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Xiao, Zhijie
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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
A residual based test for the null hypothesis of cointegration
Xiao, Zhijie
- In:
Economics letters
64
(
1999
)
2
,
pp. 133-142
Persistent link: https://www.econbiz.de/10006784926
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3
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
Atak, Alev
;
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 92-116
Persistent link: https://www.econbiz.de/10009178480
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4
ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010155201
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5
Risk analysis using regression quantiles : evidence from international equity markets
Guo, Hongtao
;
Lam, Miranda S.
;
Wu, Guojun
;
Xiao, Zhijie
- In:
The international journal of business and finance …
7
(
2013
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010058308
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6
NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY
Juhl, Ted
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2012
)
1
,
pp. 90-114
Persistent link: https://www.econbiz.de/10010073737
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7
Recent advances in panel data, nonlinear and nonparametric models: A festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009979006
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8
Recent advances in nonstationary time series: A festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-142
Persistent link: https://www.econbiz.de/10009987051
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9
Robust inference in nonstationary time series models
Xiao, Zhijie
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009987059
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10
A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS
Bera, Anil K.
;
Ghosh, Aurobindo
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2012
)
2
,
pp. 419-446
Persistent link: https://www.econbiz.de/10010099086
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