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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
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Inference on the quantile regression process
Koenker, Roger; Xiao, Zhijie - 2000
Persistent link: https://www.econbiz.de/10001500704
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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
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A nonparametric regression estimator that adapts to error distribution of unkown form
Linton, Oliver; Xiao, Zhijie - 2001
Persistent link: https://www.econbiz.de/10001593437
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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
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A CUSUM test for cointegration using regression residuals
Xiao, Zhijie; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001618852
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Higher order approximations for frequency domain time series regression
Phillips, Peter C. B.; Xiao, Zhijie - 1997
Persistent link: https://www.econbiz.de/10000966053
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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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Efficient regression in time series partial linear models
Phillips, Peter C. B.; Guo, Binbin; Xiao, Zhijie - 2002
Persistent link: https://www.econbiz.de/10001671872
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Partially linear models with unit roots
Juhl, Ted; Xiao, Zhijie - 2002
Persistent link: https://www.econbiz.de/10001666256