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~isPartOf:"Journal of econometrics"
~person:"Xiao, Zhijie"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Quelle"
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Xiao, Zhijie
Bollerslev, Tim
19
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17
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15
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13
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11
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Functional-coefficient
cointegration
models
Xiao, Zhijie
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 81-92
Persistent link: https://www.econbiz.de/10003892686
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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
Testing for
cointegration
using partially linear models
Juhl, Ted
;
Xiao, Zhijie
- In:
Journal of econometrics
124
(
2005
)
2
,
pp. 363-394
Persistent link: https://www.econbiz.de/10002515642
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4
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:
5
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
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