Zhijie Xiao : Citation Profile


Are you Zhijie Xiao?

Boston College

17

H index

29

i10 index

1598

Citations

RESEARCH PRODUCTION:

70

Articles

41

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 66
   Journals where Zhijie Xiao has often published
   Relations with other researchers
   Recent citing documents: 114.    Total self citations: 24 (1.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxi26
   Updated: 2024-01-16    RAS profile: 2021-11-17    
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Relations with other researchers


Works with:

Maasoumi, Esfandiar (3)

LINTON, OLIVER (2)

Wang, Yulong (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zhijie Xiao.

Is cited by:

Phillips, Peter (34)

GAO, Jiti (27)

LINTON, OLIVER (26)

Gaglianone, Wagner (24)

Kim, Tae-Hwan (24)

GUPTA, RANGAN (23)

Lima, Luiz (19)

Selmi, Refk (18)

Taylor, Robert (17)

Francq, Christian (16)

Chernozhukov, Victor (16)

Cites to:

Phillips, Peter (59)

Andrews, Donald (22)

Wong, Wing-Keung (22)

Engle, Robert (17)

LINTON, OLIVER (15)

Galvao, Antonio (13)

Robinson, Peter (13)

Perron, Pierre (12)

Hansen, Bruce (11)

Chen, Xiaohong (11)

shin, yongcheol (10)

Main data


Where Zhijie Xiao has published?


Journals with more than one article published# docs
Econometric Theory16
Journal of Econometrics14
Journal of Time Series Analysis6
Econometric Reviews5
Journal of the American Statistical Association5
Statistics & Probability Letters3
Journal of Macroeconomics2
Econometrics Journal2
Economics Letters2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University11
Boston College Working Papers in Economics / Boston College Department of Economics7
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)5
Papers / arXiv.org3

Recent works citing Zhijie Xiao (2024 and 2023)


YearTitle of citing document
2023.

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2023A Residual Bootstrap for Conditional Value-at-Risk. (2018). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1808.09125.

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2023Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552.

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2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2023Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073.

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2023An endogeneity correction based on a nonparametric control function approach. (2022). Breitung, Jörg ; Wied, Dominik. In: Papers. RePEc:arx:papers:2207.09246.

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2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

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2023Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937.

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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218.

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2023Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282.

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2023Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Smoothing the Nonsmoothness. (2023). Tu, Yundong ; Peng, Bin ; Gao, Jiti ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2309.16348.

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2023Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2023Quantile regression for nonignorable missing data with its application of analyzing electronic medical records. (2023). Wei, Ying ; Feng, Xingdong ; Zhong, Yujie ; Yu, Aiai. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:2036-2049.

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2023Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32.

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2023.

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2023Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors. (2023). Stauskas, Ovidijus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:283-303.

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2023Testing the validity of purchasing power parity for China: Evidence from the Fourier quantile unit root test. (2023). Lai, Jennifer ; Liang, Xiaoyi ; Chan, Kenneth S. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:464-492.

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2023New asymptotics applied to functional coefficient regression and climate sensitivity analysis. (2023). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2365.

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2023Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6.

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2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

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2023International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets. (2023). Lee, Chi-Chuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001312.

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2023Nonparametric inference on smoothed quantile regression process. (2023). Su, Wen ; Shen, Guohao ; Lin, Yuanyuan ; Hao, Meiling. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002250.

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2023Bootstrapping 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.

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2023Tourism-led economic growth across the business cycle: Evidence from Europe (1995–2021). (2023). Perez-Montiel, Jose ; Ozcelebi, Oguzhan ; Portella-Carbo, Ferran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1241-1253.

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2023On the utilization controversy in the demand-led growth literature: A quantile unit root approach. (2023). de Oliveira, Guilherme. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002377.

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2023Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049.

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2023A consistent nonparametric test for the structure change in quantile regression. (2023). Liu, Weiqiang. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001866.

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2023When bias contributes to variance: True limit theory in functional coefficient cointegrating regression. (2023). Phillips, Peter ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:469-489.

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2023Multi-dimensional latent group structures with heterogeneous distributions. (2023). Wang, Wendun ; Chen, Heng ; Leng, Xuan. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:1-21.

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2023Vector copulas. (2023). Henry, Marc ; Fan, Yanqin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:128-150.

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2023A new robust inference for predictive quantile regression. (2023). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:227-250.

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2023Robust inference with stochastic local unit root regressors in predictive regressions. (2023). Phillips, Peter ; Liu, Yanbo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:563-591.

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2023Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (2023). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002063.

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2023Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61.

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2023New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772.

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2023Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237.

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2023Forecasting intraday market risk: A marked self-exciting point process with exogenous renewals. (2023). Stindl, Tom. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:182-198.

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2023Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

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2023Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305.

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2023Top investment banks, confirmation Bias, and the market pricing of forecast revisions. (2023). Paterlini, Sandra ; Schulmerich, Marcus ; Vafaeimehr, Ahmadreza. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300090x.

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2023Time-frequency extreme risk spillover network of cryptocurrency coins, DeFi tokens and NFTs. (2023). Peng, Cheng ; Tang, Yiding ; Zhu, Huiming ; Qiao, Xingzhi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006651.

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2023The asymmetric effect of geopolitical risk on Chinas crude oil prices: New evidence from a QARDL approach. (2023). Jin, Chenglu ; An, Yaning ; Ren, Xiaohang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000119.

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2023Global supply chain pressure and commodity markets: Evidence from multiple wavelet and quantile connectedness analyses. (2023). Gözgör, Giray ; Yarovaya, Larisa ; Khalfaoui, Rabeh ; Gozgor, Giray. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001642.

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2023Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096.

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2023Breakup and default risks in the great lockdown. (2023). Consiglio, Andrea ; Borri, Nicola ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621002600.

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2023Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134.

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2023Geopolitical risks and mineral-driven renewable energy generation in China: A decomposed analysis. (2023). Sohag, Kazi ; Mariev, Oleg ; Islam, Md Monirul. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006729.

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2023Can implied volatility predict returns on oil market? Evidence from Cross-Quantilogram Approach. (2023). Raggad, Bechir. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007206.

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2023Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates. (2023). Fareed, Zeeshan ; Farooq, Muhammad Umar ; Zhou, Jianhua ; Tiwari, Sunil ; Jia, Zhenzhen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001137.

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2023The resource curse phenomenon in the case of precious metals: A panel evidence from top 19 exporting countries. (2023). Tarla, Esma Gultekin ; Temiz, Mehmet ; Ozcan, Burcu. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001241.

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2023The role of green financing, agriculture development, geopolitical risk, and natural resource on environmental pollution in China. (2023). Wang, Wendi ; Du, Yuqiu. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001484.

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2023Asymmetric impact of green bonds on energy efficiency: Fresh evidence from quantile estimation. (2023). Nazar, Raima ; Zhang, Yuan ; Moldir, Mukan ; Chang, Lei. In: Utilities Policy. RePEc:eee:juipol:v:80:y:2023:i:c:s0957178722001382.

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2023Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models. (2023). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000042.

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2023On a quantile autoregressive conditional duration model. (2023). Vila, Roberto ; Balakrishnan, Narayanaswamy ; Saulo, Helton. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:203:y:2023:i:c:p:425-448.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2023Modelling the unit root properties of electricity data—A general note on time-domain applications. (2023). Strielkowski, Wadim ; Schneider, Nicolas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123002406.

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2023Portfolio decisions of primary energy sources and economic complexity: The worlds large energy user evidence. (2023). Fuinhas, Jose Alberto ; Shirazi, Masoud. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:347-361.

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2023Revisiting the carbon pollution-inhibiting policies in the USA using the quantile ARDL methodology: What roles can clean energy and globalization play?. (2023). Gangopadhyay, Partha ; Das, Narasingha ; Khan, Uzma ; Monirul, G M ; Hossain, Md Emran ; Haseeb, Mohammad. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:710-721.

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2023Heterogeneous dependence among cryptocurrency, green bonds, and sustainable equity: New insights from Granger-causality in quantiles analysis. (2023). Lee, Chi-Chuan ; Zhang, Jian ; Yu, Chin-Hsien. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:99-109.

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2023Do climate technologies and recycling asymmetrically mitigate consumption-based carbon emissions in the United States? New insights from Quantile ARDL. (2023). Li, Claire J ; Afshan, Sahar ; Sharif, Arshian ; Razzaq, Asif. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s004016252200659x.

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2023Green investment, financial development, digitalization and economic sustainability in Vietnam: Evidence from a quantile-on-quantile regression and wavelet coherence. (2023). Hung, Ngo Thai. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pb:s0040162522007065.

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2023.

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2023.

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2023Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis. (2023). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Working Papers. RePEc:hhs:cbsnow:2023_008.

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2023Penalized Model Averaging for High Dimensional Quantile Regressions. (2023). Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202302.

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2023Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202309.

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2023Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors. (2023). Gooijer, Jan G. ; de Gooijer, Jan G. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10289-9.

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2023Drivers of inflation in Turkey: a new Keynesian Phillips curve perspective. (2023). Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09532-6.

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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). Tu, Yundong ; Peng, Bin ; Gao, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-2.

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2023A Sufficient Statistical Test for Dynamic Stability. (2023). Nawaz, Nasreen ; Ahmed, Muhammad Ashfaq. In: MPRA Paper. RePEc:pra:mprapa:116684.

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2023Do trade frictions distort the purchasing power parity (PPP) hypothesis? A closer look.. (2023). Bonga-Bonga, Lumengo. In: MPRA Paper. RePEc:pra:mprapa:119196.

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2023Dynamic Quantile Panel Data Models with Interactive Effects. (2023). Zheng, Chaowen ; Shin, Yongcheol ; Author-Name, Jia Chen. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-06.

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2023Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07.

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2023How solar-based renewable energy contributes to CO2 emissions abatement? Sustainable environment policy implications for solar industry. (2023). Khan, Ahmad Imran ; Ur, Saif ; Fang, Wei ; Zhu, Lei. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:2:p:359-378.

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2023Asymmetric effect of financial globalization on carbon emissions in G7 countries: Fresh insight from quantile-on-quantile regression. (2023). Aladenika, Bisola ; Akpan, Usenobong ; Akadiri, Seyi Saint ; Adebayo, Tomiwa Sunday. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1285-1304.

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2023Interaction among geopolitical risk, trade openness, economic growth, carbon emissions and Its implication on climate change in india. (2023). Odu, Ada Tony ; Riti, Joshua Sunday ; Akadiri, Seyi Saint ; Adebayo, Tomiwa Sunday. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1305-1326.

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2023Testing the role of economic complexity on the ecological footprint in China: a nonparametric causality-in-quantiles approach. (2023). Adebayo, Tomiwa Sunday ; Akadiri, Seyi Saint ; Oji-Okoro, Izuchukwu ; Onuogu, Ijeoma Christina ; Asuzu, Obioma Chinenyenwa. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:7:p:2290-2316.

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2023Does nuclear energy consumption mitigate carbon emissions in leading countries by nuclear power consumption? Evidence from quantile causality approach. (2023). Adebayo, Tomiwa Sunday ; Pan, Bohuang ; Saleh, Mamdouh Abdulaziz ; Ibrahim, Ridwan Lanre. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:7:p:2521-2543.

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2023Impact of Economic Policy Uncertainty and Pandemic Uncertainty on International Tourism: What do We Learn From COVID-19?. (2023). Nathaniel, Solomon Prince ; Aziz, Noshaba ; Ibrahim, Tella Oluwatoba ; Meo, Muhammad Saeed ; Zhao, Xin. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:320-349.

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2023The Dynamic Nexus Between International Tourism and Environmental Degradation in Top Twenty Tourist Destinations: New Insights From Quantile-on-Quantile Approach. (2023). Tahir, Iram ; Yousuf, Adnan ; Godil, Danish Iqbal ; Sharif, Arshian ; Ozturk, Ilhan. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:3:p:532-562.

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2023Model averaging for semiparametric varying coefficient quantile regression models. (2023). Lin, Cunjie ; Yang, Yuhong ; Zhan, Zishu. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:4:d:10.1007_s10463-022-00857-z.

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2023A copula spectral test for pairwise time reversibility. (2023). Zhang, Shibin. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:5:d:10.1007_s10463-022-00859-x.

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2023Real interest rate parity in the Pacific Rim countries: new empirical evidence. (2023). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02282-w.

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2023Another look at the nexus between economic growth trajectory and emission within the context of developing country: fresh insights from a nonparametric causality-in-quantiles test. (2023). Bekun, Festus Victor ; Adebayo, Tomiwa Sunday ; Gyamfi, Bright Akwasi ; Agyekum, Ephraim Bonah ; Agboola, Mary Oluwatoyin ; Rjoub, Husam. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:10:d:10.1007_s10668-022-02533-x.

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COVID-19 and FDI nexus in Pakistan: fresh evidence from QARDL and time-varying casualty techniques. (2023). Chishti, Muhammad Zubair. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00197-1.

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2023Lasso regression in sparse linear model with $$\varphi $$ ? -mixing errors. (2023). Zhong, Wenxuan ; Zhu, Yan ; Peng, Ling. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:1:d:10.1007_s00184-022-00860-7.

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2023Bayesian empirical likelihood of quantile regression with missing observations. (2023). Liang, Han-Ying ; Liu, Chang-Sheng. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:3:d:10.1007_s00184-022-00869-y.

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2023Nonparametric tests in linear model with autoregressive errors. (2023). Picek, Jan ; Guney, Yeim ; Arslan, Olcay ; Jurekova, Jana ; Tua, Yetkin ; Schindler, Martin. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:4:d:10.1007_s00184-022-00877-y.

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2023Testing for the Pareto type I distribution: a comparative study. (2023). I. J. H. Visagie, ; Santana, L ; Allison, J S ; Ndwandwe, L. In: METRON. RePEc:spr:metron:v:81:y:2023:i:2:d:10.1007_s40300-023-00252-5.

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More than 100 citations found, this list is not complete...

Works by Zhijie Xiao:


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2020Estimation and Inference about Tail Features with Tail Censored Data In: Papers.
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2020Estimation and Inference about Tail Features with Tail Censored Data.(2020) In: Boston College Working Papers in Economics.
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2021Bi-integrative analysis of two-dimensional heterogeneous panel data model In: Papers.
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2021Bootstrap inference for panel data quantile regression In: Papers.
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2006Rejoinder In: Journal of the American Statistical Association.
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2006Quantile Autoregression In: Journal of the American Statistical Association.
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2009Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models In: Journal of the American Statistical Association.
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2003More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors In: Journal of the American Statistical Association.
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2004Unit Root Quantile Autoregression Inference In: Journal of the American Statistical Association.
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1998A Primer on Unit Root Testing In: Journal of Economic Surveys.
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1998A Primer on Unit Root Testing.(1998) In: Cowles Foundation Discussion Papers.
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2016The Reluctant Analyst In: Journal of Accounting Research.
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2018Hybrid quantile regression estimation for time series models with conditional heteroscedasticity In: Journal of the Royal Statistical Society Series B.
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2001Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative In: Journal of Time Series Analysis.
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2001Bootstrapping Time Series Regressions with Integrated Processes In: Journal of Time Series Analysis.
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2002A Nonparametric Prewhitened Covariance Estimator In: Journal of Time Series Analysis.
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2017Quantile Regression on Quantile Ranges – A Threshold Approach In: Journal of Time Series Analysis.
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2018Square†Root LASSO for High†Dimensional Sparse Linear Systems with Weakly Dependent Errors In: Journal of Time Series Analysis.
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2018A Powerful Test for Changing Trends in Time Series Models In: Journal of Time Series Analysis.
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2008Copula-Based Nonlinear Quantile Autoregression In: Boston College Working Papers in Economics.
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2008Copula-Based Nonlinear Quantile Autoregression.(2008) In: Cowles Foundation Discussion Papers.
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2009Copula-based nonlinear quantile autoregression.(2009) In: Econometrics Journal.
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2008Copula-based nonlinear quantile autoregression.(2008) In: CeMMAP working papers.
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2009Quantile Cointegrating Regression In: Boston College Working Papers in Economics.
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2009Quantile cointegrating regression.(2009) In: Journal of Econometrics.
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2009Tests for Changing Mean with Monotonic Power In: Boston College Working Papers in Economics.
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2009Tests for changing mean with monotonic power.(2009) In: Journal of Econometrics.
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2008TESTS FOR CHANGING MEAN WITH MONOTONIC POWER.(2008) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2009Conditional Quantile Estimation for GARCH Models In: Boston College Working Papers in Economics.
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2010Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients In: Boston College Working Papers in Economics.
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2012Semiparametric quantile regression estimation in dynamic models with partially varying coefficients.(2012) In: Journal of Econometrics.
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2010A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom In: Boston College Working Papers in Economics.
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2011A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom.(2011) In: Journal of Econometrics.
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2011A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom.(2011) In: Post-Print.
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2010A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom.(2010) In: MPRA Paper.
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2010Testing Unit Root Based on Partially Adaptive Estimation In: Journal of Time Series Econometrics.
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2004Testing Unit Root Based on Partially Adaptive Estimation.(2004) In: Econometric Society 2004 Latin American Meetings.
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2004Testing unit root based on partially adaptive estimation.(2004) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2019Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity In: Cambridge Working Papers in Economics.
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2019Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity.(2019) In: Journal of Econometrics.
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2001A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form In: STICERD - Econometrics Paper Series.
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2007A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM.(2007) In: Econometric Theory.
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2001A nonparametric regression estimator that adapts to error distribution of unknown form.(2001) In: LSE Research Online Documents on Economics.
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2001A nonparametric regression estimator that adapts to error distribution of unknown form.(2001) In: SFB 373 Discussion Papers.
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2002More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors In: STICERD - Econometrics Paper Series.
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2002More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors.(2002) In: Cowles Foundation Discussion Papers.
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2002More efficient kernel estimation in nonparametric regression with autocorrelated errors.(2002) In: LSE Research Online Documents on Economics.
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1999EFFICIENT DETRENDING IN COINTEGRATING REGRESSION In: Econometric Theory.
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2001HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY In: Econometric Theory.
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1998How to Estimate Autoregressive Roots Near Unity.(1998) In: Cowles Foundation Discussion Papers.
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2001SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS In: Econometric Theory.
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2001Second-order approximation for adaptive regression estimators.(2001) In: LSE Research Online Documents on Economics.
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2001LIKELIHOOD-BASED INFERENCE IN TRENDING TIME SERIES WITH A ROOT NEAR UNITY In: Econometric Theory.
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2003POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS In: Econometric Theory.
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2005PARTIALLY LINEAR MODELS WITH UNIT ROOTS In: Econometric Theory.
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2002Partially Linear Models with Unit Roots.(2002) In: Cowles Foundation Discussion Papers.
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2009COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor In: Econometric Theory.
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2013NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY In: Econometric Theory.
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2013A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS In: Econometric Theory.
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2013ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE In: Econometric Theory.
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2014RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS In: Econometric Theory.
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2014UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS In: Econometric Theory.
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2014EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION In: Econometric Theory.
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2015ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY In: Econometric Theory.
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2016A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY In: Econometric Theory.
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1997An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy In: Cowles Foundation Discussion Papers.
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1998Higher Order Approximations for Wald Statistics in Cointegrating Regressions In: Cowles Foundation Discussion Papers.
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2001A CUSUM Test for Cointegration Using Regression Residuals In: Cowles Foundation Discussion Papers.
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2002A CUSUM test for cointegration using regression residuals.(2002) In: Journal of Econometrics.
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2002Efficient Regression in Time Series Partial Linear Models In: Cowles Foundation Discussion Papers.
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2020Copula-Based Time Series With Filtered Nonstationarity In: Cowles Foundation Discussion Papers.
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2020Copula-Based Time Series With Filtered Nonstationarity.(2020) In: Cowles Foundation Discussion Papers.
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2003Estimating Average Economic Growth in Time Series Data with Persistency In: Working Papers.
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2004Estimating average economic growth in time series data with persistency.(2004) In: Journal of Macroeconomics.
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2002Inference on the Quantile Regression Process In: Econometrica.
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2004SMOOTH TEST FOR TESTING EQUALITY OF TWO DENSITIES In: Econometric Society 2004 Far Eastern Meetings.
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2000N-Consistent Semiparametric Regression: Partially Linear Models with Unit Roots In: Econometric Society World Congress 2000 Contributed Papers.
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1999A residual based test for the null hypothesis of cointegration In: Economics Letters.
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2003Note on bandwidth selection in testing for long range dependence In: Economics Letters.
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2002Higher order approximations for Wald statistics in time series regressions with integrated processes In: Journal of Econometrics.
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2005Testing for cointegration using partially linear models In: Journal of Econometrics.
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2005A nonparametric test for changing trends In: Journal of Econometrics.
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2009Nonparametric and robust methods in econometrics In: Journal of Econometrics.
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2009Functional-coefficient cointegration models In: Journal of Econometrics.
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2012Robust inference in nonstationary time series models In: Journal of Econometrics.
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2019What do mean impacts miss? Distributional effects of corporate diversification In: Journal of Econometrics.
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1998Higher-order approximations for frequency domain time series regression In: Journal of Econometrics.
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2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency In: European Journal of Operational Research.
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2002A generalized partially linear model of asymmetric volatility In: Journal of Empirical Finance.
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2007Do shocks last forever? Local persistency in economic time series In: Journal of Macroeconomics.
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2020Consistency of ?1 penalized negative binomial regressions In: Statistics & Probability Letters.
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2000On bootstrapping regressions with unit root processes In: Statistics & Probability Letters.
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2008Testing for parameter stability in quantile regression models In: Statistics & Probability Letters.
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2014Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns In: Advances in Econometrics.
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2007An analysis of risk for defaultable bond portfolios In: Journal of Risk Finance.
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2014A Note on Covariance Matrix Estimation in Quantile Regressions In: Frontiers of Economics in China-Selected Publications from Chinese Universities.
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2004Do shocks permanently change output? : Local persistency in economic time series In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Robustness of stationary tests under long-memory alternatives In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Purchasing power parity and the unit root tests: a robust analysis In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006Testing covariance stationarity In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2007Testing Covariance Stationarity.(2007) In: Econometric Reviews.
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2013Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets In: The International Journal of Business and Finance Research.
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2010Is there long memory in financial time series? In: Applied Financial Economics.
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2020Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician In: Econometric Reviews.
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2020Quantile aggregation and combination for stock return prediction In: Econometric Reviews.
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2021Econometric Reviews Honors Cheng Hsiao In: Econometric Reviews.
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2018Efficient estimation for time-varying coefficient longitudinal models In: Journal of Nonparametric Statistics.
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2016Tests for normality based on the quantile-mean covariance In: Stata Journal.
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2012Weak instrument inference in the presence of parameter instability In: Econometrics Journal.
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2018Testing for changing volatility In: Econometrics Journal.
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2017Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions In: Journal of Forecasting.
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