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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Econometrics : open access journal"
~person:"Xiao, Zhijie"
~subject:"Theory"
~subject:"Volatility"
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Xiao, Zhijie
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Cowles Foundation discussion paper
Applied financial economics
Econometrics : open access journal
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More efficient kernel estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie
;
Linton, Oliver
;
Carroll, Raymond J.
; …
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2002
Persistent link: https://www.econbiz.de/10001686083
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An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie
;
Phillips, Peter C. B.
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1997
Persistent link: https://www.econbiz.de/10000974391
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