Access Statistics for Zhijie Xiao

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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 1 612 0 0 4 1,888
A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form 0 0 0 4 0 0 0 23
A Primer on Unit Root Testing 0 0 1 2,059 0 1 4 4,142
A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom 0 0 0 96 1 1 1 240
A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom 0 0 0 60 0 0 1 167
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 32 1 2 2 216
A nonparametric regression estimator that adapts to error distribution of unknown form 1 1 1 3 2 2 4 43
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom 1 1 2 6 1 1 4 77
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 1 891
Bi-integrative analysis of two-dimensional heterogeneous panel data model 0 0 2 29 1 1 5 35
Bootstrap inference for panel data quantile regression 0 1 2 151 1 2 8 47
Conditional Quantile Estimation for GARCH Models 0 1 3 396 1 2 7 986
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 0 0 1 331
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 0 0 1 347
Copula-Based Time Series With Filtered Nonstationarity 0 0 2 32 0 0 4 47
Copula-Based Time Series With Filtered Nonstationarity 0 0 1 4 0 0 1 18
Copula-based nonlinear quantile autoregression 0 0 0 58 0 1 2 103
Do shocks permanently change output?: Local persistency in economic time series 0 0 0 82 1 2 2 219
Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity 0 0 1 51 0 0 2 98
Efficient Regression in Time Series Partial Linear Models 0 0 2 444 0 0 3 1,533
Estimating Average Economic Growth in Time Series Data with Persistency 0 0 0 0 0 0 0 167
Estimation and Inference about Tail Features with Tail Censored Data 0 0 0 8 0 0 1 39
Estimation and Inference about Tail Features with Tail Censored Data 0 0 0 12 0 0 0 21
Higher Order Approximations for Wald Statistics in Cointegrating Regressions 0 0 0 104 0 1 1 674
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 0 0 0 680
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 0 3 0 0 0 43
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 0 241 1 1 1 807
More efficient kernel estimation in nonparametric regression with autocorrelated errors 0 0 0 5 0 0 0 39
N-Consistent Semiparametric Regression: Partially Linear Models with Unit Roots 0 0 0 92 0 0 0 284
Partially Linear Models with Unit Roots 0 0 0 137 1 1 1 396
Purchasing power parity and the unit root tests: a robust analysis 0 0 0 143 0 0 0 307
Quantile Cointegrating Regression 1 3 8 262 2 8 21 670
Robustness of stationary tests under long-memory alternatives 0 0 0 66 0 0 0 194
SMOOTH TEST FOR TESTING EQUALITY OF TWO DENSITIES 0 0 0 1 0 0 2 1,018
Second-order approximation for adaptive regression estimators 0 0 0 5 0 0 0 25
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 0 0 136 0 1 2 322
TESTS FOR CHANGING MEAN WITH MONOTONIC POWER 0 0 0 54 1 1 3 178
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 2 0 1 1 278
Testing covariance stationarity 0 0 0 332 1 1 2 1,081
Testing unit root based on partially adaptive estimation 0 0 0 78 0 0 0 213
Tests for Changing Mean with Monotonic Power 0 0 0 54 0 1 2 184
Total Working Papers 3 7 26 6,504 15 31 94 19,071

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 3 90 1 2 7 373
A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY 0 0 3 26 0 0 3 59
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM 0 0 0 30 0 0 0 75
A Nonparametric Prewhitened Covariance Estimator 0 0 0 1 1 1 2 9
A Note on Covariance Matrix Estimation in Quantile Regressions 0 0 0 40 0 0 0 128
A Powerful Test for Changing Trends in Time Series Models 0 0 0 7 1 1 1 27
A Primer on Unit Root Testing 0 0 2 29 0 3 8 125
A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS 0 0 0 15 1 1 1 57
A generalized partially linear model of asymmetric volatility 0 0 0 84 0 1 3 223
A nonparametric test for changing trends 0 0 0 81 1 1 2 195
A residual based test for the null hypothesis of cointegration 0 0 0 36 0 0 0 147
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom 0 0 0 66 1 1 4 211
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 18 1 1 1 62
Bootstrapping Time Series Regressions with Integrated Processes 0 0 0 0 0 0 1 4
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 2 2 41
Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 0 44 2 2 5 125
Consistency of ℓ1 penalized negative binomial regressions 0 0 0 5 0 0 0 12
Copula-based nonlinear quantile autoregression 0 0 0 53 0 1 2 219
Do shocks last forever? Local persistency in economic time series 0 0 2 49 0 0 2 169
EFFICIENT DETRENDING IN COINTEGRATING REGRESSION 0 0 0 17 1 1 1 66
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION 0 0 0 17 1 2 2 90
ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE 0 0 0 15 0 0 2 72
Econometric Reviews Honors Cheng Hsiao 0 0 0 0 0 0 0 6
Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician 0 0 0 4 0 0 0 12
Efficient estimation for time-varying coefficient longitudinal models 0 0 0 3 0 0 0 7
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity 0 0 1 8 1 1 5 26
Estimating average economic growth in time series data with persistency 0 0 0 45 0 0 0 138
Functional-coefficient cointegration models 0 0 0 174 0 0 7 393
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 0 0 83
Higher order approximations for Wald statistics in time series regressions with integrated processes 0 0 0 31 0 0 0 258
Higher-order approximations for frequency domain time series regression 0 0 0 66 0 0 1 241
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity 0 0 0 14 1 3 5 44
Inference on the Quantile Regression Process 0 0 0 339 3 3 7 1,042
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 1 1 1 42
Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions 0 0 0 6 0 0 6 41
More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors 0 0 1 81 0 0 1 202
NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY 0 0 1 16 0 0 1 66
Nonparametric and robust methods in econometrics 0 0 2 104 1 1 3 217
Note on bandwidth selection in testing for long range dependence 0 0 0 38 2 2 2 109
On bootstrapping regressions with unit root processes 0 0 0 12 2 2 2 54
PARTIALLY LINEAR MODELS WITH UNIT ROOTS 0 0 0 14 2 2 2 105
POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS 0 0 0 23 0 0 0 71
Quantile Autoregression 0 0 1 404 0 1 8 802
Quantile Regression on Quantile Ranges – A Threshold Approach 0 0 0 5 0 0 1 28
Quantile aggregation and combination for stock return prediction 0 1 3 9 0 1 4 35
Quantile cointegrating regression 1 4 10 278 3 8 37 776
RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS 0 0 2 73 1 2 6 162
Rejoinder 0 0 0 25 0 0 2 67
Right tail information and asset pricing 0 2 4 8 2 4 9 34
Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets 0 0 0 28 0 2 2 88
Robust inference in nonstationary time series models 0 0 0 25 0 1 1 89
SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS 0 0 0 10 0 0 0 46
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 0 96 0 1 4 324
Square†Root LASSO for High†Dimensional Sparse Linear Systems with Weakly Dependent Errors 0 0 0 1 1 1 1 7
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency 0 0 2 12 1 1 9 52
Testing Covariance Stationarity 0 0 0 60 0 0 2 232
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 32 0 0 0 106
Testing for changing volatility 0 1 1 10 0 1 1 25
Testing for cointegration using partially linear models 0 0 0 33 0 1 1 103
Testing for parameter stability in quantile regression models 0 0 0 43 0 0 2 117
Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative 0 0 0 3 1 1 2 14
Tests for changing mean with monotonic power 0 0 1 47 0 0 3 144
Tests for normality based on the quantile-mean covariance 0 0 1 48 0 0 1 105
The Reluctant Analyst 0 0 1 15 1 2 6 100
UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS 0 0 0 20 1 1 1 64
Unit Root Quantile Autoregression Inference 0 1 3 151 0 4 9 383
Weak instrument inference in the presence of parameter instability 0 0 0 11 1 1 2 46
What do mean impacts miss? Distributional effects of corporate diversification 0 0 1 6 0 0 2 25
Total Journal Articles 1 9 45 3,321 37 68 208 10,005
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 1 12 0 0 2 45
Total Chapters 0 0 1 12 0 0 2 45

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Statistics updated 2025-03-03