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EFFICIENT REGRESSIONS VIA OPTI...
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Xiao, Zhijie
44
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OLC EcoSci
ECONIS (ZBW)
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Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao
;
Wu, Wei Biao
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 83-92
Persistent link: https://www.econbiz.de/10008311723
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2
Nonparametric model validations for hidden Markov models with applications in financial econometrics
Zhao, Zhibiao
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 225-240
Persistent link: https://www.econbiz.de/10008997625
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3
Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao
;
Wu, Wei Biao
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 83-93
Persistent link: https://www.econbiz.de/10008883206
Saved in:
4
Micro versus macro cointegration in heterogeneous panels
Zhao, Zhibiao
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008375728
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5
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
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6
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
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7
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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8
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
Saved in:
9
A residual based test for the null hypothesis of cointegration
Xiao, Zhijie
- In:
Economics letters
64
(
1999
)
2
,
pp. 133-142
Persistent link: https://www.econbiz.de/10006784926
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10
ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010155201
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