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 3 3 3 1,891
A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form 0 0 0 4 1 1 1 24
A Primer on Unit Root Testing 0 0 0 2,059 2 4 5 4,146
A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom 0 0 0 96 2 2 4 243
A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom 0 1 1 61 2 4 4 171
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 32 0 0 3 217
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 1 3 0 0 3 44
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom 0 0 1 6 0 1 2 78
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 0 2 893
Bi-integrative analysis of two-dimensional heterogeneous panel data model 1 1 4 33 3 3 7 41
Bootstrap inference for panel data quantile regression 0 1 2 152 0 2 5 50
Conditional Quantile Estimation for GARCH Models 1 1 2 397 2 8 13 997
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 2 2 3 350
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 3 3 5 336
Copula-Based Time Series With Filtered Nonstationarity 0 0 0 4 0 0 0 18
Copula-Based Time Series With Filtered Nonstationarity 0 0 0 32 1 1 3 50
Copula-based nonlinear quantile autoregression 0 0 0 58 0 1 4 106
Do shocks permanently change output?: Local persistency in economic time series 0 0 0 82 0 0 3 220
Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity 1 1 1 52 2 3 4 102
Efficient Regression in Time Series Partial Linear Models 0 0 0 444 0 1 1 1,534
Estimating Average Economic Growth in Time Series Data with Persistency 0 0 0 0 0 0 1 168
Estimation and Inference about Tail Features with Tail Censored Data 0 0 0 12 0 1 2 23
Estimation and Inference about Tail Features with Tail Censored Data 0 0 0 8 3 3 4 43
Higher Order Approximations for Wald Statistics in Cointegrating Regressions 0 0 0 104 1 2 3 676
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 1 1 2 682
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 0 3 1 1 2 45
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 0 241 1 2 3 809
More efficient kernel estimation in nonparametric regression with autocorrelated errors 0 0 0 5 0 2 3 42
N-Consistent Semiparametric Regression: Partially Linear Models with Unit Roots 0 0 0 92 0 1 2 286
Partially Linear Models with Unit Roots 0 0 0 137 1 1 2 397
Purchasing power parity and the unit root tests: a robust analysis 0 0 0 143 0 0 1 308
Quantile Cointegrating Regression 1 1 7 266 7 10 30 692
Robustness of stationary tests under long-memory alternatives 0 0 0 66 0 0 2 196
SMOOTH TEST FOR TESTING EQUALITY OF TWO DENSITIES 0 0 0 1 0 1 3 1,021
Second-order approximation for adaptive regression estimators 0 0 0 5 0 1 2 27
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 1 1 1 137 2 3 7 328
TESTS FOR CHANGING MEAN WITH MONOTONIC POWER 0 0 0 54 0 0 1 178
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 2 0 0 2 279
Testing covariance stationarity 0 0 0 332 1 1 3 1,083
Testing unit root based on partially adaptive estimation 0 0 0 78 0 0 1 214
Tests for Changing Mean with Monotonic Power 0 0 0 54 0 0 2 185
Total Working Papers 5 7 20 6,517 41 69 153 19,193

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 1 1 91 1 3 7 378
A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY 0 0 0 26 0 2 2 61
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM 0 0 2 32 1 1 4 79
A Nonparametric Prewhitened Covariance Estimator 0 0 0 1 1 1 2 10
A Note on Covariance Matrix Estimation in Quantile Regressions 0 0 0 40 1 1 2 130
A Powerful Test for Changing Trends in Time Series Models 0 1 2 9 0 1 3 29
A Primer on Unit Root Testing 0 0 0 29 1 2 9 131
A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS 0 0 0 15 1 2 5 61
A generalized partially linear model of asymmetric volatility 0 0 0 84 2 4 5 227
A nonparametric test for changing trends 0 0 0 81 0 0 3 197
A residual based test for the null hypothesis of cointegration 0 0 0 36 0 0 3 150
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom 0 0 0 66 0 2 3 213
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 1 1 19 1 2 5 66
Bootstrapping Time Series Regressions with Integrated Processes 0 0 0 0 0 1 1 5
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 0 0 2 41
Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 0 44 0 0 3 126
Consistency of ℓ1 penalized negative binomial regressions 0 0 0 5 3 4 4 16
Copula-based nonlinear quantile autoregression 0 0 0 53 2 2 3 221
Do shocks last forever? Local persistency in economic time series 0 0 0 49 0 1 1 170
EFFICIENT DETRENDING IN COINTEGRATING REGRESSION 0 0 0 17 0 0 2 67
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION 0 0 1 18 3 4 8 96
ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE 0 0 0 15 0 0 1 73
Econometric Reviews Honors Cheng Hsiao 0 0 0 0 0 0 1 7
Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician 0 0 1 5 0 0 1 13
Efficient estimation for time-varying coefficient longitudinal models 0 0 0 3 0 1 3 10
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity 0 0 0 8 2 2 6 31
Estimating average economic growth in time series data with persistency 0 0 0 45 0 0 1 139
Functional-coefficient cointegration models 0 0 1 175 1 2 4 397
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 1 3 3 86
Higher order approximations for Wald statistics in time series regressions with integrated processes 0 0 1 32 0 0 1 259
Higher-order approximations for frequency domain time series regression 1 1 1 67 1 2 4 245
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity 0 0 0 14 2 3 7 48
Inference on the Quantile Regression Process 0 0 0 339 2 3 8 1,047
Is there long memory in financial time series? 0 0 0 131 0 0 0 385
LIKELIHOOD-BASED INFERENCE IN TRENDING TIME SERIES WITH A ROOT NEAR UNITY 0 0 0 6 0 0 2 43
Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions 0 0 0 6 0 0 2 43
More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors 0 0 1 82 0 0 2 204
NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY 0 0 1 17 0 0 2 68
Nonparametric and robust methods in econometrics 0 0 0 104 1 1 2 218
Note on bandwidth selection in testing for long range dependence 0 1 1 39 1 2 4 111
On bootstrapping regressions with unit root processes 1 1 1 13 1 1 3 55
PARTIALLY LINEAR MODELS WITH UNIT ROOTS 0 0 0 14 2 2 4 107
POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS 0 0 0 23 0 0 0 71
Quantile Autoregression 3 7 9 413 5 13 22 823
Quantile Regression on Quantile Ranges – A Threshold Approach 0 0 0 5 1 1 4 32
Quantile aggregation and combination for stock return prediction 1 1 3 11 1 1 3 37
Quantile cointegrating regression 0 0 5 279 5 10 25 793
Quantile control method: Causal inference with one treated unit via random forest 2 5 9 9 2 7 17 17
RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS 0 0 0 73 0 0 4 164
Rejoinder 0 0 0 25 0 0 0 67
Right tail information and asset pricing 1 1 3 9 2 2 7 37
Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets 0 3 3 31 1 4 8 94
Robust inference in nonstationary time series models 0 0 0 25 1 2 4 92
SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS 0 0 0 10 1 2 2 48
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 1 97 2 3 10 333
Square†Root LASSO for High†Dimensional Sparse Linear Systems with Weakly Dependent Errors 0 0 0 1 1 2 4 10
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency 0 0 0 12 1 2 3 54
Testing Covariance Stationarity 0 0 1 61 0 0 4 236
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 32 0 0 1 107
Testing for changing volatility 0 0 1 10 3 5 6 30
Testing for cointegration using partially linear models 0 0 0 33 2 2 5 107
Testing for parameter stability in quantile regression models 0 0 0 43 2 3 3 120
Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative 0 0 0 3 0 2 4 17
Tests for changing mean with monotonic power 0 0 0 47 0 2 4 148
Tests for normality based on the quantile-mean covariance 0 0 1 49 0 2 3 108
The Reluctant Analyst 0 0 0 15 1 3 5 103
UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS 0 0 0 20 2 2 5 68
Unit Root Quantile Autoregression Inference 0 0 3 153 0 2 9 388
Weak instrument inference in the presence of parameter instability 0 0 0 11 0 0 2 47
What do mean impacts miss? Distributional effects of corporate diversification 0 0 0 6 4 4 8 33
Total Journal Articles 9 23 54 3,366 68 131 310 10,247
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 0 0 0 45
Total Chapters 0 0 0 12 0 0 0 45

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