Citation profile for Ke-Li Xu

Ke-Li Xu : Citation Profile

Indiana University

H index

i10 index

152

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   5 years (2006 - 2011). See details.
   Cites by year: 30
   Journals where Ke-Li Xu has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 6 (3.8 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxu37
   Updated: 2024-11-08    RAS profile: 2021-12-22
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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:

Taylor, Robert (17)

Cavaliere, Giuseppe (16)

Phillips, Peter (11)

Demetrescu, Matei (11)

Rahbek, Anders (11)

Kruse, Robinson (7)

Zu, Yang (6)

Nielsen, Morten (5)

Yu, Jun (5)

RAÏSSI, HAMDI (5)

Beare, Brendan (4)

Cites to:

Phillips, Peter (12)

Newey, Whitney (6)

Blundell, Richard (6)

Ait-Sahalia, Yacine (5)

Cavaliere, Giuseppe (5)

Park, Joon (5)

CAI, ZONGWU (4)

LINTON, OLIVER (4)

GAO, Jiti (4)

Cai, Zongwu (4)

Chen, Song (4)

Main data

Where Ke-Li Xu has published?

Journals with more than one article published	# docs
Journal of Econometrics	2

Working Papers Series with more than one paper published	# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University	4

Recent works citing Ke-Li Xu (2024 and 2023)

Year	Title of citing document
2024	Coverage Optimal Empirical Likelihood Inference for Regression Discontinuity Design. (2020). Yu, Zhengfei ; Ma, Jun. In: Papers. RePEc:arx:papers:2008.09263. Full description at Econpapers \|\| Download paper
2024	Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421. Full description at Econpapers \|\| Download paper
2024	(Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854. Full description at Econpapers \|\| Download paper
2023	On portmanteau-type tests for nonlinear multivariate time series. (2023). Gooijer, Jan G. ; de Gooijer, Jan G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000039. Full description at Econpapers \|\| Download paper
2024	Unbounded heteroscedasticity in autoregressive models. (2024). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Pittis, Nikitas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000634. Full description at Econpapers \|\| Download paper
2023	Return and volatility connectedness among the BRICS stock and oil markets. (2023). Lee, Chien-Chiang ; Chang, Tsangyao. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009522. Full description at Econpapers \|\| Download paper
2023	CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility. (2023). Zu, Yang ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I ; Astill, Sam. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:187-227.*. Full description at Econpapers \|\| Download paper
2023	Multi-period power utility optimization under stock return predictability. (2023). Parolya, Nestor ; Schmid, Wolfgang ; Ivasiuk, Dmytro ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00434-6. Full description at Econpapers \|\| Download paper

Works by Ke-Li Xu:

Year	Title	Type	Cited
2006	Inference in Autoregression under Heteroskedasticity In: Journal of Time Series Analysis. [Full Text][Citation analysis]	article	41
2010	REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS In: Econometric Theory. [Full Text][Citation analysis]	article	7
2006	Adaptive Estimation of Autoregressive Models with Time-Varying Variances In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis]	paper	59
2006	Adaptive Estimation of Autoregressive Models with Time-Varying Variances.(2006) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59	paper
2008	Adaptive estimation of autoregressive models with time-varying variances.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59	article
2010	Tilted Nonparametric Estimation of Volatility Functions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis]	paper	0
2011	Empirical Likelihood for Regression Discontinuity Design In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis]	paper	14
2008	Bootstrapping Autoregression under Non-stationary Volatility In: Econometrics Journal. [Full Text][Citation analysis]	article	17
2008	Testing against nonstationary volatility in time series In: Economics Letters. [Full Text][Citation analysis]	article	3
2009	Empirical likelihood-based inference for nonparametric recurrent diffusions In: Journal of Econometrics. [Full Text][Citation analysis]	article	11