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Inference for local autocorrelations in locally stationary models
Zhao, Zhibiao - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 296-306
Persistent link: https://www.econbiz.de/10011390046
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Note on bandwidth selection in testing for long range dependence
Xiao, Zhijie - In: Economics letters 78 (2003) 1, pp. 33-39
Persistent link: https://www.econbiz.de/10001728086
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Tests for changing mean with monotonic power
Juhl, Ted (contributor); Xiao, Zhijie (contributor) - 2008
Persistent link: https://www.econbiz.de/10003766078
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Tests for changing mean with monotonic power
Juhl, Ted; Xiao, Zhijie - 2009
Persistent link: https://www.econbiz.de/10003848719
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Testing covariance stationarity
Xiao, Zhijie; Lima, Luiz Renato - In: Econometric reviews 26 (2007) 6, pp. 643-667
Persistent link: https://www.econbiz.de/10003605818
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Tests for changing mean with monotonic power
Juhl, Ted; Xiao, Zhijie - In: Journal of econometrics 148 (2009) 1, pp. 14-24
Persistent link: https://www.econbiz.de/10003813087
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Nonparametric tests of moment condition stability
Juhl, Ted; Xiao, Zhijie - In: Econometric theory 29 (2013) 1, pp. 90-114
Persistent link: https://www.econbiz.de/10009747869
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Weak instrument inference in the presence of parameter instability
Li, Hong; Xiao, Zhijie - In: The econometrics journal 15 (2012) 3, pp. 395-419
Persistent link: https://www.econbiz.de/10009710136
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Testing covariance stationarity
Xiao, Zhijie (contributor); Lima, Luiz Renato (contributor) - 2006
Persistent link: https://www.econbiz.de/10003390504
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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