Access Statistics for Xibin Zhang

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 Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 215 0 0 1 672
A Bayesian approach to parameter estimation for kernel density estimation via transformations 0 0 0 30 0 0 0 158
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 1 2 5 1,191
A Model Validation Procedure 0 0 1 98 1 4 8 319
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 0 0 1 296 1 1 2 848
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 1 3 4 135
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 2 4 7 80
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 22 1 3 3 81
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 0 84 0 0 1 315
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 597 0 2 5 2,125
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 1 37 0 2 7 142
Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval 0 0 0 25 1 3 4 102
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 5 6 7 319
Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption 0 0 0 53 1 2 5 124
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 0 1 2 134
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 30 2 2 3 89
Bayesian semiparametric GARCH models 0 0 0 58 1 3 3 123
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 0 1 2 867
Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics 0 0 1 68 1 1 6 51
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 0 1 1 1,278
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 2 3 4 677
Gaussian kernel GARCH models 0 0 0 47 1 3 9 165
Hypothesis Testing Based on a Vector of Statistics 0 0 0 28 0 0 0 44
Influence Diagnostics in GARCH Processes 0 0 1 150 2 2 4 461
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 2 2 4 97
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 1 1 1 103
Total Working Papers 0 0 6 3,426 26 52 98 10,700

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations 0 0 0 0 0 1 1 7
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 107 1 1 3 322
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 86 0 1 4 352
A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model 0 0 1 6 2 2 5 68
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 1 2 5 180
A new semiparametric test for superior predictive ability 0 0 0 12 3 6 6 48
A panel data model of length of stay in hospitals for hip replacements 0 0 0 7 1 1 4 18
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 0 1 4 42
A semiparametric panel approach to mortality modeling 0 0 0 14 1 3 5 31
A small‐sample overlapping variance‐ratio test 0 0 0 54 1 2 3 351
Assessment of Local Influence in GARCH Processes 0 0 0 28 0 2 2 128
Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval 0 0 0 10 2 3 5 55
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 2 10 0 0 5 38
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 0 0 11 0 0 1 67
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 12 1 3 7 77
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models 0 1 1 5 0 1 5 24
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 0 1 2 8
Bayesian estimation of a discrete response model with double rules of sample selection 0 0 0 7 0 0 1 36
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 0 85 2 2 4 343
Country risk and the estimation of asset return distributions 0 0 0 26 0 1 2 64
Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach 0 0 0 18 1 5 9 85
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 27 0 0 1 104
Influence diagnostics for multivariate GARCH processes 0 0 0 13 1 2 5 50
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 4 0 1 2 16
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries 0 0 0 22 0 0 2 97
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model 1 1 1 20 2 7 13 85
R&D intensity and carbon emissions in the G7: 1870–2014 0 2 8 49 3 7 29 231
The Variance Ratio Test with Stable Paretian Errors 0 0 0 0 0 0 1 2
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions 0 0 0 11 0 2 3 66
Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel 0 0 0 16 0 2 5 68
Total Journal Articles 1 4 13 704 22 59 144 3,063
1 registered items for which data could not be found
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Statistics updated 2025-12-06