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On a general class of long run variance estimators
Zhang, Xianyang
;
Shao, Xiaofeng
- In:
Economics letters
120
(
2013
)
3
,
pp. 437-441
Persistent link: https://www.econbiz.de/10010187270
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Testing for change points in time series
Shao, Xiaofeng
;
Zhang, Xianyang
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
491
,
pp. 1228-1240
Persistent link: https://www.econbiz.de/10008738385
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Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
Zhang, Xianyang
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 123-146
Persistent link: https://www.econbiz.de/10011704780
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4
White noise testing and model diagnostic checking for functional time series
Zhang, Xianyang
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 76-95
Persistent link: https://www.econbiz.de/10011705041
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Adaptive testing for alphas in high-dimensional factor pricing models
Xia, Qiang
;
Zhang, Xianyang
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 640-653
Persistent link: https://www.econbiz.de/10015053435
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Nonstationarity-extended whittle estimation
Shao, Xiaofeng
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1060-1087
Persistent link: https://www.econbiz.de/10003993824
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Testing for white noise under unknown dependence and its applications to diagnostic checking for time series models
Shao, Xiaofeng
- In:
Econometric theory
27
(
2011
)
2
,
pp. 312-343
Persistent link: https://www.econbiz.de/10009310782
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The dependent wild bootstrap
Shao, Xiaofeng
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
489
,
pp. 218-235
Persistent link: https://www.econbiz.de/10008732118
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A bootstrap-assisted spectral test of white noise under unknownment dependence
Shao, Xiaofeng
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10009270650
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A generalized portmanteau test for independence between two stationary time series
Shao, Xiaofeng
- In:
Econometric theory
25
(
2009
)
1
,
pp. 195-210
Persistent link: https://www.econbiz.de/10003816223
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