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 3 4 675
A Bayesian approach to parameter estimation for kernel density estimation via transformations 0 0 0 30 1 5 5 163
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 2 8 12 1,199
A Model Validation Procedure 0 0 0 98 1 4 11 323
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 0 0 1 296 5 18 20 866
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 2 4 8 139
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 0 3 8 83
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 22 1 5 8 86
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 0 84 1 5 6 320
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 0 597 0 7 10 2,132
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 0 37 2 5 10 147
Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval 0 0 0 25 2 5 8 107
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 1 9 15 328
Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption 0 0 0 53 0 3 6 127
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 1 4 5 138
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density 0 0 0 30 1 1 4 90
Bayesian semiparametric GARCH models 0 0 0 58 2 7 10 130
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 0 3 5 870
Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics 0 0 1 68 0 2 8 53
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 1 3 4 1,281
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 0 6 10 683
Gaussian kernel GARCH models 0 0 0 47 1 5 10 170
Hypothesis Testing Based on a Vector of Statistics 0 0 0 28 1 9 9 53
Influence Diagnostics in GARCH Processes 0 0 1 150 1 6 10 467
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 8 14 17 111
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 4 7 8 110
Total Working Papers 0 0 3 3,426 38 151 231 10,851

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 6 7 13
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 107 3 7 9 329
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 86 0 4 8 356
A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model 0 0 0 6 1 12 15 80
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 5 6 10 186
A new semiparametric test for superior predictive ability 0 0 0 12 3 10 16 58
A panel data model of length of stay in hospitals for hip replacements 0 0 0 7 0 2 4 20
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 1 7 11 49
A semiparametric panel approach to mortality modeling 0 0 0 14 1 7 12 38
A small‐sample overlapping variance‐ratio test 0 0 0 54 2 6 9 357
Assessment of Local Influence in GARCH Processes 0 0 0 28 1 4 6 132
Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval 0 0 0 10 3 11 15 66
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 1 10 0 5 8 43
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors 0 0 0 11 2 11 11 78
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions 0 0 0 12 0 7 12 84
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models 0 0 1 5 2 3 7 27
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 0 7 8 15
Bayesian estimation of a discrete response model with double rules of sample selection 0 0 0 7 2 5 6 41
Box-Cox stochastic volatility models with heavy-tails and correlated errors 0 0 0 85 6 12 15 355
Country risk and the estimation of asset return distributions 0 0 0 26 1 7 8 71
Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach 0 0 0 18 6 10 18 95
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes 0 0 0 27 0 6 6 110
Influence diagnostics for multivariate GARCH processes 0 0 0 13 1 2 7 52
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 4 1 8 9 24
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries 0 0 0 22 3 7 8 104
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model 0 1 2 21 0 2 13 87
R&D intensity and carbon emissions in the G7: 1870–2014 0 1 8 50 1 9 33 240
The Variance Ratio Test with Stable Paretian Errors 0 0 0 0 1 4 5 6
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions 0 0 0 11 3 4 7 70
Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel 1 1 1 17 5 17 21 85
Total Journal Articles 1 3 13 707 54 208 324 3,271
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Statistics updated 2026-03-04