Narrow search
Showing 1 - 10 of 12
Cover Image
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
Cover Image
Functional-coefficient cointegration models
Xiao, Zhijie - In: Journal of econometrics 152 (2009) 2, pp. 81-92
Persistent link: https://www.econbiz.de/10003892686
Cover Image
Quantile cointegrating regression
Xiao, Zhijie - 2009
Persistent link: https://www.econbiz.de/10003848717
Cover Image
Quantile cointegrating regression
Xiao, Zhijie - In: Journal of econometrics 150 (2009) 2, pp. 248-260
Persistent link: https://www.econbiz.de/10003858602
Cover Image
Efficient detrending in cointegrating regression
Xiao, Zhijie; Phillips, Peter C. B. - In: Econometric theory 15 (1999) 4, pp. 519-548
Persistent link: https://www.econbiz.de/10001492212
Cover Image
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001618852
Cover Image
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie; Phillips, Peter C. B. - In: Journal of econometrics 108 (2002) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10001656536
Cover Image
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/10002515642
Cover Image
Copula-based time series with filtered nonstationarity
Chen, Xiaohong; Xiao, Zhijie; Wang, Bo - 2020 - Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Cover Image
Copula-based time series with filtered nonstationarity
Chen, Xiaohong; Xiao, Zhijie; Wang, Bo - In: Journal of econometrics 228 (2022) 1, pp. 127-155
Persistent link: https://www.econbiz.de/10013441732