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Title
Efficient detrending in cointegrating regression
Author
Xiao, Zhijie
,
Phillips, Peter C.B.
Date
1999
Genre
article
Version
Version of record.
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
Likelihood-based inference in trending time series with a root near unity
Author
Xiao, Zhijie
Date
2001
Genre
article
Version
Version of record.
Title
How to estimate autoregressive roots near unity
Author
Phillips, Peter C.B.
,
Moon, Hyungsik Roger
,
Xiao, Zhijie
Date
2001
Genre
article
Version
Version of record.
Title
Second-order approximation for adaptive regression estimators
Author
Linton, Oliver
,
Xiao, Zhijie
Date
2001
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
Partially linear models with unit roots
Author
Juhl, Ted
,
Xiao, Zhijie
Date
2005
Genre
article
Version
Version of record.
Title
Quantile autoregression
Author
Koenker, Roger
,
Xiao, Zhijie
Date
2006
Genre
article
Version
Post-print version of an article published in Journal of the American Statistical Association 101(475): 980-990. doi:10.1198/016214506000000672.
Title
A nonparametric regression estimator that adapts to error distribution of unknown form
Author
Linton, Oliver
,
Xiao, Zhijie
Date
2007
Genre
article
Version
Version of record.
Title
Copula-Based Nonlinear Quantile Autoregression
Author
Chen, Xiaohong
,
Koenker, Roger
,
Xiao, Zhijie
Date
2008
Genre
working paper
Pages
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