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Xiao, Zhijie
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OLC EcoSci
ECONIS (ZBW)
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Testing for cointegration using partially linear models
Juhl, Ted
;
Xiao, Zhijie
- In:
Journal of econometrics
124
(
2005
)
2
,
pp. 363-394
Persistent link: https://www.econbiz.de/10006749134
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2
A nonparametric test for changing trends
Juhl, Ted
;
Xiao, Zhijie
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 179-200
Persistent link: https://www.econbiz.de/10006752011
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3
Note on bandwidth selection in testing for long range dependence
Xiao, Zhijie
- In:
Economics letters
78
(
2003
)
1
,
pp. 33-40
Persistent link: https://www.econbiz.de/10006764572
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4
Inference on the Quantile Regression Process
Koenker, Roger
;
Xiao, Zhijie
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
4
,
pp. 1583-1612
Persistent link: https://www.econbiz.de/10006767407
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5
Higher order approximations for Wald statistics in time series regressions with integrated processes
Xiao, Zhijie
;
Phillips, Peter C.B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 157-198
Persistent link: https://www.econbiz.de/10006769401
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6
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C.B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10006769406
Saved in:
7
Theory and Methods - Unit Root Quantile Autoregression Inference
Koenker, Roger
;
Xiao, Zhijie
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
467
,
pp. 775-787
Persistent link: https://www.econbiz.de/10006608855
Saved in:
8
Theory and Methods - More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
Xiao, Zhijie
;
Linton, Oliver B.
;
Carroll, Raymond J.
; …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 980-992
Persistent link: https://www.econbiz.de/10006611362
Saved in:
9
Testing Covariance Stationarity
Xiao, Zhijie
;
Lima, Luiz Renato
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 643-668
Persistent link: https://www.econbiz.de/10007887054
Saved in:
10
ARTICLES - A Primer on Unit Root Testing
Phillips, Peter C.B.
;
Xiao, Zhijie
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 423-470
Persistent link: https://www.econbiz.de/10007691287
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