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Title
Nonparametric tests of moment condition stability
Author
Juhl, Ted
,
Xiao, Zhijie
Date
2012
Genre
article
Version
Post-print version of an article published in Econometric Theory (2012). doi:10.1017/S0266466612000151.
Title
Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models
Author
Xiao, Zhijie
,
Koenker, Roger
Date
2009
Genre
article
Version
Post-print version of an article published in Journal of the American Statistical Association 104(488): 1696-1712. doi:10.1198/jasa.2009.tm09170.
Title
Testing the null hypothesis of stationarity against an autoregressive unit root alternative
Author
Xiao, Zhijie
Date
2001
Genre
article
Version
Pre-print version of an article published in Journal of Time Series Analysis 22(1): 87-105. doi:10.1111/1467-9892.00213.
Title
Partially linear models with unit roots
Author
Juhl, Ted
,
Xiao, Zhijie
Date
2005
Genre
article
Version
Version of record.
Title
Power functions and envelopes for unit root tests
Author
Juhl, Ted
,
Xiao, Zhijie
Date
2003
Genre
article
Version
Version of record.
Title
Copula-based nonlinear quantile autoregression
Author
Chen, Xiaohong
,
Koenker, Roger
,
Xiao, Zhijie
Date
2009
Genre
article
Version
Pre-print version of an article published in Econometrics Journal 12(1): S50-S67. doi:10.1111/j.1368-423X.2008.00274.x.
Title
Efficient detrending in cointegrating regression
Author
Xiao, Zhijie
,
Phillips, Peter C.B.
Date
1999
Genre
article
Version
Version of record.
Title
Quantile cointegrating regression
Author
Xiao, Zhijie
Date
2009
Genre
article
Version
Post-print version of an article published in Journal of Econometrics 150(2): 248-260. doi:10.1016/j.jeconom.2008.12.005.
Title
Commentaries on "Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition," by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
Author
Xiao, Zhijie
Date
2009
Genre
article
Version
Version of record.
Title
Likelihood-based inference in trending time series with a root near unity
Author
Xiao, Zhijie
Date
2001
Genre
article
Version
Version of record.
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