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 1 2 606 0 3 12 1,856
A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form 0 0 0 4 0 0 1 12
A Primer on Unit Root Testing 0 0 4 2,031 1 3 17 4,078
A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom 0 0 1 92 1 4 12 215
A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom 0 0 0 60 2 3 10 152
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 32 0 2 5 206
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 2 0 2 4 31
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom 0 0 0 3 7 16 19 43
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 2 4 11 869
Conditional Quantile Estimation for GARCH Models 0 1 4 370 4 6 15 878
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 1 2 8 328
Copula-Based Nonlinear Quantile Autoregression 0 1 1 125 2 3 9 265
Copula-based nonlinear quantile autoregression 0 0 0 56 0 0 2 85
Do shocks permanently change output?: Local persistency in economic time series 0 0 1 79 0 0 1 209
Efficient Regression in Time Series Partial Linear Models 0 0 0 434 0 0 2 1,497
Estimating Average Economic Growth in Time Series Data with Persistency 0 0 0 0 1 1 8 160
Higher Order Approximations for Wald Statistics in Cointegrating Regressions 0 0 0 102 0 1 2 656
How to Estimate Autoregressive Roots Near Unity 0 0 0 155 0 3 3 657
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 0 3 0 0 3 30
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 1 237 1 1 6 792
More efficient kernel estimation in nonparametric regression with autocorrelated errors 0 0 0 4 0 1 4 29
N-Consistent Semiparametric Regression: Partially Linear Models with Unit Roots 0 0 0 92 0 0 0 276
Partially Linear Models with Unit Roots 0 0 1 137 0 1 5 389
Purchasing power parity and the unit root tests: a robust analysis 0 0 0 142 1 1 2 303
Quantile Cointegrating Regression 0 1 4 237 2 3 20 552
Robustness of stationary tests under long-memory alternatives 0 0 0 65 0 0 1 186
SMOOTH TEST FOR TESTING EQUALITY OF TWO DENSITIES 0 0 0 1 3 3 6 1,001
Second-order approximation for adaptive regression estimators 0 0 0 4 0 1 2 20
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 1 6 133 3 4 12 287
TESTS FOR CHANGING MEAN WITH MONOTONIC POWER 0 0 0 52 0 0 2 156
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 2 0 0 4 268
Testing covariance stationarity 0 0 0 331 1 5 13 1,050
Testing unit root based on partially adaptive estimation 0 0 0 78 0 1 3 206
Tests for Changing Mean with Monotonic Power 0 0 0 53 2 4 6 169
Total Working Papers 0 5 25 6,087 34 78 230 17,911


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 83 0 1 7 346
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM 0 1 1 28 0 1 2 70
A Note on Covariance Matrix Estimation in Quantile Regressions 0 0 1 30 0 0 6 105
A Primer on Unit Root Testing 0 1 1 7 0 1 3 58
A Primer on Unit Root Testing 0 0 0 471 0 1 5 982
A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS 0 0 0 14 0 0 1 51
A generalized partially linear model of asymmetric volatility 0 0 0 84 0 0 3 210
A nonparametric test for changing trends 0 0 0 80 0 0 2 179
A residual based test for the null hypothesis of cointegration 0 0 0 35 0 0 1 145
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom 0 0 0 64 2 2 6 187
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 3 16 0 1 7 53
An analysis of risk for defaultable bond portfolios 0 0 0 23 0 0 2 74
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 1 9 0 0 1 36
Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 2 41 0 0 2 102
Copula-based nonlinear quantile autoregression 0 0 1 52 1 5 11 207
Do shocks last forever? Local persistency in economic time series 0 0 1 46 0 0 1 159
EFFICIENT DETRENDING IN COINTEGRATING REGRESSION 0 1 1 15 0 1 3 54
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION 0 0 0 13 0 0 2 44
ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE 0 0 0 12 0 0 2 63
Estimating average economic growth in time series data with persistency 0 0 0 45 0 0 3 133
Functional-coefficient cointegration models 1 1 5 154 1 4 11 344
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 0 0 73
Higher order approximations for Wald statistics in time series regressions with integrated processes 0 0 0 30 0 1 2 245
Higher-order approximations for frequency domain time series regression 0 0 0 65 1 3 5 229
Inference on the Quantile Regression Process 0 0 7 337 3 4 16 977
Is there long memory in financial time series? 0 0 3 128 0 1 11 374
LIKELIHOOD-BASED INFERENCE IN TRENDING TIME SERIES WITH A ROOT NEAR UNITY 0 0 0 6 1 1 3 36
More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors 0 0 1 75 0 0 3 184
NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY 0 0 0 11 0 0 4 42
Nonparametric and robust methods in econometrics 0 0 0 99 0 0 1 201
Note on bandwidth selection in testing for long range dependence 0 0 0 36 0 0 0 101
On bootstrapping regressions with unit root processes 0 0 1 12 0 0 3 48
PARTIALLY LINEAR MODELS WITH UNIT ROOTS 0 0 0 14 1 1 2 99
POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS 0 0 0 23 1 2 4 69
Quantile Autoregression 1 2 4 368 1 3 11 715
Quantile cointegrating regression 2 7 21 189 3 15 48 525
RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS 0 0 2 62 0 3 6 121
Rejoinder 0 0 0 23 0 0 0 52
Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets 0 0 1 15 1 1 5 41
Robust inference in nonstationary time series models 0 0 1 23 0 0 2 76
SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS 0 0 0 10 0 0 0 38
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 1 6 90 2 4 13 282
Testing Covariance Stationarity 0 0 0 59 0 1 5 220
Testing Unit Root Based on Partially Adaptive Estimation 0 0 1 30 2 3 6 92
Testing for cointegration using partially linear models 0 0 0 32 0 0 1 96
Testing for parameter stability in quantile regression models 0 0 0 42 0 0 0 100
Tests for changing mean with monotonic power 0 0 1 43 1 2 4 121
Tests for normality based on the quantile-mean covariance 1 2 4 39 2 5 10 81
UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS 0 0 1 20 0 0 2 61
Unit Root Quantile Autoregression Inference 2 3 6 132 3 6 20 315
Weak instrument inference in the presence of parameter instability 0 0 0 11 0 0 2 40
Total Journal Articles 7 19 78 3,367 26 73 270 9,256


Statistics updated 2019-10-05