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 4 608 3 6 19 1,865
A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form 0 0 0 4 1 2 4 15
A Primer on Unit Root Testing 0 0 2 2,031 1 2 13 4,083
A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom 0 0 1 92 1 3 13 218
A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom 0 0 0 60 2 3 9 156
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 2 1 4 9 36
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 32 0 0 5 206
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 3 12 874
Conditional Quantile Estimation for GARCH Models 1 1 3 371 4 7 19 886
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 0 0 6 329
Copula-Based Nonlinear Quantile Autoregression 0 1 2 126 1 4 13 270
Copula-based nonlinear quantile autoregression 0 0 0 56 1 1 5 88
Do shocks permanently change output?: Local persistency in economic time series 0 0 2 80 0 0 2 210
Efficient Regression in Time Series Partial Linear Models 0 0 0 434 1 2 6 1,501
Estimating Average Economic Growth in Time Series Data with Persistency 0 0 0 0 1 1 8 161
Higher Order Approximations for Wald Statistics in Cointegrating Regressions 0 0 0 102 2 3 6 661
How to Estimate Autoregressive Roots Near Unity 0 0 0 155 6 6 10 664
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 2 2 239 2 6 9 798
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 0 3 2 4 5 34
More efficient kernel estimation in nonparametric regression with autocorrelated errors 0 1 1 5 1 2 6 32
N-Consistent Semiparametric Regression: Partially Linear Models with Unit Roots 0 0 0 92 3 3 4 280
Partially Linear Models with Unit Roots 0 0 0 137 1 2 4 391
Purchasing power parity and the unit root tests: a robust analysis 0 0 0 142 1 1 2 304
Quantile Cointegrating Regression 0 0 3 237 2 3 18 558
Robustness of stationary tests under long-memory alternatives 0 0 0 65 1 1 2 187
SMOOTH TEST FOR TESTING EQUALITY OF TWO DENSITIES 0 0 0 1 1 3 10 1,005
Second-order approximation for adaptive regression estimators 0 0 0 4 0 1 2 21
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 1 6 135 5 6 14 294
TESTS FOR CHANGING MEAN WITH MONOTONIC POWER 0 0 0 52 2 3 6 162
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 2 1 1 2 269
Testing covariance stationarity 0 0 0 331 3 6 18 1,057
Testing unit root based on partially adaptive estimation 0 0 0 78 1 2 4 208
Tests for Changing Mean with Monotonic Power 0 0 0 53 0 0 8 171
Total Working Papers 1 7 26 6,094 52 91 273 17,994
1 registered items for which data could not be found


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 1 2 9 349
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM 0 0 1 28 1 1 3 71
A Note on Covariance Matrix Estimation in Quantile Regressions 0 0 0 30 1 1 3 106
A Primer on Unit Root Testing 0 0 1 7 2 6 10 66
A Primer on Unit Root Testing 0 0 0 471 2 5 10 988
A generalized partially linear model of asymmetric volatility 0 0 0 84 0 0 2 212
A nonparametric test for changing trends 0 1 1 81 3 5 8 186
A residual based test for the null hypothesis of cointegration 0 0 0 35 0 0 0 145
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom 0 0 0 64 2 4 9 193
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 16 0 1 4 54
An analysis of risk for defaultable bond portfolios 0 0 0 23 0 1 1 75
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 1 1 37
Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 1 41 0 1 2 103
Copula-based nonlinear quantile autoregression 0 0 1 52 0 1 9 208
Do shocks last forever? Local persistency in economic time series 0 0 0 46 0 1 1 160
EFFICIENT DETRENDING IN COINTEGRATING REGRESSION 0 0 1 15 1 3 7 58
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION 0 0 0 13 1 1 3 45
ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE 0 0 0 12 0 1 3 64
Estimating average economic growth in time series data with persistency 0 0 0 45 1 1 4 135
Functional-coefficient cointegration models 1 3 7 157 1 6 17 351
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 1 3 76
Higher order approximations for Wald statistics in time series regressions with integrated processes 0 0 0 30 0 4 7 251
Higher-order approximations for frequency domain time series regression 0 0 0 65 0 1 5 231
Inference on the Quantile Regression Process 0 1 4 339 1 6 17 986
Is there long memory in financial time series? 1 1 2 129 2 3 8 377
LIKELIHOOD-BASED INFERENCE IN TRENDING TIME SERIES WITH A ROOT NEAR UNITY 0 0 0 6 0 0 1 36
More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors 0 0 1 75 4 5 8 190
NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY 0 0 0 11 1 2 3 44
Nonparametric and robust methods in econometrics 0 0 0 99 6 8 9 210
Note on bandwidth selection in testing for long range dependence 0 0 0 36 2 2 2 103
On bootstrapping regressions with unit root processes 0 0 0 12 2 3 5 51
PARTIALLY LINEAR MODELS WITH UNIT ROOTS 0 0 0 14 0 0 1 99
POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS 0 0 0 23 0 0 3 69
Quantile Autoregression 0 2 6 370 1 6 20 726
Quantile cointegrating regression 1 3 14 192 3 11 47 539
RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS 0 1 3 64 1 4 10 126
Rejoinder 0 0 0 23 1 1 1 53
Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets 0 1 1 16 3 5 8 46
Robust inference in nonstationary time series models 0 1 1 24 1 6 7 82
SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS 0 0 0 10 3 3 3 41
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 3 90 2 6 17 291
Testing Covariance Stationarity 1 1 1 60 3 5 8 225
Testing Unit Root Based on Partially Adaptive Estimation 0 1 1 31 0 1 5 93
Testing for cointegration using partially linear models 0 0 0 32 0 2 3 99
Testing for parameter stability in quantile regression models 0 0 0 42 2 4 4 104
Tests for changing mean with monotonic power 0 0 1 43 0 2 9 126
Tests for normality based on the quantile-mean covariance 0 3 7 44 0 7 16 91
UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS 0 0 1 20 0 0 1 61
Unit Root Quantile Autoregression Inference 0 0 4 132 0 3 12 319
Weak instrument inference in the presence of parameter instability 0 0 0 11 2 3 3 43
Total Journal Articles 4 19 64 3,376 57 146 352 9,394
1 registered items for which data could not be found


Statistics updated 2020-02-04