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Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Zhou, Yong; Wan, Alan T. K.; Xie, Shangyu; Wang, Xiaojing - In: Journal of econometrics 159 (2010) 1, pp. 183-201
Persistent link: https://www.econbiz.de/10008839929
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A varying-coefficient expectile model for estimating value at risk
Xie, Shangyu; Zhou, Yong; Wan, Alan T. K. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 576-592
Persistent link: https://www.econbiz.de/10010488423
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Modelling time-varying income elasticities of health care expenditure for the OECD
Casas, Isabel; Gao, Jiti; Xie, Shangyu - 2018
Persistent link: https://www.econbiz.de/10012583636
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Time-varying income elasticities of healthcare expenditure for the OECD and Eurozone
Casas, Isabel; Gao, Jiti; Peng, Bin; Xie, Shangyu - 2019
Persistent link: https://www.econbiz.de/10012606723