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 6 1,888
A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form 0 0 0 4 0 0 1 23
A Primer on Unit Root Testing 0 0 1 2,059 0 0 6 4,141
A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom 0 0 0 96 0 0 0 239
A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom 0 0 0 60 0 1 1 167
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 2 0 0 2 41
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 32 0 0 0 214
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom 0 0 1 5 0 1 3 76
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 1 1 3 891
Bi-integrative analysis of two-dimensional heterogeneous panel data model 1 1 3 29 1 1 6 34
Bootstrap inference for panel data quantile regression 0 0 4 150 0 2 11 45
Conditional Quantile Estimation for GARCH Models 0 1 3 395 0 3 7 984
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 0 0 2 347
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 0 1 2 331
Copula-Based Time Series With Filtered Nonstationarity 1 1 1 4 1 1 1 18
Copula-Based Time Series With Filtered Nonstationarity 2 2 2 32 2 2 4 47
Copula-based nonlinear quantile autoregression 0 0 0 58 1 1 2 102
Do shocks permanently change output?: Local persistency in economic time series 0 0 0 82 0 0 0 217
Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity 1 1 1 51 1 1 2 98
Efficient Regression in Time Series Partial Linear Models 0 2 2 444 0 2 4 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 12 0 0 0 21
Estimation and Inference about Tail Features with Tail Censored Data 0 0 0 8 0 0 1 39
Higher Order Approximations for Wald Statistics in Cointegrating Regressions 0 0 0 104 0 0 1 673
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 0 0 1 680
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 0 0 1 806
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 0 0 1 395
Purchasing power parity and the unit root tests: a robust analysis 0 0 0 143 0 0 0 307
Quantile Cointegrating Regression 1 2 6 259 1 3 16 662
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 0 1 321
TESTS FOR CHANGING MEAN WITH MONOTONIC POWER 0 0 0 54 0 0 3 177
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 2 0 0 1 277
Testing covariance stationarity 0 0 0 332 0 0 2 1,080
Testing unit root based on partially adaptive estimation 0 0 0 78 0 0 1 213
Tests for Changing Mean with Monotonic Power 0 0 1 54 1 1 3 183
Total Working Papers 6 10 26 6,497 9 21 97 19,040

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 4 90 0 0 7 371
A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY 1 1 3 26 1 1 3 59
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM 0 0 1 30 0 0 1 75
A Nonparametric Prewhitened Covariance Estimator 0 0 0 1 0 0 1 8
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 0 0 0 26
A Primer on Unit Root Testing 0 0 2 29 1 2 7 122
A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS 0 0 0 15 0 0 0 56
A generalized partially linear model of asymmetric volatility 0 0 0 84 0 1 2 222
A nonparametric test for changing trends 0 0 0 81 0 1 1 194
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 0 2 3 210
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 18 0 0 0 61
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 0 0 0 39
Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 0 44 0 1 4 123
Consistency of ℓ1 penalized negative binomial regressions 0 0 1 5 0 0 1 12
Copula-based nonlinear quantile autoregression 0 0 0 53 0 1 2 218
Do shocks last forever? Local persistency in economic time series 0 1 2 49 0 1 2 169
EFFICIENT DETRENDING IN COINTEGRATING REGRESSION 0 0 0 17 0 0 0 65
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION 0 0 0 17 0 0 0 88
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 1 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 2 7
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity 1 1 1 8 1 2 4 25
Estimating average economic growth in time series data with persistency 0 0 0 45 0 0 0 138
Functional-coefficient cointegration models 0 0 1 174 2 4 8 393
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 0 1 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 2 241
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity 0 0 0 14 0 2 3 41
Inference on the Quantile Regression Process 0 0 0 339 1 1 7 1,039
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 0 41
Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions 0 0 0 6 1 4 7 41
More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors 0 0 2 81 0 0 3 202
NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY 0 0 1 16 0 0 1 66
Nonparametric and robust methods in econometrics 0 2 2 104 0 2 2 216
Note on bandwidth selection in testing for long range dependence 0 0 0 38 0 0 0 107
On bootstrapping regressions with unit root processes 0 0 0 12 0 0 0 52
PARTIALLY LINEAR MODELS WITH UNIT ROOTS 0 0 0 14 0 0 0 103
POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS 0 0 0 23 0 0 0 71
Quantile Autoregression 0 0 1 404 1 4 7 801
Quantile Regression on Quantile Ranges – A Threshold Approach 0 0 0 5 0 0 2 28
Quantile aggregation and combination for stock return prediction 0 0 3 8 0 0 4 34
Quantile cointegrating regression 0 1 11 274 3 7 37 768
RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS 0 2 3 73 0 2 5 160
Rejoinder 0 0 0 25 0 1 2 67
Right tail information and asset pricing 0 2 2 6 1 5 7 30
Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets 0 0 1 28 0 0 2 86
Robust inference in nonstationary time series models 0 0 0 25 0 0 0 88
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 1 96 0 0 4 323
Square†Root LASSO for High†Dimensional Sparse Linear Systems with Weakly Dependent Errors 0 0 0 1 0 0 0 6
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency 0 2 2 12 0 4 8 51
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 1 106
Testing for changing volatility 0 0 0 9 0 0 0 24
Testing for cointegration using partially linear models 0 0 0 33 0 0 0 102
Testing for parameter stability in quantile regression models 0 0 0 43 0 2 2 117
Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative 0 0 0 3 0 0 1 13
Tests for changing mean with monotonic power 0 1 1 47 1 2 3 144
Tests for normality based on the quantile-mean covariance 1 1 1 48 1 1 1 105
The Reluctant Analyst 0 0 1 15 1 1 4 98
UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS 0 0 0 20 0 0 0 63
Unit Root Quantile Autoregression Inference 0 0 2 150 0 2 7 379
Weak instrument inference in the presence of parameter instability 0 0 0 11 0 1 1 45
What do mean impacts miss? Distributional effects of corporate diversification 1 1 1 6 1 2 3 25
Total Journal Articles 4 15 50 3,312 16 59 181 9,937
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 3 45
Total Chapters 0 0 1 12 0 0 3 45

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Statistics updated 2024-12-04