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On local projection based inference
Xu, Ke-Li - 2022
Persistent link: https://www.econbiz.de/10012887606
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Reweighted functional estimation of diffusion models
Xu, Ke-li - In: Econometric theory 26 (2010) 2, pp. 541-563
Persistent link: https://www.econbiz.de/10003968610
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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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Nonparametric inference for conditional quantiles of time series
Xu, Ke-li - In: Econometric theory 29 (2013) 4, pp. 673-698
Persistent link: https://www.econbiz.de/10010210168
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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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Power monotonicity in detecting volatility levels change
Xu, Ke-li - In: Economics letters 121 (2013) 1, pp. 64-69
Persistent link: https://www.econbiz.de/10010187087
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Testing against nonstationary volatility in time series
Xu, Ke-li - In: Economics letters 101 (2008) 3, pp. 288-292
Persistent link: https://www.econbiz.de/10003801441
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Bootstrapping autoregression under non-stationary volatility
Xu, Ke-li - In: The econometrics journal 11 (2008) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003648596
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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