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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
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A model selection test for bivariate failure-time data
Chen, Xiaohong; Fan, Yanqin - In: Econometric theory 23 (2007) 3, pp. 414-439
Persistent link: https://www.econbiz.de/10003541246
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Quantile cointegrating regression
Xiao, Zhijie - In: Journal of econometrics 150 (2009) 2, pp. 248-260
Persistent link: https://www.econbiz.de/10003858602
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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
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Consistent model specification tests : Kernel-based tests versus Bierens' ICM tests
Fan, Yanqin; Li, Qi - In: Econometric theory 16 (2000) 6, pp. 1016-1041
Persistent link: https://www.econbiz.de/10001548359
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Higher-order approximations for frequency domain time series regression
Xiao, Zhijie - In: Journal of econometrics 86 (1998) 2, pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
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Testing the goodness of fit of a parametric density function by Kernel method
Fan, Yanqin - In: Econometric theory 10 (1994) 2, pp. 316-356
Persistent link: https://www.econbiz.de/10001164904
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Goodness-of-fit tests based on Kernel density estimators with fixed smoothing parameters
Fan, Yanqin - In: Econometric theory 14 (1998) 5, pp. 604-621
Persistent link: https://www.econbiz.de/10001381128
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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