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 2 2 5 1,189
A Model Validation Procedure 0 0 3 98 0 0 6 312
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 0 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 0 1 1 597 0 1 3 2,122
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 1 37 1 2 3 138
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 2 313
Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption 0 0 0 53 0 2 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 1 1 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 0 865
Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics 0 0 0 67 0 0 5 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 1 1 1 674
Gaussian kernel GARCH models 0 0 0 47 0 1 4 160
Hypothesis Testing Based on a Vector of Statistics 0 0 0 28 0 0 0 44
Influence Diagnostics in GARCH Processes 1 1 1 150 1 1 1 458
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 0 1 2 94
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 0 0 0 102
Total Working Papers 1 2 7 3,424 6 12 44 10,627

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 0 2 320
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 86 0 0 3 348
A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model 0 1 1 6 0 2 3 65
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 0 1 3 177
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 2 7 0 1 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 1 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 1 1 2 52
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 1 9 0 1 4 35
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 6 73
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models 0 0 1 4 0 1 9 21
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 0 0 0 35
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 0 85 0 0 1 340
Country risk and the estimation of asset return distributions 0 0 0 26 0 1 1 63
Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach 0 0 2 18 0 0 6 77
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 27 0 1 1 104
Influence diagnostics for multivariate GARCH processes 0 0 0 13 1 1 1 46
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 1 4 0 0 3 15
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries 0 0 1 22 1 1 9 97
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model 0 0 1 19 1 2 7 75
R&D intensity and carbon emissions in the G7: 1870–2014 1 1 6 43 3 7 23 213
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 1 1 3 64
Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel 0 0 0 16 0 1 3 64
Total Journal Articles 1 2 19 695 9 23 102 2,961
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12