Narrow search
Showing 1 - 10 of 76
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
Likelihood-based inference in trending time series with a root near unity
Xiao, Zhijie - In: Econometric theory 17 (2001) 6, pp. 1082-1112
Persistent link: https://www.econbiz.de/10001638376
Cover Image
Note on bandwidth selection in testing for long range dependence
Xiao, Zhijie - In: Economics letters 78 (2003) 1, pp. 33-39
Persistent link: https://www.econbiz.de/10001728086
Cover Image
Right-tail information in financial markets
Xiao, Zhijie - In: Econometric theory 30 (2014) 1, pp. 94-126
Persistent link: https://www.econbiz.de/10010399786
Cover Image
Unit roots : a selective review of the contributions of Peter C. B. Phillips
Xiao, Zhijie - In: Econometric theory 30 (2014) 4, pp. 775-814
Persistent link: https://www.econbiz.de/10010502143
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
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
Cover Image
Inference on the quantile regression process
Koenker, Roger; Xiao, Zhijie - 2000
Persistent link: https://www.econbiz.de/10001500704
Cover Image
An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie; Phillips, Peter C. B. - In: The econometrics journal 1 (1998) 2, pp. 27-43
Persistent link: https://www.econbiz.de/10001443696