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 3 3 3 161
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 1 2 6 1,192
A Model Validation Procedure 0 0 1 98 2 6 10 321
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 0 0 1 296 7 8 9 855
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 0 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 5 8 82
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 22 0 2 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 1 2 5 2,126
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 0 37 1 1 7 143
Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval 0 0 0 25 0 3 4 102
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 1 7 8 320
Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption 0 0 0 53 1 2 6 125
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 0 1 1 134
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 30 0 2 3 89
Bayesian semiparametric GARCH models 0 0 0 58 1 4 4 124
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 2 3 4 869
Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics 0 0 1 68 0 1 6 51
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 1 1 2 1,279
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 0 2 4 677
Gaussian kernel GARCH models 0 0 0 47 0 2 9 165
Hypothesis Testing Based on a Vector of Statistics 0 0 0 28 1 1 1 45
Influence Diagnostics in GARCH Processes 0 0 1 150 2 4 6 463
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 0 2 4 97
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 1 2 2 104
Total Working Papers 0 0 5 3,426 27 69 121 10,727

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 1 2 2 8
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 107 0 1 2 322
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 3 5 8 71
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 0 2 5 180
A new semiparametric test for superior predictive ability 0 0 0 12 1 7 7 49
A panel data model of length of stay in hospitals for hip replacements 0 0 0 7 0 1 4 18
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 1 2 5 43
A semiparametric panel approach to mortality modeling 0 0 0 14 2 5 7 33
A small‐sample overlapping variance‐ratio test 0 0 0 54 1 3 4 352
Assessment of Local Influence in GARCH Processes 0 0 0 28 0 1 2 128
Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval 0 0 0 10 1 4 5 56
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 2 10 1 1 6 39
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 0 0 11 5 5 5 72
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 12 1 3 7 78
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models 0 1 1 5 1 2 6 25
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 1 2 2 9
Bayesian estimation of a discrete response model with double rules of sample selection 0 0 0 7 3 3 4 39
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 0 85 1 3 5 344
Country risk and the estimation of asset return distributions 0 0 0 26 2 3 4 66
Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach 0 0 0 18 2 7 10 87
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 27 3 3 4 107
Influence diagnostics for multivariate GARCH processes 0 0 0 13 0 1 5 50
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 4 1 2 2 17
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries 0 0 0 22 0 0 1 97
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model 0 1 1 20 0 6 12 85
R&D intensity and carbon emissions in the G7: 1870–2014 0 2 7 49 4 11 32 235
The Variance Ratio Test with Stable Paretian Errors 0 0 0 0 1 1 2 3
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 3 5 8 71
Total Journal Articles 0 4 12 704 39 94 173 3,102
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Statistics updated 2026-01-09