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 1 671
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 0 1 3 1,187
A Model Validation Procedure 0 1 3 98 0 1 9 312
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 0 0 0 295 0 0 0 846
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 0 0 0 131
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 0 2 3 75
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 22 0 0 0 78
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 1 84 0 0 1 314
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 1 1 1 597 1 2 3 2,122
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 1 1 37 1 2 2 137
Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval 0 0 0 25 0 1 1 99
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 0 1 2 313
Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption 0 0 0 53 1 2 3 121
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 0 1 1 133
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 30 0 0 0 86
Bayesian semiparametric GARCH models 0 0 0 58 0 0 0 120
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 0 0 0 865
Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics 0 0 0 67 0 0 6 45
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 0 0 0 1,277
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 0 0 0 673
Gaussian kernel GARCH models 0 0 0 47 1 4 4 160
Hypothesis Testing Based on a Vector of Statistics 0 0 0 28 0 0 0 44
Influence Diagnostics in GARCH Processes 0 0 0 149 0 0 0 457
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 1 1 2 94
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 0 0 0 102
Total Working Papers 1 3 6 3,423 5 18 41 10,620

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 0 0 6
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 1 107 0 1 3 320
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 86 0 0 4 348
A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model 1 1 2 6 2 2 4 65
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 0 1 2 176
A new semiparametric test for superior predictive ability 0 0 1 12 0 0 3 42
A panel data model of length of stay in hospitals for hip replacements 0 0 2 7 1 2 6 16
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 0 0 2 38
A semiparametric panel approach to mortality modeling 0 0 1 14 0 0 2 26
A small‐sample overlapping variance‐ratio test 0 0 0 54 0 0 0 348
Assessment of Local Influence in GARCH Processes 0 0 0 28 0 0 0 126
Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval 0 0 0 10 0 1 1 51
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 1 1 9 1 2 4 35
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 0 0 11 0 1 1 67
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 1 12 0 2 5 72
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models 0 0 1 4 0 1 9 20
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 0 1 1 7
Bayesian estimation of a discrete response model with double rules of sample selection 0 0 0 7 0 0 0 35
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 0 85 0 1 1 340
Country risk and the estimation of asset return distributions 0 0 0 26 1 1 1 63
Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach 0 0 2 18 0 1 6 77
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 27 1 1 1 104
Influence diagnostics for multivariate GARCH processes 0 0 0 13 0 0 0 45
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 1 4 0 1 3 15
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries 0 0 1 22 0 1 8 96
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model 0 0 1 19 1 2 6 74
R&D intensity and carbon emissions in the G7: 1870–2014 0 1 5 42 1 5 18 207
The Variance Ratio Test with Stable Paretian Errors 0 0 0 0 0 0 1 1
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions 0 0 0 11 0 0 3 63
Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel 0 0 1 16 1 1 6 64
Total Journal Articles 1 3 21 694 9 28 101 2,947
1 registered items for which data could not be found
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Statistics updated 2025-03-03