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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometric theory"
~person:"Su, Liangjun"
~person:"Xiao, Zhijie"
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Regression analysis
15
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9
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Su, Liangjun
Xiao, Zhijie
Phillips, Peter C. B.
63
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15
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8
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7
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Econometric theory
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12
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2
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2
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15
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1
Testing for structural changes in factor models via a nonparametric regression
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1127-1158
Persistent link: https://www.econbiz.de/10012404092
Saved in:
2
Shrinkage estimation of regression models with multiple structural changes
Qian, Junhui
;
Su, Liangjun
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1376-1433
Persistent link: https://www.econbiz.de/10011661980
Saved in:
3
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
Saved in:
4
A parodox of inconsistent parametric and consistent nonparametric regression
Phillips, Peter C. B.
;
Su, Liangjun
-
2009
Persistent link: https://www.econbiz.de/10003842086
Saved in:
5
Copula-based nonlinear quantile autoregression
Chen, Xiaohong
(
contributor
);
Koenker, Roger
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003773621
Saved in:
6
Efficient regressions via optimally combining quantile information
Zhao, Zhibiao
;
Xiao, Zhijie
- In:
Econometric theory
30
(
2014
)
6
,
pp. 1272-1314
Persistent link: https://www.econbiz.de/10010502115
Saved in:
7
Efficient regression in time series partial linear models
Phillips, Peter C. B.
;
Guo, Binbin
;
Xiao, Zhijie
-
2002
Persistent link: https://www.econbiz.de/10001671872
Saved in:
8
Partially linear models with unit roots
Juhl, Ted
;
Xiao, Zhijie
-
2002
Persistent link: https://www.econbiz.de/10001666256
Saved in:
9
Testing structural change in partially linear models
Su, Liangjun
;
White, Halbert
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1761-1806
Persistent link: https://www.econbiz.de/10008738330
Saved in:
10
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618852
Saved in:
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