Linear Systems with Weakly Dependent Errors 0 1 1 2 0 4 8 15
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency 0 0 0 12 1 10 12 64
Testing Covariance Stationarity 0 0 1 61 0 2 6 238
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 32 1 4 5 111
Testing for changing volatility 0 1 1 11 0 3 8 33
Testing for cointegration using partially linear models 0 0 0 33 1 4 8 111
Testing for parameter stability in quantile regression models 0 0 0 43 0 3 6 123
Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative 0 0 0 3 0 4 9 23
Tests for changing mean with monotonic power 0 1 1 48 0 3 7 151
Tests for normality based on the quantile-mean covariance 0 0 1 49 0 4 8 113
The Reluctant Analyst 0 0 0 15 1 4 8 108
UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS 0 0 1 21 1 6 11 75
Unit Root Quantile Autoregression Inference 0 1 4 155 0 4 13 396
Weak instrument inference in the presence of parameter instability 0 0 0 11 0 1 2 48
What do mean impacts miss? Distributional effects of corporate diversification 0 0 0 6 0 3 12 37
Total Journal Articles 3 14 61 3,384 47 314 631 10,644
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns 0 0 0 12 2 7 8 53
Total Chapters 0 0 0 12 2 7 8 53

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Statistics updated 2026-04-09