Narrow search
Showing 131 - 140 of 477
Cover Image
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver; Xiao, Zhijie - 2012
Persistent link: https://www.econbiz.de/10009578157
Cover Image
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
Cover Image
Editorial: 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. 1-3
Persistent link: https://www.econbiz.de/10009666784
Cover Image
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S. (contributor);  … - 2012
Persistent link: https://www.econbiz.de/10009666881
Cover Image
Testing unit root based on partially adaptive estimation
Lima, Luiz Renato; Xiao, Zhijie - In: Journal of time series econometrics 2 (2010) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10009623325
Cover Image
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
Cover Image
A smooth test for the equality of distributions
Bera, Anil K.; Ghosh, Aurobindo; Xiao, Zhijie - In: Econometric theory 29 (2013) 2, pp. 419-446
Persistent link: https://www.econbiz.de/10009759997
Cover Image
Adaptive nonparametric regression with conditional heteroskedasticity
Jin, Sainan; Su, Liangjun; Xiao, Zhijie - In: Econometric theory 31 (2015) 6, pp. 1153-1191
Persistent link: https://www.econbiz.de/10011545532
Cover Image
The reluctant analyst
Bernhardt, Dan; Wan, Chi; Xiao, Zhijie - In: Journal of accounting research 54 (2016) 4, pp. 987-1040
Persistent link: https://www.econbiz.de/10011557657
Cover Image
Idiosyncratic volatility, expected windfall, and the cross-section of stock returns
Wan, Chi; Xiao, Zhijie - In: Essays in honor of Peter C. B. Phillips, (pp. 713-749). 2014
Persistent link: https://www.econbiz.de/10010457082