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Testing for change points in time series
Shao, Xiaofeng; Zhang, Xianyang - In: Journal of the American Statistical Association : JASA 105 (2010) 491, pp. 1228-1240
Persistent link: https://www.econbiz.de/10008738385
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Adaptive testing for alphas in high-dimensional factor pricing models
Xia, Qiang; Zhang, Xianyang - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 640-653
Persistent link: https://www.econbiz.de/10015053435
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A bootstrap-assisted spectral test of white noise under unknownment dependence
Shao, Xiaofeng - In: Journal of econometrics 162 (2011) 2, pp. 213-224
Persistent link: https://www.econbiz.de/10009270650
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A generalized portmanteau test for independence between two stationary time series
Shao, Xiaofeng - In: Econometric theory 25 (2009) 1, pp. 195-210
Persistent link: https://www.econbiz.de/10003816223
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Testing for the martingale difference hypothesis in multivariate time series models
Wang, Guochang; Zhu, Ke; Shao, Xiaofeng - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 980-994
Persistent link: https://www.econbiz.de/10013539404