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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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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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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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Regression discontinuity with categorical outcomes
Xu, Ke-Li - In: Journal of econometrics 201 (2017) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011917411
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A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
Xu, Ke-Li - In: Journal of econometrics 206 (2018) 1, pp. 258-278
Persistent link: https://www.econbiz.de/10012110379
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Inference of local regression in the presence of nuisance parameters
Xu, Ke-Li - In: Journal of econometrics 218 (2020) 2, pp. 532-560
Persistent link: https://www.econbiz.de/10012483170
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Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li; Phillips, Peter C.B. - In: Journal of econometrics 142 (2008) 1, pp. 265-280
Persistent link: https://www.econbiz.de/10007894510
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Empirical likelihood-based inference for nonparametric recurrent diffusions
Xu, Ke-Li - In: Journal of econometrics 153 (2009) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10008311724
Cover Image
Robustifying multivariate trend tests to nonstationary volatility
Xu, Ke-Li - In: Journal of econometrics 169 (2012) 2, pp. 147-155
Persistent link: https://www.econbiz.de/10009987053
Cover Image
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/10010069898