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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
Saved in:
2
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:
3
Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
Güler, Kemal
;
Ng, Pin T.
;
Xiao, Zhijie
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 651-679
Persistent link: https://www.econbiz.de/10011861402
Saved in:
4
A new characterization of the normal distribution and test for normality
Bera, Anil K.
;
Galvao, Antonio Fialho <Jr.>
;
Wang, Liang
; …
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1216-1252
Persistent link: https://www.econbiz.de/10011661739
Saved in:
5
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
Ng, Pin T.
;
Wong, Wing Keung
;
Xiao, Zhijie
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 666-678
Persistent link: https://www.econbiz.de/10011738062
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6
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
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7
Unifying inference for semiparametric regression
Hong, Shaoxin
;
Jiang, Jiancheng
;
Jiang, Xuejun
;
Xiao, Zhijie
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 482-501
Persistent link: https://www.econbiz.de/10012620720
Saved in:
8
Econometric Reviews honors Cheng Hsiao
Li, Tong
;
Maasoumi, Esfandiar
;
Xiao, Zhijie
- In:
Econometric reviews
40
(
2021
)
6
,
pp. 535-539
Persistent link: https://www.econbiz.de/10012624520
Saved in:
9
Right tail information and asset pricing
Hua, Qiuling
;
Xiao, Zhijie
;
Zhou, Hongtao
- In:
Econometric reviews
40
(
2021
)
8
,
pp. 728-749
Persistent link: https://www.econbiz.de/10012624536
Saved in:
10
Econometric Reviews honors Cheng Hsiao
Li, Tong
(
ed.
);
Maasoumi, Esfandiar
(
ed.
);
Xiao, Zhijie
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012624574
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