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subject:"Volatility"
type_genre:"Article in journal"
~person:"Xiao, Zhijie"
~subject:"Regressionsanalyse"
~subject:"Schätztheorie"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatility
Regressionsanalyse
Schätztheorie
Estimation theory
23
Time series analysis
11
Zeitreihenanalyse
11
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Regression analysis
9
Heteroscedasticity
4
Heteroskedastizität
4
Einheitswurzeltest
3
Induktive Statistik
3
Statistical inference
3
Theorie
3
Theory
3
Unit root test
3
ARCH model
2
ARCH-Modell
2
Cointegration
2
Efficiency
2
Heteroskedasticity
2
Kointegration
2
Probability theory
2
Statistical distribution
2
Statistische Verteilung
2
U-statistic
2
Wahrscheinlichkeitsrechnung
2
quantile regression
2
Ausreißer
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital income
1
Common trends
1
Cross-validation
1
Empirical likelihood
1
Extreme quantile
1
Extreme value theory
1
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10
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Article
22
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Article in journal
Conference paper
Konferenzbeitrag
Aufsatz in Zeitschrift
23
Arbeitspapier
8
Working Paper
8
Graue Literatur
7
Non-commercial literature
7
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English
23
Author
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Xiao, Zhijie
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
63
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
48
Tsionas, Efthymios G.
48
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
39
Robinson, Peter M.
39
Wooldridge, Jeffrey M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Parmeter, Christopher F.
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Lütkepohl, Helmut
32
Perron, Pierre
32
Hsiao, Cheng
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
27
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
Racine, Jeffrey
26
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Journal of econometrics
7
Econometric theory
5
Journal of the American Statistical Association : JASA
3
The econometrics journal
3
Cambridge working papers in economics
1
Frontiers of economics in China : selected publications from Chinese universities
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Journal of time series econometrics
1
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ECONIS (ZBW)
23
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1
Testing for trend specifications in panel data models
Wu, Jilin
;
Song, Xiaojun
;
Xiao, Zhijie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
Saved in:
2
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
3
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
4
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
5
Unifying inference for semiparametric regression
Hong, Shaoxin
;
Jiang, Jiancheng
;
Jiang, Xuejun
;
Xiao, Zhijie
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 482-501
Persistent link: https://www.econbiz.de/10012620720
Saved in:
6
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
7
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
8
Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
Güler, Kemal
;
Ng, Pin T.
;
Xiao, Zhijie
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 651-679
Persistent link: https://www.econbiz.de/10011861402
Saved in:
9
A new characterization of the normal distribution and test for normality
Bera, Anil K.
;
Galvão Júnior, Antônio Fialho
;
Wang, Liang
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1216-1252
Persistent link: https://www.econbiz.de/10011661739
Saved in:
10
Adaptive nonparametric regression with conditional heteroskedasticity
Jin, Sainan
;
Su, Liangjun
;
Xiao, Zhijie
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1153-1191
Persistent link: https://www.econbiz.de/10011545532
Saved in:
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