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Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
Zhang, Xianyang - In: Journal of econometrics 193 (2016) 1, pp. 123-146
Persistent link: https://www.econbiz.de/10011704780
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White noise testing and model diagnostic checking for functional time series
Zhang, Xianyang - In: Journal of econometrics 194 (2016) 1, pp. 76-95
Persistent link: https://www.econbiz.de/10011705041
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Testing for change points in time series
Shao, Xiaofeng; Zhang, Xianyang - In: Journal of the American Statistical Association : JASA 105 (2010) 491, pp. 1228-1240
Persistent link: https://www.econbiz.de/10008738385
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On a general class of long run variance estimators
Zhang, Xianyang; Shao, Xiaofeng - In: Economics letters 120 (2013) 3, pp. 437-441
Persistent link: https://www.econbiz.de/10010187270
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Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing; Liang, Kun; Xia, Qiang; Zhang, Dabin - In: Computational economics 59 (2022) 3, pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
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Moment-based tests for random effects in the two-way error component model with unbalanced panels
Wu, Jianhong; Li, Guodong; Xia, Qiang - In: Economic modelling 74 (2018), pp. 61-76
Persistent link: https://www.econbiz.de/10012101312
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Bayesian subset selection for two-threshold variable autoregressive models
Ni, Shuxia; Xia, Qiang; Liu, Jinshan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10011965304
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Bayesian analysis of power-transformed and threshold GARCH models : a Griddy-Gibbs sampler approach
Xia, Qiang; Wong, Heung; Liu, Jinshan; Liang, Rubing - In: Computational economics 50 (2017) 3, pp. 353-372
Persistent link: https://www.econbiz.de/10011783316
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Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing; Qin, Binbin; Xia, Qiang - In: Computational economics 63 (2024) 1, pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
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On determination of the number of factors in an approximate factor model
Liu, Jinshan; Pan, Jiazhu; Xia, Qiang; Xiao, Li - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 3, pp. 285-298
Persistent link: https://www.econbiz.de/10014372878