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Xiao, Zhijie
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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
Conditional Quantile Estimation for GARCH Models
Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models
Copula-Based Nonlinear Quantile Autoregression
Copula-based nonlinear quantile autoregression
Efficient detrending in cointegrating regression
Functional-coefficient cointegration models
How to estimate autoregressive roots near unity
Likelihood-based inference in trending time series with a root near unity
Nonparametric tests of moment condition stability
Partially linear models with unit roots
Power functions and envelopes for unit root tests
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