12
H index
15
i10 index
367
Citations
| 12 H index 15 i10 index 367 Citations RESEARCH PRODUCTION: 34 Articles 2 Papers RESEARCH ACTIVITY: 15 years (2007 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psh274 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Xiaofeng Shao. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 2 |
Year | Title of citing document |
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2023 | Change-Point Testing and Estimation for Risk Measures in Time Series. (2018). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303. Full description at Econpapers || Download paper |
2023 | Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan. In: Papers. RePEc:arx:papers:2101.02587. Full description at Econpapers || Download paper |
2023 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper |
2023 | The Forecasting performance of the Factor model with Martingale Difference errors. (2022). Rolla, Luca Mattia ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2205.10256. Full description at Econpapers || Download paper |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper |
2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper |
2023 | Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789. Full description at Econpapers || Download paper |
2023 | Feature screening with latent responses. (2023). Cui, Hengjian ; Song, Xinyuan ; Guo, Wenwen ; Yu, Congran. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:878-890. Full description at Econpapers || Download paper |
2023 | Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach. (2023). Wang, S ; Sun, J ; McCabe, B ; Linton, O B ; Hong, Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2367. Full description at Econpapers || Download paper |
2023 | Generalized martingale difference divergence: Detecting conditional mean independence with applications in variable screening. (2023). Yu, Zhou ; Yin, Xiangrong ; Ke, Chenlu ; Li, LU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322001980. Full description at Econpapers || Download paper |
2023 | Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models. (2023). Li, Muyi ; Wang, Xuqin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:184:y:2023:i:c:s0167947323000555. Full description at Econpapers || Download paper |
2023 | Partial sufficient variable screening with categorical controls. (2023). Li, LU ; Yuan, Qingcong ; Yang, Wei ; Ke, Chenlu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323000956. Full description at Econpapers || Download paper |
2023 | Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000587. Full description at Econpapers || Download paper |
2023 | Nonparametric modeling for the time-varying persistence of inflation. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000654. Full description at Econpapers || Download paper |
2023 | Time series analysis of COVID-19 infection curve: A change-point perspective. (2023). Shao, Xiaofeng ; Zhao, Zifeng ; Jiang, Feiyu. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:1-17. Full description at Econpapers || Download paper |
2023 | Estimating the variance of a combined forecast: Bootstrap-based approach. (2023). Lahiri, Kajal ; Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:445-468. Full description at Econpapers || Download paper |
2023 | Most powerful test against a sequence of high dimensional local alternatives. (2023). GAO, Jiti ; Jaidee, Sombut ; He, YI. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:151-177. Full description at Econpapers || Download paper |
2023 | Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392. Full description at Econpapers || Download paper |
2023 | Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744. Full description at Econpapers || Download paper |
2023 | Testing the martingale difference hypothesis in high dimension. (2023). Shao, Xiaofeng ; Jiang, Qing ; Chang, Jinyuan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:972-1000. Full description at Econpapers || Download paper |
2023 | Constructing a polygenic risk score for childhood obesity using functional data analysis. (2023). Paul, Ian M ; Lin, Junli ; Kenney, Ana M ; Makova, Kateryna D ; Reimherr, Matthew L ; Chiaromonte, Francesca ; Marini, Michele E ; Savage, Jennifer S ; Birch, Leann L. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:66-86. Full description at Econpapers || Download paper |
2023 | Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431. Full description at Econpapers || Download paper |
2023 | From risk reduction to risk elimination by conditional mean risk sharing of independent losses. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:46-59. Full description at Econpapers || Download paper |
2023 | Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622. Full description at Econpapers || Download paper |
2023 | LoMEF: A framework to produce local explanations for global model time series forecasts. (2023). Hyndman, Rob ; Bergmeir, Christoph ; Rajapaksha, Dilini. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1424-1447. Full description at Econpapers || Download paper |
2023 | Robust inference for change points in high dimension. (2023). Shao, Xiaofeng ; Wang, Runmin ; Jiang, Feiyu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x22001051. Full description at Econpapers || Download paper |
2023 | A distance-based test of independence between two multivariate time series. (2023). Chu, BA. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x22001427. 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 |
2023 | Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm. (2023). Fryzlewicz, Piotr ; Cho, Haeran. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120085. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-21. Full description at Econpapers || Download paper |
2023 | Bootstrapping Whittle estimators. (2023). Paparoditis, E ; J -P Kreiss, . In: Biometrika. RePEc:oup:biomet:v:110:y:2023:i:2:p:499-518.. Full description at Econpapers || Download paper |
2023 | Asynchronous Changepoint Estimation for Spatially Correlated Functional Time Series. (2023). Li, BO ; Harris, Trevor ; Wang, Mengchen. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:28:y:2023:i:1:d:10.1007_s13253-022-00519-w. Full description at Econpapers || Download paper |
2023 | A portmanteau-type test for detecting serial correlation in locally stationary functional time series. (2023). Heinrichs, Florian ; Dette, Holger ; Bucher, Axel. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:2:d:10.1007_s11203-022-09285-5. Full description at Econpapers || Download paper |
2023 | Are Some Forecasters Really Better than Others? A Note*. (2023). Lahiri, Kajal ; Hounyo, Ulrich. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:577-593. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors In: Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS.(2019) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective In: Papers. [Full Text][Citation analysis] | paper | 12 |
2010 | The Dependent Wild Bootstrap In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 49 |
2010 | Testing for Change Points in Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 45 |
2010 | A self?normalized approach to confidence interval construction in time series In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 31 |
2010 | Corrigendum: A self?normalized approach to confidence interval construction in time series In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 17 |
2013 | Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 0 |
2013 | Inference for linear models with dependent errors In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 14 |
2016 | On the coverage bound problem of empirical likelihood methods for time series In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 1 |
2018 | Testing mutual independence in high dimension via distance covariance In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 10 |
2011 | A simple test of changes in mean in the possible presence of long?range dependence In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 23 |
2015 | ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
2015 | Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
2012 | Parametric Inference in Stationary Time Series Models with Dependent Errors In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 1 |
2014 | Self-normalization for Spatial Data In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 1 |
2007 | LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
2007 | A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 15 |
2009 | A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
2010 | NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
2011 | TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 17 |
2013 | On a general class of long run variance estimators In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2011 | A bootstrap-assisted spectral test of white noise under unknown dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
2015 | Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
2007 | Local asymptotic powers of nonparametric and semiparametric tests for fractional integration In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 0 |
2013 | Bayesian model selection based on parameter estimates from subsamples In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
2020 | Testing conditional mean independence for functional data In: Biometrika. [Full Text][Citation analysis] | article | 2 |
Envelopes in multivariate regression models with nonlinearity and heteroscedasticity In: Biometrika. [Full Text][Citation analysis] | article | 0 | |
2009 | Confidence intervals for spectral mean and ratio statistics In: Biometrika. [Full Text][Citation analysis] | article | 2 |
2014 | Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 26 |
2015 | Self-Normalization for Time Series: A Review of Recent Developments In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 21 |
2016 | A Subsampled Double Bootstrap for Massive Data In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 3 |
2018 | Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 7 |
2015 | Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 2 |
2020 | Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
2022 | Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
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