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 1 1 13 1,901
A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form 0 0 0 4 0 1 5 28
A Primer on Unit Root Testing 0 0 1 2,060 2 3 20 4,162
A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom 0 0 0 96 0 0 17 258
A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom 0 0 1 61 2 2 14 181
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 3 0 0 5 49
A nonparametric regression estimator that adapts to error distribution of unknown form 0 0 0 32 0 0 5 222
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom 0 0 0 6 0 1 7 84
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 0 8 901
Bi-integrative analysis of two-dimensional heterogeneous panel data model 0 0 1 33 0 0 11 49
Bootstrap inference for panel data quantile regression 0 0 1 152 1 1 9 57
Conditional Quantile Estimation for GARCH Models 0 0 3 399 0 1 23 1,012
Copula-Based Nonlinear Quantile Autoregression 0 0 0 136 0 0 12 360
Copula-Based Nonlinear Quantile Autoregression 0 0 0 128 1 2 17 350
Copula-Based Time Series With Filtered Nonstationarity 1 1 2 6 1 1 7 25
Copula-Based Time Series With Filtered Nonstationarity 0 0 0 32 1 1 6 55
Copula-based nonlinear quantile autoregression 0 0 0 58 1 1 10 115
Do shocks permanently change output?: Local persistency in economic time series 0 0 0 82 0 0 8 228
Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity 0 0 1 52 2 2 12 111
Efficient Regression in Time Series Partial Linear Models 0 0 0 444 2 2 9 1,542
Estimating Average Economic Growth in Time Series Data with Persistency 0 0 0 0 0 0 7 175
Estimation and Inference about Tail Features with Tail Censored Data 0 0 0 8 1 1 17 57
Estimation and Inference about Tail Features with Tail Censored Data 0 0 0 12 1 1 14 36
Higher Order Approximations for Wald Statistics in Cointegrating Regressions 0 0 0 104 0 0 5 679
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 0 0 9 690
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 0 241 0 0 13 820
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors 0 0 0 3 0 0 9 53
More efficient kernel estimation in nonparametric regression with autocorrelated errors 0 0 0 5 0 0 7 47
N-Consistent Semiparametric Regression: Partially Linear Models with Unit Roots 0 0 0 92 0 0 7 292
Partially Linear Models with Unit Roots 0 0 0 137 0 0 7 403
Purchasing power parity and the unit root tests: a robust analysis 0 0 0 143 0 0 12 320
Quantile Cointegrating Regression 0 0 1 266 2 3 33 715
Robustness of stationary tests under long-memory alternatives 0 0 0 66 0 1 5 201
SMOOTH TEST FOR TESTING EQUALITY OF TWO DENSITIES 0 0 0 1 0 1 16 1,036
Second-order approximation for adaptive regression estimators 0 0 0 5 1 1 12 38
Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients 0 0 1 137 0 1 16 341
TESTS FOR CHANGING MEAN WITH MONOTONIC POWER 0 0 0 54 0 1 7 185
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 2 0 0 6 285
Testing covariance stationarity 0 0 0 332 0 0 11 1,093
Testing unit root based on partially adaptive estimation 0 0 0 78 0 0 12 226
Tests for Changing Mean with Monotonic Power 0 0 0 54 2 4 12 197
Total Working Papers 1 1 12 6,522 21 33 455 19,579

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 1 2 92 0 1 13 388
A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY 0 0 0 26 0 0 8 67
A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM 0 0 0 32 0 0 7 85
A Nonparametric Prewhitened Covariance Estimator 0 0 0 1 0 0 11 20
A Note on Covariance Matrix Estimation in Quantile Regressions 0 0 0 40 0 0 3 132
A Powerful Test for Changing Trends in Time Series Models 0 0 1 9 0 1 11 39
A Primer on Unit Root Testing 0 0 1 30 0 1 16 145
A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS 0 0 0 15 0 0 10 69
A generalized partially linear model of asymmetric volatility 0 0 0 84 0 4 14 237
A nonparametric test for changing trends 0 0 0 81 0 1 13 210
A residual based test for the null hypothesis of cointegration 0 0 0 36 0 0 3 153
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom 0 0 0 66 0 0 11 222
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 0 1 9 73
Bootstrapping Time Series Regressions with Integrated Processes 0 0 0 0 0 0 11 15
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 1 10 51
Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models 0 0 0 44 0 1 4 130
Consistency of ℓ1 penalized negative binomial regressions 0 0 0 5 1 1 15 27
Copula-based nonlinear quantile autoregression 0 0 0 53 0 0 10 229
Do shocks last forever? Local persistency in economic time series 0 0 0 49 0 0 11 180
EFFICIENT DETRENDING IN COINTEGRATING REGRESSION 0 0 0 17 0 1 18 85
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION 0 0 1 19 1 2 15 107
ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE 0 0 1 16 0 0 8 81
Econometric Reviews Honors Cheng Hsiao 0 0 0 0 0 0 7 14
Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician 0 0 0 5 0 0 3 16
Efficient estimation for time-varying coefficient longitudinal models 0 0 0 3 0 0 7 16
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity 0 0 0 8 0 1 12 41
Estimating average economic growth in time series data with persistency 0 0 0 45 0 1 17 156
Functional-coefficient cointegration models 0 0 0 175 0 0 10 405
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 1 12 95
Higher order approximations for Wald statistics in time series regressions with integrated processes 0 0 0 32 0 2 10 269
Higher-order approximations for frequency domain time series regression 0 0 1 67 0 0 7 250
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity 0 0 1 15 0 0 14 59
Inference on the Quantile Regression Process 0 0 0 339 0 1 13 1,057
Is there long memory in financial time series? 0 0 0 131 0 0 5 390
LIKELIHOOD-BASED INFERENCE IN TRENDING TIME SERIES WITH A ROOT NEAR UNITY 0 0 0 6 0 0 10 53
Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions 0 0 0 6 0 0 7 50
More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors 0 0 2 84 1 1 11 215
NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY 0 0 0 17 0 0 8 76
Nonparametric and robust methods in econometrics 0 0 0 104 0 1 11 228
Note on bandwidth selection in testing for long range dependence 0 0 1 39 0 1 6 115
On bootstrapping regressions with unit root processes 0 0 2 14 0 1 11 65
PARTIALLY LINEAR MODELS WITH UNIT ROOTS 0 0 0 14 0 1 6 111
POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS 0 0 0 23 0 0 7 78
Quantile Autoregression 2 3 14 420 4 7 33 843
Quantile Regression on Quantile Ranges – A Threshold Approach 0 0 0 5 0 0 11 42
Quantile aggregation and combination for stock return prediction 0 0 2 12 0 0 15 51
Quantile cointegrating regression 0 1 1 280 0 6 30 813
Quantile control method: Causal inference with one treated unit via random forest 0 3 10 14 0 5 29 39
RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS 0 1 1 74 0 2 11 175
Rejoinder 0 0 0 25 0 0 5 72
Right tail information and asset pricing 0 1 2 10 0 1 12 47
Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets 0 0 3 31 0 1 20 110
Robust inference in nonstationary time series models 0 0 1 26 0 0 12 102
SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS 0 0 0 10 0 1 8 54
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients 0 0 0 97 0 0 12 342
Square†Root LASSO for High†Dimensional Sparse Linear Systems with Weakly Dependent Errors 0 0 1 2 0 0 9 17
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency 0 0 0 12 1 3 19 71
Testing Covariance Stationarity 0 0 0 61 0 1 8 244
Testing Unit Root Based on Partially Adaptive Estimation 0 0 0 32 0 1 8 115
Testing for changing volatility 0 0 1 11 0 0 10 35
Testing for cointegration using partially linear models 0 0 0 33 0 0 7 112
Testing for parameter stability in quantile regression models 0 1 1 44 0 1 9 126
Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative 0 0 0 3 0 0 9 24
Tests for changing mean with monotonic power 0 0 1 48 0 0 8 154
Tests for normality based on the quantile-mean covariance 0 0 0 49 2 3 11 117
The Reluctant Analyst 0 0 0 15 1 1 16 116
UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS 0 0 1 21 0 0 11 77
Unit Root Quantile Autoregression Inference 0 0 3 156 0 1 16 402
Weak instrument inference in the presence of parameter instability 0 0 0 11 0 2 5 52
What do mean impacts miss? Distributional effects of corporate diversification 0 0 0 6 0 0 9 38
Total Journal Articles 2 11 56 3,399 11 62 778 10,894
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 0 2 14 59
Total Chapters 0 0 0 12 0 2 14 59

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Statistics updated 2026-09-10