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Partially linear models with unit roots

Juhl, Ted; Xiao, Zhijie - 2002

Persistent link: https://www.econbiz.de/10001666256

Partially Linear Models with Unit Roots

Juhl, Ted; Xiao, Zhijie - 2003

This paper studies the asymptotic properties of a nonstationary partially linear regression model. In particular, we allow for covariates to enter the unit root (or near unit root) model in a nonparametric fashion, so that our model is an extension of the semiparametric model analyzed in...

Persistent link: https://www.econbiz.de/10014117065

Estimating average economic growth in time series data with persistency

Xiao, Zhijie - In: Journal of macroeconomics 26 (2004) 4, pp. 699-724

Persistent link: https://www.econbiz.de/10002469292

Inference on the quantile regression process

Koenker, Roger; Xiao, Zhijie - 2000

Persistent link: https://www.econbiz.de/10001500704

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

A nonparametric regression estimator that adapts to error distribution of unkown form

Linton, Oliver; Xiao, Zhijie - 2001

Persistent link: https://www.econbiz.de/10001593437

Second-order approximation for adaptive regression estimators

Linton, Oliver; Xiao, Zhijie - In: Econometric theory 17 (2001) 5, pp. 984-1024

Persistent link: https://www.econbiz.de/10001609191

A CUSUM test for cointegration using regression residuals

Xiao, Zhijie; Phillips, Peter C. B. - 2001

Persistent link: https://www.econbiz.de/10001618852

Higher order approximations for frequency domain time series regression

Phillips, Peter C. B.; Xiao, Zhijie - 1997

Persistent link: https://www.econbiz.de/10000966053

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/10001688095

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