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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
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Functional-coefficient cointegration models
Xiao, Zhijie - In: Journal of econometrics 152 (2009) 2, pp. 81-92
Persistent link: https://www.econbiz.de/10003892686
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Robust inference in nonstationary time series models
Xiao, Zhijie - In: Journal of econometrics 169 (2012) 2, pp. 211-223
Persistent link: https://www.econbiz.de/10009671316
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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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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. - 1997
Persistent link: https://www.econbiz.de/10000974391
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Higher-order approximations for frequency domain time series regression
Xiao, Zhijie; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001389376
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Higher-order approximations for frequency domain time series regression
Xiao, Zhijie - In: Journal of econometrics 86 (1998) 2, pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
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How to estimate autoregressive roots near unity
Phillips, Peter C. B.; Moon, Hyungsik Roger; Xiao, Zhijie - In: Econometric theory 17 (2001) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10001556057
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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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More efficient kernel estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie; Linton, Oliver; Carroll, Raymond J.; … - 2002
Persistent link: https://www.econbiz.de/10001686083