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ARTICLES - How to Estimate Autoregressive Roots near Unity
Phillips, Peter C.B.
;
Moon, Hyungsik Roger
;
Xiao, Zhijie
- In:
Econometric theory
17
(
2001
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10006980334
Saved in:
2
Right-tail information in financial markets
Xiao, Zhijie
- In:
Econometric theory
30
(
2014
)
1
,
pp. 94-126
Persistent link: https://www.econbiz.de/10010399786
Saved in:
3
Unit roots : a selective review of the contributions of Peter C. B. Phillips
Xiao, Zhijie
- In:
Econometric theory
30
(
2014
)
4
,
pp. 775-814
Persistent link: https://www.econbiz.de/10010502143
Saved in:
4
Likelihood-based inference in trending time series with a root near unity
Xiao, Zhijie
- In:
Econometric theory
17
(
2001
)
6
,
pp. 1082-1112
Persistent link: https://www.econbiz.de/10001638376
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5
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:
6
Nonparametric tests of moment condition stability
Juhl, Ted
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
1
,
pp. 90-114
Persistent link: https://www.econbiz.de/10009747869
Saved in:
7
A smooth test for the equality of distributions
Bera, Anil K.
;
Ghosh, Aurobindo
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
2
,
pp. 419-446
Persistent link: https://www.econbiz.de/10009759997
Saved in:
8
Adaptive nonparametric regression with conditional heteroskedasticity
Jin, Sainan
;
Su, Liangjun
;
Xiao, Zhijie
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1153-1191
Persistent link: https://www.econbiz.de/10011545532
Saved in:
9
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:
10
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
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