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 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 1 4 1,190
A Model Validation Procedure 0 0 1 98 3 5 8 318
A Monte Carlo Investigation of Some Tests for Stochastic Dominance 0 0 1 296 0 0 1 847
A New Procedure For Multiple Testing Of Econometric Models 0 0 0 54 2 2 3 134
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 1 2 5 78
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 22 1 2 2 80
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures 0 0 1 84 0 0 2 315
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC 0 0 1 597 1 2 5 2,125
Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions 0 0 1 37 0 3 7 142
Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval 0 0 0 25 2 2 3 101
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 1 1 2 314
Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption 0 0 0 53 0 1 4 123
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors 0 0 0 40 1 1 2 134
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 2 2 2 122
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors 0 0 0 242 1 1 2 867
Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics 0 0 1 68 0 3 5 50
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation 0 0 0 370 0 1 1 1,278
Estimation of Hyperbolic Diffusion Using MCMC Method 0 0 0 198 0 1 2 675
Gaussian kernel GARCH models 0 0 0 47 1 4 8 164
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 0 2 459
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 0 0 2 95
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 0 0 0 102
Total Working Papers 0 0 7 3,426 16 35 74 10,674

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 1 1 7
A Bayesian approach to bandwidth selection for multivariate kernel density estimation 0 0 0 107 0 0 2 321
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation 0 0 0 86 1 1 5 352
A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model 0 0 1 6 0 1 3 66
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 1 2 4 179
A new semiparametric test for superior predictive ability 0 0 0 12 3 3 3 45
A panel data model of length of stay in hospitals for hip replacements 0 0 0 7 0 1 3 17
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density 0 0 0 6 1 3 4 42
A semiparametric panel approach to mortality modeling 0 0 0 14 2 3 4 30
A small‐sample overlapping variance‐ratio test 0 0 0 54 1 1 2 350
Assessment of Local Influence in GARCH Processes 0 0 0 28 1 2 2 128
Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval 0 0 0 10 1 1 3 53
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 2 10 0 0 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 0 12 1 3 6 76
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models 1 1 1 5 1 2 6 24
Bayesian estimation for a semiparametric nonlinear volatility model 0 0 0 1 1 1 2 8
Bayesian estimation of a discrete response model with double rules of sample selection 0 0 0 7 0 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 1 1 2 64
Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach 0 0 0 18 4 5 10 84
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 4 49
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 4 1 1 2 16
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries 0 0 0 22 0 0 4 97
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model 0 0 0 19 4 5 12 83
R&D intensity and carbon emissions in the G7: 1870–2014 2 2 10 49 4 5 30 228
The Variance Ratio Test with Stable Paretian Errors 0 0 0 0 0 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 2 2 4 66
Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel 0 0 0 16 2 3 6 68
Total Journal Articles 3 3 14 703 33 50 136 3,041
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Statistics updated 2025-11-08