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 2 214 0 1 6 669
A Bayesian approach to parameter estimation for kernel density estimation via transformations 0 0 0 30 0 1 1 157
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 0 1 7 1,175
A Model Validation Procedure 0 0 4 94 0 5 28 295
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 0 0 1 294 0 0 1 844
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 0 0 0 130
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 0 0 1 70
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 22 0 0 0 77
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 0 83 0 0 0 312
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 596 0 2 2 2,115
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 0 36 0 0 0 134
Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval 0 0 0 25 0 0 0 98
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 0 0 1 309
Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption 0 0 1 53 1 1 7 115
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 0 1 9 129
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 0 119
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 0 0 1 865
Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics 0 1 4 67 3 4 8 36
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 1 673
Gaussian kernel GARCH models 0 2 4 46 0 3 13 148
Hypothesis Testing Based on a Vector of Statistics 0 0 0 28 0 0 1 43
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 0 1 1 91
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 0 0 1 102
Total Working Papers 0 3 16 3,413 4 20 89 10,526


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 5
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 1 3 104 1 2 6 309
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 84 0 0 5 339
A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model 0 0 1 4 0 0 2 61
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 1 1 3 172
A new semiparametric test for superior predictive ability 0 0 0 11 0 0 0 38
A panel data model of length of stay in hospitals for hip replacements 0 0 0 2 0 0 0 6
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 0 0 0 36
A semiparametric panel approach to mortality modeling 0 0 0 12 0 0 0 23
A small‐sample overlapping variance‐ratio test 0 0 0 54 1 2 2 347
Assessing dependence changes using nonparametric methods 0 0 0 9 0 0 0 46
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 1 50
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 0 8 0 0 0 29
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 1 1 11 0 1 2 64
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 10 0 0 0 65
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models 0 1 1 1 0 2 4 4
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 0 0 0 5
Bayesian estimation of a discrete response model with double rules of sample selection 0 0 1 7 0 0 2 34
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 1 85 0 0 1 337
Country risk and the estimation of asset return distributions 0 0 0 26 0 0 0 62
Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach 0 0 1 15 0 1 5 66
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 27 1 1 2 103
Influence diagnostics for multivariate GARCH processes 0 0 1 12 0 0 2 44
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 3 0 0 0 10
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries 1 1 4 19 1 1 5 75
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model 0 1 2 15 0 5 11 59
R&D intensity and carbon emissions in the G7: 1870–2014 0 0 9 25 0 10 52 137
The Variance Ratio Test with Stable Paretian Errors 0 0 0 0 0 0 0 0
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions 0 0 0 11 0 0 0 59
Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel 0 0 2 14 0 2 14 47
Total Journal Articles 1 5 27 651 6 29 119 2,758


Statistics updated 2023-03-10