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An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie; Phillips, Peter C. B. - In: The econometrics journal 1 (1998) 2, pp. 27-43
Persistent link: https://www.econbiz.de/10001443696
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Weak instrument inference in the presence of parameter instability
Li, Hong; Xiao, Zhijie - In: The econometrics journal 15 (2012) 3, pp. 395-419
Persistent link: https://www.econbiz.de/10009710136
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Copula-based nonlinear quantile autoregression
Chen, Xiaohong; Koenker, Roger; Xiao, Zhijie - In: The econometrics journal 12 (2009), pp. 50-67
Persistent link: https://www.econbiz.de/10003876289
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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
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Testing for changing volatility
Wu, Jilin; Xiao, Zhijie - In: The econometrics journal 21 (2018) 2, pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
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A new test for unit roots with a partial quadratic trend
Li, Yanglin; Wang, Shaoping; Jin, Sainan; Xiao, Zhijie - In: The econometrics journal 27 (2024) 2, pp. 258-277
Persistent link: https://www.econbiz.de/10015046376