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 5 5 9 680
A Bayesian approach to parameter estimation for kernel density estimation via transformations 0 0 0 30 1 2 6 164
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 5 8 16 1,205
A Model Validation Procedure 0 0 0 98 2 3 13 325
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 0 0 1 296 2 8 23 869
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 0 2 8 139
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 3 3 11 86
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 22 2 3 10 88
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 0 84 1 3 8 322
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 597 2 3 13 2,135
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 0 37 3 7 14 152
Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval 0 0 0 25 1 4 10 109
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 1 4 18 331
Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption 0 0 0 53 1 3 8 130
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 2 4 8 141
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 30 1 2 4 91
Bayesian semiparametric GARCH models 0 0 0 58 0 2 10 130
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 0 0 5 870
Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics 0 0 1 68 3 4 12 57
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 2 3 6 1,283
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 2 3 12 686
Gaussian kernel GARCH models 0 0 0 47 2 4 13 173
Hypothesis Testing Based on a Vector of Statistics 0 0 0 28 3 6 14 58
Influence Diagnostics in GARCH Processes 0 0 0 150 0 1 9 467
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 2 12 21 115
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 0 4 8 110
Total Working Papers 0 0 2 3,426 46 103 289 10,916


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 5 5 12 18
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 107 0 5 11 331
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 86 4 4 12 360
A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model 0 0 0 6 1 2 16 81
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 1 7 11 188
A new semiparametric test for superior predictive ability 0 0 0 12 4 10 23 65
A panel data model of length of stay in hospitals for hip replacements 0 0 0 7 1 1 5 21
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 1 3 13 51
A semiparametric panel approach to mortality modeling 0 0 0 14 2 3 14 40
A small‐sample overlapping variance‐ratio test 0 0 0 54 3 6 13 361
Assessment of Local Influence in GARCH Processes 0 0 0 28 2 3 8 134
Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval 0 0 0 10 2 5 16 68
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 1 10 4 7 15 50
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 0 0 11 1 3 12 79
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 12 3 5 16 89
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models 0 0 1 5 2 4 8 29
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 2 2 10 17
Bayesian estimation of a discrete response model with double rules of sample selection 0 0 0 7 1 3 7 42
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 0 85 1 8 17 357
Country risk and the estimation of asset return distributions 0 0 0 26 1 2 9 72
Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach 0 0 0 18 0 6 18 95
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 27 0 1 7 111
Influence diagnostics for multivariate GARCH processes 0 0 0 13 3 5 10 56
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 4 3 5 13 28
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries 0 0 0 22 0 5 9 106
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model 0 0 2 21 0 2 14 89
R&D intensity and carbon emissions in the G7: 1870–2014 0 1 8 51 3 8 34 247
The Variance Ratio Test with Stable Paretian Errors 0 0 0 0 1 3 7 8
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions 0 0 0 11 2 6 9 73
Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel 0 1 1 17 5 15 31 95
Total Journal Articles 0 2 13 708 58 144 400 3,361
1 registered items for which data could not be found


Statistics updated 2026-05-06