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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: Unit roots: A selective review of the contributions of Peter C. B. Phillips
Author: Xiao, Zhijie
Date: 2012
Genre: article
Version: Post-print version of an article published in Econometric Theory (2012), http://journals.cambridge.org/action/displayJournal?jid=ECT.

Title: Robust inference in nonstationary time series models
Author: Xiao, Zhijie
Date: 2012
Genre: article
Version: Post-print version of an article published in Journal of Econometrics 169(2): 211-223. doi:10.1016/j.jeconom.2012.01.027.

Title: Reentering the labor force after retirement
Author: Cahill, Kevin E., Giandrea, Michael D., Quinn, Joseph F.
Date: 2011
Genre: article
Version: Version of record.

Title: Testing unit root based on partially adaptive estimation
Author: Lima, Luis Renato, Xiao, Zhijie
Date: 2010
Genre: article
Version: Version of record.

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: 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: 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: Functional-coefficient cointegration models
Author: Xiao, Zhijie
Date: 2009
Genre: article
Version: Post-print version of an article published in Journal of Econometrics 152(2): 81-92. doi:10.1016/j.jeconom.2009.01.008.

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