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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Teräsvirta, Timo"
~person:"Xiao, Zhijie"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Regressionsanalyse"
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1
A nonparametric regression estimator that adapts to error distribution of unknown form
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
23
(
2007
)
3
,
pp. 371-413
Persistent link: https://www.econbiz.de/10003541196
Saved in:
2
Quantile cointegrating regression
Xiao, Zhijie
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 248-260
Persistent link: https://www.econbiz.de/10003858602
Saved in:
3
Efficient regressions via optimally combining quantile information
Zhao, Zhibiao
;
Xiao, Zhijie
- In:
Econometric theory
30
(
2014
)
6
,
pp. 1272-1314
Persistent link: https://www.econbiz.de/10010502115
Saved in:
4
An extended constant conditional correlation GARCH model and its fourth-moment structure
He, Changli
;
Teräsvirta, Timo
- In:
Econometric theory
20
(
2004
)
5
,
pp. 904-926
Persistent link: https://www.econbiz.de/10002265252
Saved in:
5
Partially linear models with unit roots
Juhl, Ted
;
Xiao, Zhijie
- In:
Econometric theory
21
(
2005
)
5
,
pp. 877-906
Persistent link: https://www.econbiz.de/10003101944
Saved in:
6
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 417-435
Persistent link: https://www.econbiz.de/10001703535
Saved in:
7
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10001656536
Saved in:
8
Moment stucture of a family of first-order exponential GARCH models
He, Changli
;
Teräsvirta, Timo
;
Malmsten, Hans
- In:
Econometric theory
18
(
2002
)
4
,
pp. 868-885
Persistent link: https://www.econbiz.de/10001687472
Saved in:
9
Second-order approximation for adaptive regression estimators
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
17
(
2001
)
5
,
pp. 984-1024
Persistent link: https://www.econbiz.de/10001609191
Saved in:
10
Fourth moment structure of the GARCH(p,q) process
He, Changli
;
Teräsvirta, Timo
- In:
Econometric theory
15
(
1999
)
6
,
pp. 824-846
Persistent link: https://www.econbiz.de/10001507480
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