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Testing for Structural Change...
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Estimation theory
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Xu, Ke-Li
80
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11
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10
Xu, Ke-li
9
Matsushita, Yukitoshi
7
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ECONIS (ZBW)
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Bootstrapping autoregression under non-stationary volatility
Xu, Ke-li
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003648596
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2
Empirical likelihood-based inference for nonparametric recurrent diffusions
Xu, Ke-Li
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 56-82
Persistent link: https://www.econbiz.de/10003892654
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3
Reweighted functional estimation of diffusion models
Xu, Ke-li
- In:
Econometric theory
26
(
2010
)
2
,
pp. 541-563
Persistent link: https://www.econbiz.de/10003968610
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4
Testing for structural change under non-stationary variances
Xu, Ke-Li
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 274-305
Persistent link: https://www.econbiz.de/10011378499
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5
Powerful tests for structural changes in volatility
Xu, Ke-li
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 126-142
Persistent link: https://www.econbiz.de/10009719626
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6
Robustifying multivariate trend tests to nonstationary volatility
Xu, Ke-li
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 147-154
Persistent link: https://www.econbiz.de/10009671331
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7
Testing against nonstationary volatility in time series
Xu, Ke-li
- In:
Economics letters
101
(
2008
)
3
,
pp. 288-292
Persistent link: https://www.econbiz.de/10003801441
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8
On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
Saved in:
9
On local projection based inference
Xu, Ke-Li
-
2022
Persistent link: https://www.econbiz.de/10012887606
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10
Power monotonicity in detecting volatility levels change
Xu, Ke-li
- In:
Economics letters
121
(
2013
)
1
,
pp. 64-69
Persistent link: https://www.econbiz.de/10010187087
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