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Copula-based nonlinear quantile autoregression
Chen, Xiaohong
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Koenker, Roger
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2008
Persistent link: https://www.econbiz.de/10003773621
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Partially linear models with unit roots
Juhl, Ted
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Xiao, Zhijie
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2002
Persistent link: https://www.econbiz.de/10001666256
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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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A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
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2001
Persistent link: https://www.econbiz.de/10001618852
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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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Efficient regression in time series partial linear models
Phillips, Peter C. B.
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Guo, Binbin
;
Xiao, Zhijie
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2002
Persistent link: https://www.econbiz.de/10001671872
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Nonstationary discrete choice
Hu, Ling
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Phillips, Peter C. B.
;
Xiao, Zhijie
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2002
Persistent link: https://www.econbiz.de/10001671873
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Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
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2020
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Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
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