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Unit roots : a selective review of the contributions of Peter C. B. Phillips
Xiao, Zhijie - In: Econometric theory 30 (2014) 4, pp. 775-814
Persistent link: https://www.econbiz.de/10010502143
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Beyond the central tendency : quantile regression as a tool in quantitative investing
Gowlland, Chris; Xiao, Zhijie; Zeng, Qi - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 106-119
Persistent link: https://www.econbiz.de/10003852144
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Do shocks last forever? : local persistency in economic time series
Lima, Luiz Renato; Xiao, Zhijie - In: Journal of macroeconomics 29 (2007) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10003437601
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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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Do shocks permanently change output? : Local persistency in economic time series
Lima, Luiz Renato (contributor); Xiao, Zhijie (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168401
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A generalized partially linear model of asymmetric volatility
Wu, Guojun; Xiao, Zhijie - In: Journal of empirical finance 9 (2002) 3, pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
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An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie; Phillips, Peter C. B. - In: The econometrics journal 1 (1998) 2, pp. 27-43
Persistent link: https://www.econbiz.de/10001443696
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An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie; Phillips, Peter C. B. - 1997
Persistent link: https://www.econbiz.de/10000974391