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Estimation theory
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Phillips, Peter C. B.
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Journal of econometrics
Cowles Foundation discussion paper
249
Cowles Foundation Discussion Paper
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Oxford bulletin of economics and statistics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Celebrating Irving Fisher : the legacy of a great economist
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ECONIS (ZBW)
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1
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
;
Phillips, Peter C. B.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 265-280
Persistent link: https://www.econbiz.de/10003608182
Saved in:
2
Empirical likelihood-based inference for nonparametric recurrent diffusions
Xu, Ke-Li
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 56-82
Persistent link: https://www.econbiz.de/10003892654
Saved in:
3
Powerful tests for structural changes in volatility
Xu, Ke-li
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 126-142
Persistent link: https://www.econbiz.de/10009719626
Saved in:
4
Robustifying multivariate trend tests to nonstationary volatility
Xu, Ke-li
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 147-154
Persistent link: https://www.econbiz.de/10009671331
Saved in:
5
Inference of local regression in the presence of nuisance parameters
Xu, Ke-Li
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 532-560
Persistent link: https://www.econbiz.de/10012483170
Saved in:
6
A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
Xu, Ke-Li
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 258-278
Persistent link: https://www.econbiz.de/10012110379
Saved in:
7
Regression discontinuity with categorical outcomes
Xu, Ke-Li
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011917411
Saved in:
8
Empirical likelihood for regression discontinuity design
Otsu, Taisuke
;
Xu, Ke-Li
;
Matsushita, Yukitoshi
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10011349543
Saved in:
9
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
;
Phillips, Peter C.B.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 265-280
Persistent link: https://www.econbiz.de/10007894510
Saved in:
10
Robustifying multivariate trend tests to nonstationary volatility
Xu, Ke-Li
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 147-155
Persistent link: https://www.econbiz.de/10009987053
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