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 1 10 682
A Bayesian approach to parameter estimation for kernel density estimation via transformations 0 0 0 30 0 1 7 165
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 0 0 18 1,207
A Model Validation Procedure 0 0 0 98 0 1 13 328
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 0 0 0 296 1 1 23 870
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 0 0 7 139
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 0 1 11 87
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 22 0 0 10 88
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 0 84 1 2 10 325
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 597 0 2 14 2,137
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 0 37 1 2 15 155
Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval 0 0 0 25 1 3 14 113
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 3 4 23 336
Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption 0 0 0 53 0 1 9 131
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 0 1 9 142
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 30 0 0 4 91
Bayesian semiparametric GARCH models 0 0 0 58 0 0 10 130
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 0 1 6 872
Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics 0 0 0 68 0 1 8 58
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 0 0 6 1,283
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 0 1 13 687
Gaussian kernel GARCH models 0 0 0 47 1 1 12 174
Hypothesis Testing Based on a Vector of Statistics 0 0 0 28 2 3 18 62
Influence Diagnostics in GARCH Processes 1 1 1 151 1 1 10 469
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 0 0 21 116
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 76 76 84 186
Total Working Papers 1 1 1 3,427 87 104 385 11,033

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 14 20
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 107 1 1 12 333
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 86 0 0 12 363
A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model 0 0 0 6 1 2 18 84
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 1 1 11 189
A new semiparametric test for superior predictive ability 0 0 0 12 0 1 24 66
A panel data model of length of stay in hospitals for hip replacements 0 0 0 7 0 1 5 22
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 0 2 12 53
A semiparametric panel approach to mortality modeling 0 0 0 14 0 2 14 42
A small‐sample overlapping variance‐ratio test 0 0 0 54 1 1 14 363
Assessment of Local Influence in GARCH Processes 0 0 0 28 0 1 9 135
Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval 0 0 0 10 0 0 17 69
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 0 10 0 1 14 52
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 0 0 11 0 1 15 82
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 12 0 0 16 90
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models 0 0 1 5 0 0 7 30
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 0 1 11 18
Bayesian estimation of a discrete response model with double rules of sample selection 0 0 0 7 0 0 6 42
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 0 85 0 0 16 357
Country risk and the estimation of asset return distributions 0 0 0 26 0 0 10 73
Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach 0 0 0 18 0 1 16 96
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 27 0 0 7 111
Influence diagnostics for multivariate GARCH processes 0 0 0 13 0 2 11 59
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 4 0 0 13 28
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries 0 1 2 24 0 1 12 109
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model 0 0 2 21 0 0 12 90
R&D intensity and carbon emissions in the G7: 1870–2014 0 0 4 51 1 2 25 249
The Variance Ratio Test with Stable Paretian Errors 0 0 0 0 1 1 7 9
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions 0 0 0 11 0 1 10 74
Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel 0 0 1 17 0 0 30 96
Total Journal Articles 0 1 10 710 6 24 400 3,404
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Statistics updated 2026-09-10