Narrow search
Showing 1 - 5 of 5
Cover Image
Functional-coefficient cointegration models
Xiao, Zhijie - In: Journal of econometrics 152 (2009) 2, pp. 81-92
Persistent link: https://www.econbiz.de/10003892686
Cover Image
Quantile cointegrating regression
Xiao, Zhijie - In: Journal of econometrics 150 (2009) 2, pp. 248-260
Persistent link: https://www.econbiz.de/10003858602
Cover Image
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
Cover Image
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
Cover Image
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