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Hypothesis testing based on a vector of statistics

King, Maxwell L.; Zhang, Xibin; Akram, Muhammad - In: Journal of econometrics 219 (2020) 2, pp. 425-455

Persistent link: https://www.econbiz.de/10012483400

Bayesian bandwidth estimation in nonparametric time-varying coefficient models

Cheng, Tingting; Gao, Jiti; Zhang, Xibin - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10012175865

Bayesian bandwidth estimation in nonparametric time-varying coefficient models

Cheng, Tingting; Gao, Jiti; Zhang, Xibin - 2015 - Revised 13, 07

Persistent link: https://www.econbiz.de/10011781131

A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model

Chen, Haotian; Smyth, Russell; Zhang, Xibin - In: Energy economics 67 (2017), pp. 346-354

Persistent link: https://www.econbiz.de/10011897930

A Monte Carlo investigation of some tests for stochastic dominance

Tse, Yiu Kuen; Zhang, Xibin - 2003

Persistent link: https://www.econbiz.de/10001751166

Bandwidth selection for multivariate kernel density estimation using MCMC

Zhang, Xibin; King, Maxwell L.; Hyndman, Rob J. - 2004

Persistent link: https://www.econbiz.de/10002121823

Estimation of hyperbolic diffusion using MCMC method

Tse, Yiu Kuen; Zhang, Xibin; Yu, Jun - 2002

Persistent link: https://www.econbiz.de/10001722409

Box-Cox stochastic volatility models with heavy-tails and correlated errors

Zhang, Xibin; King, Maxwell L. - 2004

Persistent link: https://www.econbiz.de/10002479501

Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions

Hu, Shuowen; Poskitt, Donald Stephen; Zhang, Xibin - 2010

Persistent link: https://www.econbiz.de/10008759297

Bayesian semiparametric GARCH Models

Zhang, Xibin; King, Maxwell L. - 2011

This paper aims to investigate a Bayesian sampling approach to parameter estimation in the semiparametric GARCH model with an unknown conditional error density, which we approximate by a mixture of Gaussian densities centered at individual errors and scaled by a common standard deviation. This...

Persistent link: https://www.econbiz.de/10009406237