Ke-Li Xu : Citation Profile


Are you Ke-Li Xu?

Texas A&M University

6

H index

4

i10 index

120

Citations

RESEARCH PRODUCTION:

6

Articles

4

Papers

RESEARCH ACTIVITY:

   5 years (2006 - 2011). See details.
   Cites by year: 24
   Journals where Ke-Li Xu has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 6 (4.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxu37
   Updated: 2021-06-07    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:

Taylor, Robert (14)

Cavaliere, Giuseppe (14)

Demetrescu, Matei (10)

Phillips, Peter (7)

Rahbek, Anders (7)

Kruse, Robinson (7)

Nielsen, Morten (5)

RAÏSSI, HAMDI (5)

Beare, Brendan (4)

Zhu, Ke (3)

Jarrow, Robert (3)

Cites to:

Phillips, Peter (11)

Cavaliere, Giuseppe (5)

Ait-Sahalia, Yacine (5)

GAO, Jiti (4)

Moloche, Guillermo (4)

Taylor, Robert (4)

Park, Joon (4)

Kilian, Lutz (3)

Cao, Charles (3)

LINTON, OLIVER (3)

Cai, Zongwu (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 (2021 and 2020)


YearTitle of citing document
2020Adaptive Inference in Heteroskedastic Fractional Time Series Models. (2020). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe. In: CREATES Research Papers. RePEc:aah:create:2020-08.

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2021Does 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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2020Adaptive 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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2020Coverage Optimal Empirical Likelihood Inference for Regression Discontinuity Design. (2020). Yu, Zhengfei ; Ma, Jun. In: Papers. RePEc:arx:papers:2008.09263.

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2021Bootstrapping Non-Stationary Stochastic Volatility. (2021). Georgiev, Iliyan ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2101.03562.

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2021Changepoint detection in random coefficient autoregressive models. (2021). Trapani, Lorenzo ; Horvath, Lajos. In: Papers. RePEc:arx:papers:2104.13440.

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2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690.

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2020Testing linear relationships between non-constant variances of economic variables. (2020). RAÏSSI, HAMDI ; Raissi, Hamdi ; Hirukawa, Junichi. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:182-189.

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2020Adaptive estimation of AR? models with time-varying variances. (2020). Wu, Jilin ; Zhang, Erhua. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520304018.

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2020Inference of local regression in the presence of nuisance parameters. (2020). Xu, Ke-Li. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:532-560.

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2020Regression discontinuity designs, white noise models, and minimax. (2020). Tuvaandorj, Purevdorj . In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:587-608.

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2020Asymptotic theory for time series with changing mean and variance. (2020). Robinson, Peter M ; Giraitis, Liudas ; Dalla, Violetta. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:281-313.

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2020Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem. (2020). Taylor, Robert ; Robert, A M ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:354-388.

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2021Reweighted Nadaraya–Watson estimation of conditional density function in the right-censored model. (2021). Ou, Meijuan ; Xiong, Xianzhu ; Chen, Ailian. In: Statistics & Probability Letters. RePEc:eee:stapro:v:168:y:2021:i:c:s0167715220302364.

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2020Does Obamacare Care? A Fuzzy Difference-in-Discontinuities Approach. (2020). Galindo-Silva, Hector ; Tchuente, Guy ; Some, Nibene Habib. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:522.

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2021COVID-19 and instability of stock market performance: evidence from the U.S.. (2021). Lee, Chien-Chiang ; Bian, Zhicun ; Hong, Hui. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00229-1.

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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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article31
2010REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS In: Econometric Theory.
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article6
2006Adaptive Estimation of Autoregressive Models with Time-Varying Variances In: Cowles Foundation Discussion Papers.
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paper44
2006Adaptive Estimation of Autoregressive Models with Time-Varying Variances.(2006) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
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: 44
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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paper12
2008Bootstrapping Autoregression under Non-stationary Volatility In: Econometrics Journal.
[Full Text][Citation analysis]
article15
2008Testing against nonstationary volatility in time series In: Economics Letters.
[Full Text][Citation analysis]
article3
2009Empirical likelihood-based inference for nonparametric recurrent diffusions In: Journal of Econometrics.
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article9

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