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 7 10 1,898
A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form 0 0 0 4 0 0 1 24
A Primer on Unit Root Testing 1 1 1 2,060 3 12 16 4,158
A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom 0 0 0 96 3 8 11 251
A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom 0 0 1 61 1 4 8 175
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 3 0 2 3 46
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 32 0 3 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 4 895
Bi-integrative analysis of two-dimensional heterogeneous panel data model 0 0 4 33 1 4 10 45
Bootstrap inference for panel data quantile regression 0 0 1 152 1 4 7 54
Conditional Quantile Estimation for GARCH Models 0 1 2 398 3 9 20 1,006
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 0 6 9 356
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 3 9 14 345
Copula-Based Time Series With Filtered Nonstationarity 0 0 0 4 0 4 4 22
Copula-Based Time Series With Filtered Nonstationarity 0 0 0 32 0 1 4 51
Copula-based nonlinear quantile autoregression 0 0 0 58 0 6 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 5 9 107
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 4 5 172
Estimation and Inference about Tail Features with Tail Censored Data 0 0 0 12 3 10 12 33
Estimation and Inference about Tail Features with Tail Censored Data 0 0 0 8 2 11 15 54
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 1 6 8 688
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 0 241 1 6 8 815
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 0 3 0 5 7 50
More efficient kernel estimation in nonparametric regression with autocorrelated errors 0 0 0 5 1 2 5 44
N-Consistent Semiparametric Regression: Partially Linear Models with Unit Roots 0 0 0 92 1 5 7 291
Partially Linear Models with Unit Roots 0 0 0 137 0 1 2 398
Purchasing power parity and the unit root tests: a robust analysis 0 0 0 143 0 7 8 315
Quantile Cointegrating Regression 0 0 4 266 3 13 35 705
Robustness of stationary tests under long-memory alternatives 0 0 0 66 0 3 5 199
SMOOTH TEST FOR TESTING EQUALITY OF TWO DENSITIES 0 0 0 1 1 8 11 1,029
Second-order approximation for adaptive regression estimators 0 0 0 5 0 7 9 34
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 0 1 137 0 8 14 336
TESTS FOR CHANGING MEAN WITH MONOTONIC POWER 0 0 0 54 0 5 5 183
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 2 0 2 3 281
Testing covariance stationarity 0 0 0 332 2 4 6 1,087
Testing unit root based on partially adaptive estimation 0 0 0 78 0 3 4 217
Tests for Changing Mean with Monotonic Power 0 0 0 54 0 3 4 188
Total Working Papers 1 2 15 6,519 35 211 333 19,404

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 10 383
A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY 0 0 0 26 1 4 6 65
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM 0 0 2 32 0 5 9 84
A Nonparametric Prewhitened Covariance Estimator 0 0 0 1 1 8 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 0 6 8 35
A Primer on Unit Root Testing 1 1 1 30 3 9 15 140
A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS 0 0 0 15 0 5 9 66
A generalized partially linear model of asymmetric volatility 0 0 0 84 2 4 8 231
A nonparametric test for changing trends 0 0 0 81 0 6 8 203
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 2 7 9 220
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 1 3 7 69
Bootstrapping Time Series Regressions with Integrated Processes 0 0 0 0 3 9 10 14
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 4 4 45
Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 0 44 1 1 2 127
Consistency of ℓ1 penalized negative binomial regressions 0 0 0 5 0 5 9 21
Copula-based nonlinear quantile autoregression 0 0 0 53 1 6 8 227
Do shocks last forever? Local persistency in economic time series 0 0 0 49 5 9 10 179
EFFICIENT DETRENDING IN COINTEGRATING REGRESSION 0 0 0 17 1 11 12 78
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION 1 1 2 19 1 3 9 99
ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE 0 0 0 15 1 4 5 77
Econometric Reviews Honors Cheng Hsiao 0 0 0 0 2 5 6 12
Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician 0 0 1 5 0 2 3 15
Efficient estimation for time-varying coefficient longitudinal models 0 0 0 3 2 5 8 15
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity 0 0 0 8 1 3 8 34
Estimating average economic growth in time series data with persistency 0 0 0 45 1 16 17 155
Functional-coefficient cointegration models 0 0 1 175 0 3 7 400
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 6 9 92
Higher order approximations for Wald statistics in time series regressions with integrated processes 0 0 1 32 3 4 5 263
Higher-order approximations for frequency domain time series regression 0 0 1 67 0 3 7 248
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity 1 1 1 15 2 6 10 54
Inference on the Quantile Regression Process 0 0 0 339 3 6 11 1,053
Is there long memory in financial time series? 0 0 0 131 0 2 2 387
LIKELIHOOD-BASED INFERENCE IN TRENDING TIME SERIES WITH A ROOT NEAR UNITY 0 0 0 6 2 6 7 49
Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions 0 0 0 6 2 3 5 46
More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors 0 0 1 82 0 5 7 209
NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY 0 0 1 17 1 6 8 74
Nonparametric and robust methods in econometrics 0 0 0 104 0 1 2 219
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 1 2 14 0 7 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 5 5 76
Quantile Autoregression 1 3 12 416 2 8 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 9 44
Quantile cointegrating regression 0 0 1 279 4 9 26 802
Quantile control method: Causal inference with one treated unit via random forest 0 1 10 10 1 10 27 27
RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS 0 0 0 73 0 4 6 168
Rejoinder 0 0 0 25 0 2 2 69
Right tail information and asset pricing 0 0 1 9 3 5 8 42
Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets 0 0 3 31 1 9 15 103
Robust inference in nonstationary time series models 0 1 1 26 2 5 8 97
SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS 0 0 0 10 0 2 4 50
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 1 97 0 5 14 338
Square†Root LASSO for High†Dimensional Sparse Linear Systems with Weakly Dependent Errors 1 1 1 2 3 5 8 15
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency 0 0 0 12 4 9 11 63
Testing Covariance Stationarity 0 0 1 61 1 2 6 238
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 32 1 3 4 110
Testing for changing volatility 1 1 1 11 2 3 8 33
Testing for cointegration using partially linear models 0 0 0 33 0 3 7 110
Testing for parameter stability in quantile regression models 0 0 0 43 1 3 6 123
Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative 0 0 0 3 1 6 9 23
Tests for changing mean with monotonic power 1 1 1 48 1 3 7 151
Tests for normality based on the quantile-mean covariance 0 0 1 49 0 5 8 113
The Reluctant Analyst 0 0 0 15 1 4 7 107
UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS 0 1 1 21 0 6 10 74
Unit Root Quantile Autoregression Inference 1 2 4 155 1 8 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 4 12 37
Total Journal Articles 8 15 60 3,381 74 350 592 10,597
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 3 6 6 51
Total Chapters 0 0 0 12 3 6 6 51

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