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Quantile cointegrating regression
Xiao, Zhijie - 2009
Persistent link: https://www.econbiz.de/10003848717
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Estimation and inference about tail features with tail censored data
Wang, Yulong; Xiao, Zhijie - 2020 - This version: March 2020
Persistent link: https://www.econbiz.de/10012231154
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Copula-based nonlinear quantile autoregression
Chen, Xiaohong; Koenker, Roger; Xiao, Zhijie - 2008
Persistent link: https://www.econbiz.de/10003839704
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Conditional quantile estimation for GARCH models
Xiao, Zhijie; Koenker, Roger - 2009
Persistent link: https://www.econbiz.de/10003901820
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A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
Atak, Alev; Linton, Oliver; Xiao, Zhijie - 2010
Persistent link: https://www.econbiz.de/10008737919
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Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
Caia, Zongwu; Xiao, Zhijie - 2010
Persistent link: https://www.econbiz.de/10008737952
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Tests for changing mean with monotonic power
Juhl, Ted; Xiao, Zhijie - 2009
Persistent link: https://www.econbiz.de/10003848719