Ke-Li Xu : Citation Profile


Are you Ke-Li Xu?

Texas A&M University

5

H index

3

i10 index

99

Citations

RESEARCH PRODUCTION:

6

Articles

4

Papers

RESEARCH ACTIVITY:

   5 years (2006 - 2011). See details.
   Cites by year: 19
   Journals where Ke-Li Xu has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 6 (5.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pxu37
   Updated: 2019-11-16    RAS profile: 2011-06-15    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ke-Li Xu.

Is cited by:

Cavaliere, Giuseppe (11)

Taylor, Robert (11)

Demetrescu, Matei (10)

Kruse, Robinson (7)

Rahbek, Anders (7)

Phillips, Peter (7)

Beare, Brendan (4)

Nielsen, Morten (4)

Kourogenis, Nikolaos (3)

Jarrow, Robert (3)

RAÏSSI, HAMDI (3)

Cites to:

Phillips, Peter (11)

Ait-Sahalia, Yacine (5)

Moloche, Guillermo (4)

Park, Joon (4)

GAO, Jiti (4)

Cavaliere, Giuseppe (4)

Hansen, Bruce (3)

Cai, Zongwu (3)

Taylor, Robert (3)

Cao, Charles (3)

Chapman, David (3)

Main data


Where Ke-Li Xu has published?


Journals with more than one article published# docs
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4

Recent works citing Ke-Li Xu (2018 and 2017)


YearTitle of citing document
2018Statistical inference for autoregressive models under heteroscedasticity of unknown form. (2018). Zhu, Ke. In: Papers. RePEc:arx:papers:1804.02348.

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2018Does Obamacare Care? A Fuzzy Difference-in-discontinuities Approach. (2018). Tchuente, Guy ; Galindo-Silva, Hector ; Some, Nibene Habib. In: Papers. RePEc:arx:papers:1812.06537.

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2019Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedastic model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

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2018Unit Root Testing with Unstable Volatility. (2018). Beare, Brendan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:816-835.

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2019Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity. (2019). LINTON, OLIVER ; Xiao, Z. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1907.

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2018Explosiveness in G11 currencies. (2018). Steenkamp, Daan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:388-408.

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2017Forecasting cointegrated nonstationary time series with time-varying variance. (2017). Yi, Yanping ; Tu, Yundong . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:83-98.

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2017Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form. (2017). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:165-188.

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2017Regression discontinuity with categorical outcomes. (2017). Xu, Ke-Li. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:1-18.

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2018A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes. (2018). Xu, Ke-Li. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:258-278.

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2019Robust uniform inference for quantile treatment effects in regression discontinuity designs. (2019). Sasaki, Yuya ; Hsu, Yu-Chin ; Chiang, Harold D. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:589-618.

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2019Regression Discontinuity Designs with a Continuous Treatment. (2019). Gou, Michael ; Lee, Ying-Ying ; Dong, Yingying. In: Discussion papers. RePEc:eti:dpaper:19058.

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2018Testing explosive bubbles with time-varying volatility. (2018). Harvey, David ; Zu, Yang ; Leybourne, Stephen. In: Discussion Papers. RePEc:not:notgts:18/05.

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2017Explosiveness in G11 currencies. (2017). Steenkamp, Daan. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2017/2.

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2018The Grid Bootstrap for Continuous Time Models. (2018). Yu, Jun ; Xiao, Weilin ; Lui, Yiu Lim. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2018_020.

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2017Nonparametric estimation of a scalar diffusion model from discrete time data: a survey. (2017). gourieroux, christian ; Sriboonchitta, Songsak ; Nguyen, Hung T. In: Annals of Operations Research. RePEc:spr:annopr:v:256:y:2017:i:2:d:10.1007_s10479-016-2273-6.

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2017Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0.

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2017Regression discontinuity: review with extensions. (2017). Lee, Myoung-jae ; Choi, Jin-Young. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0745-z.

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2019Adaptive Testing for Cointegration with Nonstationary Volatility. (2019). Boswijk, H. Peter ; Zu, Yang. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190043.

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Works by Ke-Li Xu:


YearTitleTypeCited
2006Inference in Autoregression under Heteroskedasticity In: Journal of Time Series Analysis.
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article27
2010REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS In: Econometric Theory.
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article5
2006Adaptive Estimation of Autoregressive Models with Time-Varying Variances In: Cowles Foundation Discussion Papers.
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paper33
2006Adaptive Estimation of Autoregressive Models with Time-Varying Variances.(2006) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 33
paper
2008Adaptive estimation of autoregressive models with time-varying variances.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
article
2010Tilted Nonparametric Estimation of Volatility Functions In: Cowles Foundation Discussion Papers.
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paper0
2011Empirical Likelihood for Regression Discontinuity Design In: Cowles Foundation Discussion Papers.
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paper8
2008Bootstrapping Autoregression under Non-stationary Volatility In: Econometrics Journal.
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article15
2008Testing against nonstationary volatility in time series In: Economics Letters.
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article2
2009Empirical likelihood-based inference for nonparametric recurrent diffusions In: Journal of Econometrics.
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article9

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