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subject:"Zeitreihenanalyse"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Xiao, Zhijie"
~subject:"Air pollution"
~subject:"Kointegration"
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Xiao, Zhijie
Phillips, Peter C. B.
50
Yu, Jun
4
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More efficient kernel estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie
;
Linton, Oliver
;
Carroll, Raymond J.
; …
-
2002
Persistent link: https://www.econbiz.de/10001686083
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2
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618852
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3
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.
-
1997
Persistent link: https://www.econbiz.de/10000974391
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