The following pages link to Zhijie Xiao (Q261907):
Displaying 50 items.
- Testing for cointegration using partially linear models (Q261908) (← links)
- A nonparametric test for changing trends (Q262832) (← links)
- Tests for changing mean with monotonic power (Q301955) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- Robust inference in nonstationary time series models (Q527996) (← links)
- Are there speculative bubbles in stock markets? Evidence from an alternative approach (Q660062) (← links)
- Testing structural change in time-series nonparametric regression models (Q660069) (← links)
- A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom (Q737996) (← links)
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) (← links)
- Testing for parameter stability in quantile regression models (Q952875) (← links)
- Higher-order approximations for frequency domain time series regression (Q1305643) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- Note on bandwidth selection in testing for long range dependence. (Q1853704) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717) (← links)
- A residual based test for the null hypothesis of cointegration. (Q1960368) (← links)
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- Consistency of \(\ell_1\) penalized negative binomial regressions (Q2197596) (← links)
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (Q2280590) (← links)
- What do mean impacts miss? Distributional effects of corporate diversification (Q2330748) (← links)
- Functional-coefficient cointegration models (Q2630069) (← links)
- How to estimate autoregressive roots near unity (Q2716435) (← links)
- Testing the null hypothesis of stationarity against an autoregressive unit root alternative (Q2722253) (← links)
- Bootstraping time series regressions with integrated process (Q2744935) (← links)
- A smooth test for the equality of distributions (Q2847589) (← links)
- Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
- A nonparametric regression estimator that adapts to error distribution of unknown form (Q2886949) (← links)
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION (Q2936836) (← links)
- Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
- A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY (Q2976208) (← links)
- Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models (Q3069899) (← links)
- PARTIALLY LINEAR MODELS WITH UNIT ROOTS (Q3375344) (← links)
- Copula-based nonlinear quantile autoregression (Q3406053) (← links)
- ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY (Q3465600) (← links)
- Production function and the compositive data envelopment analysis model C\(^ 2\)WY (Q3982527) (← links)
- An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy (Q4415853) (← links)
- More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors (Q4468548) (← links)
- Bootstrapping cointegrating regressions using blockwise bootstrap methods (Q4469070) (← links)
- EFFICIENT DETRENDING IN COINTEGRATING REGRESSION (Q4512737) (← links)
- POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS (Q4561952) (← links)
- A Powerful Test for Changing Trends in Time Series Models (Q4577080) (← links)
- Square‐Root LASSO for High‐Dimensional Sparse Linear Systems with Weakly Dependent Errors (Q4606963) (← links)
- Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity (Q4628022) (← links)
- A Nonparametric Prewhitened Covariance Estimator (Q4677004) (← links)
- Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions (Q4687627) (← links)
- SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS (Q4807273) (← links)
- (Q4807276) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- Testing Unit Root Based on Partially Adaptive Estimation (Q4928517) (← links)
