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 1 1 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 0 0 4 1,189
A Model Validation Procedure 0 0 1 98 2 3 5 315
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 0 1 1 296 0 1 1 847
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 0 1 1 132
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 0 0 4 76
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 1 2 315
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 597 0 0 4 2,123
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 1 37 1 2 5 140
Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval 0 0 0 25 0 0 1 99
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 0 0 1 313
Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption 0 0 0 53 0 0 4 122
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 0 0 1 133
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 30 0 0 1 87
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 1 866
Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics 0 0 1 68 3 3 6 50
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 1 674
Gaussian kernel GARCH models 0 0 0 47 2 2 6 162
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 0 1 2 459
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 0 1 2 95
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 0 0 0 102
Total Working Papers 0 1 7 3,426 9 16 53 10,648

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 0 107 0 1 2 321
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 86 0 2 5 351
A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model 0 0 1 6 1 1 4 66
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 1 1 3 178
A new semiparametric test for superior predictive ability 0 0 0 12 0 0 0 42
A panel data model of length of stay in hospitals for hip replacements 0 0 1 7 1 1 5 17
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 2 3 3 41
A semiparametric panel approach to mortality modeling 0 0 0 14 1 2 2 28
A small‐sample overlapping variance‐ratio test 0 0 0 54 0 0 1 349
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 0 2 52
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 1 2 10 0 3 6 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 1 12 1 1 5 74
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models 0 0 0 4 1 2 9 23
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 0 0 1 7
Bayesian estimation of a discrete response model with double rules of sample selection 0 0 0 7 1 1 1 36
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 0 85 0 0 2 341
Country risk and the estimation of asset return distributions 0 0 0 26 0 0 1 63
Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach 0 0 0 18 1 2 6 80
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 0 1 3 48
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 1 4 0 0 2 15
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries 0 0 0 22 0 0 6 97
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model 0 0 0 19 0 1 9 78
R&D intensity and carbon emissions in the G7: 1870–2014 0 4 8 47 1 10 28 224
The Variance Ratio Test with Stable Paretian Errors 0 0 0 0 1 1 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 0 2 64
Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel 0 0 0 16 1 1 4 66
Total Journal Articles 0 5 14 700 13 34 115 3,004
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Statistics updated 2025-09-05