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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: Conditional Quantile Estimation for GARCH Models
Author: Xiao, Zhijie, Koenker, Roger
Date: 2009
Genre: working paper

Title: Copula-Based Nonlinear Quantile Autoregression
Author: Chen, Xiaohong, Koenker, Roger, Xiao, Zhijie
Date: 2008
Genre: working paper

Title: Quantile Cointegrating Regression
Author: Xiao, Zhijie
Date: 2009
Genre: working paper

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.

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