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 0 604 0 1 5 1,849
A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form 0 0 1 4 0 1 3 12
A Primer on Unit Root Testing 1 2 4 2,031 1 4 15 4,075
A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom 0 1 1 92 2 5 10 211
A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom 0 0 3 60 1 2 13 149
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 32 0 3 3 204
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 2 0 2 4 29
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom 0 0 1 3 0 2 6 27
An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy 0 0 1 229 0 2 10 865
Conditional Quantile Estimation for GARCH Models 0 1 4 369 0 3 13 871
Copula-Based Nonlinear Quantile Autoregression 0 0 0 124 1 5 6 262
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 0 3 6 326
Copula-based nonlinear quantile autoregression 0 0 0 56 0 2 2 85
Do shocks permanently change output?: Local persistency in economic time series 0 1 1 79 0 1 1 209
Efficient Regression in Time Series Partial Linear Models 0 0 0 434 0 2 2 1,497
Estimating Average Economic Growth in Time Series Data with Persistency 0 0 0 0 1 3 8 159
Higher Order Approximations for Wald Statistics in Cointegrating Regressions 0 0 0 102 0 0 1 655
How to Estimate Autoregressive Roots Near Unity 0 0 0 155 0 0 1 654
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 0 3 0 1 3 30
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 2 237 0 1 6 791
More efficient kernel estimation in nonparametric regression with autocorrelated errors 0 0 0 4 0 1 5 28
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 0 3 387
Purchasing power parity and the unit root tests: a robust analysis 0 0 0 142 0 0 1 302
Quantile Cointegrating Regression 1 2 4 236 1 5 15 545
Robustness of stationary tests under long-memory alternatives 0 0 0 65 1 1 1 186
SMOOTH TEST FOR TESTING EQUALITY OF TWO DENSITIES 0 0 0 1 0 2 15 997
Second-order approximation for adaptive regression estimators 0 0 0 4 0 0 1 19
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 2 2 7 132 2 2 12 283
TESTS FOR CHANGING MEAN WITH MONOTONIC POWER 0 0 0 52 0 0 3 156
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 2 0 1 4 268
Testing covariance stationarity 0 0 0 331 0 5 7 1,044
Testing unit root based on partially adaptive estimation 0 0 0 78 0 1 3 205
Tests for Changing Mean with Monotonic Power 0 0 2 53 0 1 3 164
Total Working Papers 4 9 32 6,081 10 62 191 17,820


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 1 1 2 83 1 3 8 345
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM 0 0 0 27 0 1 1 69
A Note on Covariance Matrix Estimation in Quantile Regressions 0 0 2 30 0 1 9 104
A Primer on Unit Root Testing 0 0 0 471 0 2 5 980
A Primer on Unit Root Testing 0 0 0 6 0 0 2 56
A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS 0 0 0 14 1 1 3 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 1 178
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 0 1 6 185
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 4 16 0 2 9 52
An analysis of risk for defaultable bond portfolios 0 0 0 23 0 0 4 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 1 2 41 0 1 2 102
Copula-based nonlinear quantile autoregression 0 1 1 52 0 3 8 202
Do shocks last forever? Local persistency in economic time series 0 0 2 46 0 0 4 159
EFFICIENT DETRENDING IN COINTEGRATING REGRESSION 0 0 0 14 0 2 2 53
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION 0 0 1 13 0 2 3 44
ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE 0 0 0 12 1 2 4 63
Estimating average economic growth in time series data with persistency 0 0 0 45 0 2 3 133
Functional-coefficient cointegration models 0 2 5 153 0 3 8 338
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 0 1 73
Higher order approximations for Wald statistics in time series regressions with integrated processes 0 0 0 30 0 0 2 244
Higher-order approximations for frequency domain time series regression 0 0 0 65 0 0 2 226
Inference on the Quantile Regression Process 1 1 6 336 1 3 12 972
Is there long memory in financial time series? 0 0 4 128 1 3 11 373
LIKELIHOOD-BASED INFERENCE IN TRENDING TIME SERIES WITH A ROOT NEAR UNITY 0 0 0 6 0 0 2 35
More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors 0 1 1 75 1 2 3 184
NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY 0 0 0 11 0 1 5 42
Nonparametric and robust methods in econometrics 0 0 0 99 0 0 3 201
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 2 4 48
PARTIALLY LINEAR MODELS WITH UNIT ROOTS 0 0 0 14 0 0 1 98
POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS 0 0 0 23 0 0 2 66
Quantile Autoregression 0 0 4 365 0 2 17 710
Quantile cointegrating regression 1 2 14 180 3 9 35 502
RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS 0 0 4 62 0 1 11 118
Rejoinder 0 0 0 23 0 0 0 52
Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets 0 0 2 15 0 2 7 40
Robust inference in nonstationary time series models 0 0 1 23 0 0 2 75
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 0 5 89 0 2 11 278
Testing Covariance Stationarity 0 0 1 59 0 2 7 219
Testing Unit Root Based on Partially Adaptive Estimation 0 0 1 30 0 1 4 89
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 1 42 0 0 2 100
Tests for changing mean with monotonic power 0 1 1 43 0 1 2 118
Tests for normality based on the quantile-mean covariance 0 0 6 37 0 0 14 75
UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS 0 0 1 20 0 0 4 61
Unit Root Quantile Autoregression Inference 0 1 5 129 0 1 17 309
Weak instrument inference in the presence of parameter instability 0 0 0 11 0 0 5 40
Total Journal Articles 3 11 78 3,344 9 58 274 9,162


Statistics updated 2019-06-03