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A residual based test for the numm hypothesis of cointegration
Xiao, Zhijie - In: Economics letters 64 (1999) 2, pp. 133-141
Persistent link: https://www.econbiz.de/10001399210
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Likelihood-based inference in trending time series with a root near unity
Xiao, Zhijie - In: Econometric theory 17 (2001) 6, pp. 1082-1112
Persistent link: https://www.econbiz.de/10001638376
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Note on bandwidth selection in testing for long range dependence
Xiao, Zhijie - In: Economics letters 78 (2003) 1, pp. 33-39
Persistent link: https://www.econbiz.de/10001728086
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Functional-coefficient cointegration models
Xiao, Zhijie - In: Journal of econometrics 152 (2009) 2, pp. 81-92
Persistent link: https://www.econbiz.de/10003892686
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Robust inference in nonstationary time series models
Xiao, Zhijie - In: Journal of econometrics 169 (2012) 2, pp. 211-223
Persistent link: https://www.econbiz.de/10009671316
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Right-tail information in financial markets
Xiao, Zhijie - In: Econometric theory 30 (2014) 1, pp. 94-126
Persistent link: https://www.econbiz.de/10010399786
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Unit roots : a selective review of the contributions of Peter C. B. Phillips
Xiao, Zhijie - In: Econometric theory 30 (2014) 4, pp. 775-814
Persistent link: https://www.econbiz.de/10010502143
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Quantile cointegrating regression
Xiao, Zhijie - 2009
Persistent link: https://www.econbiz.de/10003848717
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Quantile cointegrating regression
Xiao, Zhijie - In: Journal of econometrics 150 (2009) 2, pp. 248-260
Persistent link: https://www.econbiz.de/10003858602
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Estimating average economic growth in time series data with persistency
Xiao, Zhijie - In: Journal of macroeconomics 26 (2004) 4, pp. 699-724
Persistent link: https://www.econbiz.de/10002469292