Xibin Zhang : Citation Profile


Are you Xibin Zhang?

Monash University

11

H index

12

i10 index

537

Citations

RESEARCH PRODUCTION:

30

Articles

26

Papers

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 26
   Journals where Xibin Zhang has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 29 (5.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh72
   Updated: 2024-04-18    RAS profile: 2022-08-19    
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Relations with other researchers


Works with:

GAO, Jiti (3)

Smyth, Russell (3)

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

Is cited by:

Wong, Wing-Keung (43)

Lean, Hooi Hooi (29)

Smyth, Russell (28)

Ivanovski, Kris (22)

GUPTA, RANGAN (17)

LINTON, OLIVER (12)

GAO, Jiti (10)

Ruiz, Esther (10)

Veiga, Helena (9)

Mishra, Vinod (9)

Inekwe, John (9)

Cites to:

King, Maxwell (40)

Shephard, Neil (24)

Engle, Robert (18)

Yu, Jun (17)

Bollerslev, Tim (16)

Hyndman, Rob (15)

Pesaran, Mohammad (15)

Bauwens, Luc (15)

Geweke, John (14)

Phillips, Peter (12)

Lubrano, Michel (12)

Main data


Where Xibin Zhang has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis5
Energy Economics5
Journal of Time Series Analysis4
Econometric Reviews3

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics26

Recent works citing Xibin Zhang (2024 and 2023)


YearTitle of citing document
2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2023Estimating the link between trade uncertainty, pandemic uncertainty and food price stability in Togo: New evidence for an asymmetric analysis. (2023). Sodji, Kuamvi. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:2:p:1113-1134.

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2023Revisiting the Causality between Oil Prices and Stock Markets in Selected MENA Countries: A Bootstrap Rolling-window Approach. (2023). ben Hamouda, Abderrazek. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-13.

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2023Sustainable aquifer management for food security. (2023). Ward, Frank A ; Amer, Saud A ; Funk, Bryana. In: Agricultural Water Management. RePEc:eee:agiwat:v:281:y:2023:i:c:s0378377422006205.

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2023The role of renewable and nuclear energy R&D expenditures and income on environmental quality in Germany: Scrutinizing the EKC and LCC hypotheses with smooth structural changes. (2023). Kartal, Mustafa ; Pata, Ugur Korkut ; Sarkodie, Samuel Asumadu ; Erdogan, Sinan. In: Applied Energy. RePEc:eee:appene:v:342:y:2023:i:c:s0306261923005020.

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2023An AI framework integrating physics-informed neural network with predictive control for energy-efficient food production in the built environment. (2023). You, Fengqi ; Hu, Guoqing. In: Applied Energy. RePEc:eee:appene:v:348:y:2023:i:c:s0306261923008140.

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2023Sequential Bayesian analysis for semiparametric stochastic volatility model with applications. (2023). Lou, Zhusheng ; Wang, Nianling. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000998.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2023A nonparametric panel data model for examining the contribution of tourism to economic growth. (2023). Zhang, Xibin ; Dogan, Ergun. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002997.

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2023Why does economic policy uncertainty increase firm-level pollutant emission?. (2023). Huang, Wenwei ; Jun, Xiao ; Lu, Meiting ; Cao, Yuqiang ; Guo, Yiting. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003498.

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2023Human capital and energy consumption: Six centuries of evidence from the United Kingdom. (2023). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005941.

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2023Time-varying impact of information and communication technology on carbon emissions. (2023). Ren, Xiaohang ; Xu, Bing ; Xiao, Shiyi ; Sun, Xianming. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006211.

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2023Racial and ethnic disparities in unemployment and oil price uncertainty. (2023). Payne, James ; Elder, John. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000543.

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2023Internal mechanism analysis of the financial vanishing effect on green growth: Evidence from China. (2023). Norhidayah, Wan ; Abdul, Abdul Rahim ; Law, Siong Hook ; Cao, Jianhong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000774.

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2023Dynamics of renewable energy research, investment in EnvoTech and environmental quality in the context of G7 countries. (2023). Zhong, Yifan ; Umar, Muhammad ; Wang, YU ; Shu, Haicheng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000804.

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2023The relationship between oil price changes and economic growth in Canadian provinces: Evidence from a quantile-on-quantile approach. (2023). Moghaddam, Mohsen Bakhshi. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002876.

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2023Green technology innovation and CO2 emission in China: Evidence from a spatial-temporal analysis and a nonlinear spatial durbin model. (2023). Peng, Duanxiang ; Chen, Aibin ; Yi, Jizheng ; Yang, Jieqiong. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005572.

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2023Role of CO2 geological storage in Chinas pledge to carbon peak by 2030 and carbon neutrality by 2060. (2023). Liang, Jing ; Zeng, Lingping ; Yang, Kaishuo ; Fu, Meiyan ; Chen, Yongqiang ; Zhong, Zhiqi ; Xie, Quan ; Ma, Rupeng. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005595.

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2023How do power shortages affect CO2 emission intensity? Firm-level evidence from China. (2023). Shi, Xunpeng ; Fu, Dahai ; Liu, Peng ; Yu, Jian. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223023216.

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2023Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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2023Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749.

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2023Generalist CEO and carbon emissions. (2023). Benkraiem, Ramzi ; Saadi, Samir ; Masum, Abdullah-Al ; Hossain, Ashrafee. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:68-86.

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2023Nonparametric goodness-of-fit testing for a continuous multivariate parametric model. (2023). Patil, Prakash N ; Bagkavos, Dimitrios. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000283.

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2023Is the system reliability profitable for retailing and consumer service of a dynamical system under cross-price elasticity of demand?. (2023). Dey, Bikash Koli ; Jana, Tapas Kumar ; Seok, Hyesung ; Sarkar, Biswajit. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:75:y:2023:i:c:s0969698923001868.

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2023Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

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2023Investigating the connections between innovation, natural resource extraction, and environmental pollution in OECD nations; examining the role of capital formation. (2023). Abaji, Emad Eddin ; Sehrish, Saba ; Li, Mingxing ; Appiah, Michael. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300020x.

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2023Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak. (2023). Hunjra, Ahmed ; Tiwari, Aviral Kumar ; Younes, Ben Zaied ; Duppati, Geeta. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000259.

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2023Re-investigating the impact of non-renewable and renewable energy on environmental quality: A roadmap towards sustainable development. (2023). Janjua, Laeeq ; Ponce, Pablo ; Zia-Ul, Hafiz Muhammad ; Rehman, Syed Abdul. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001198.

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2023Analysis of predictions considering mineral prices, residential energy, and environmental risk: Evidence from the USA in COP 26 perspective. (2023). Jiang, Hua. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001393.

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2023Breaking the climate deadlock: Leveraging the effects of natural resources on climate technologies to achieve COP26 targets. (2023). Patel, Ritesh ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002878.

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2023Measuring the frequency and quantile connectedness between policy categories and global oil price. (2023). Liu, Hongxiao ; Nong, Huifu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002763.

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2023What drives resource sustainability in Asia? Discovering the moderating role of financial development and industrialization. (2023). Li, Guowei. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723003616.

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2023Does human capital complement sustainable development goals? Evidence from leading carbon emitter countries. (2023). Siddiqui, Mujahid ; Mehta, Atul ; Sharma, Rajesh ; Kautish, Pradeep ; Payab, Ahmad Haseeb. In: Utilities Policy. RePEc:eee:juipol:v:81:y:2023:i:c:s0957178723000218.

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2023Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty. (2023). Ghosh, Sudeshna ; Tiwari, Aviral Kumar ; Trabelsi, Nader ; Doan, Buhari. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:36-62.

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2023Can financial inclusion affect energy poverty in China? Evidence from a spatial econometric analysis. (2023). Lu, Zudi ; Ren, Xiaohang ; Yang, Wanping ; Wang, Xiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:255-269.

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2023Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983.

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2023Local linear estimate of the functional expectile regression. (2023). Mechab, Boubaker ; Laksaci, Ali ; Litimein, Ouahiba ; Bouzebda, Salim. In: Statistics & Probability Letters. RePEc:eee:stapro:v:192:y:2023:i:c:s016771522200195x.

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2023Does GVC embedding reduce carbon emissions? Empirical evidence from 218 Chinese cities. (2023). Zhang, XI ; Li, Guangqin. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:66:y:2023:i:c:p:253-263.

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2023The dynamic relationships between carbon prices and policy uncertainties. (2023). Wojewodzki, Michal ; Sharma, Satish ; Cai, Yifei ; Liu, Xiaoqin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:188:y:2023:i:c:s0040162523000100.

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2023A step towards environmental mitigation: Do green technological innovation and institutional quality make a difference?. (2023). Abbass, Kashif ; Iqbal, Shahid ; Farrukh, Muhammad Umar ; Song, Huaming ; Shabbir, Muhammad Salman ; Amin, Nabila. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:190:y:2023:i:c:s0040162523000987.

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2023Green trade or green technology? The way forward for G-7 economies to achieve COP 26 targets while making competing policy choices. (2023). Naqvi, Bushra ; Abbas, Syed Kumail ; Han, Zhiyong ; Bai, Jiancheng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:191:y:2023:i:c:s0040162523001622.

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2023Energy innovation and ecological footprint: Evidence from OECD countries during 1990–2018. (2023). de Lucia, Caterina ; Pazienza, Pasquale ; Shabir, Maria. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:196:y:2023:i:c:s0040162523005218.

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2023The Effects of Crude Oil Price Surprises on National Income: Evidence from India. (2023). Babu, Manivannan ; Dana, Leo Paul ; Maniam, Balasundram ; Selvam, Murugesan ; Kathiravan, Chinnadurai. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1148-:d:1042450.

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2023Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891.

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2023How Efficient China’s Tiered Pricing Is for Household Electricity: Evidence from Survey Data. (2023). Zhang, Guowei ; Li, Enping. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:893-:d:1024359.

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2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:hal-04064759.

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2023Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains. (2023). Cao, Yan ; Jiang, Qisheng ; Liu, Wei ; Cheng, Sheng. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10254-6.

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2023Assessing the role of foreign direct investment in environmental sustainability: a spatial semiparametric panel approach. (2023). Wang, XU ; Yan, Yingkun ; Xie, Qichang. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09470-9.

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2023A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. (2023). Phoong, Seuk Yen ; al Mahi, Masnun. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231153855.

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2023Diesel demand elasticities and sustainable development pillars of economy, environment and social (health): comparing two strategies of subsidy removal and energy efficiency. (2023). Mohamad Taghvaee, Vahid ; Agheli, Lotfali ; Soretz, Susanne ; Arani, Abbas Assari. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:3:d:10.1007_s10668-021-02092-7.

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Does Inequality Affect Climate Change? A Regional and Sectoral Analysis. (2023). Ivanovski, Kris ; Marinucci, Nicholas. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:166:y:2023:i:3:d:10.1007_s11205-023-03085-x.

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2023Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049.

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Works by Xibin Zhang:


YearTitleTypeCited
2005Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes In: Journal of Business & Economic Statistics.
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article14
2002The Variance Ratio Test with Stable Paretian Errors In: Journal of Time Series Analysis.
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article3
2004A small?sample overlapping variance?ratio test In: Journal of Time Series Analysis.
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article4
2004Assessment of Local Influence in GARCH Processes In: Journal of Time Series Analysis.
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article8
2010Influence diagnostics for multivariate GARCH processes In: Journal of Time Series Analysis.
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article1
2022Bayesian bandwidth estimation for local linear fitting in nonparametric regression models In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2011A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations In: Annals of Actuarial Science.
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article4
2010A Bayesian approach to parameter estimation for kernel density estimation via transformations.(2010) In: Monash Econometrics and Business Statistics Working Papers.
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2006A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis.
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article33
2006A class of nonlinear stochastic volatility models and its implications for pricing currency options In: Computational Statistics & Data Analysis.
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article32
2002A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options.(2002) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 32
paper
2012Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions In: Computational Statistics & Data Analysis.
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article6
2010Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions.(2010) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2014A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density In: Computational Statistics & Data Analysis.
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article2
2013A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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2015Bayesian estimation of a discrete response model with double rules of sample selection In: Computational Statistics & Data Analysis.
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article3
2021Bayesian estimation for a semiparametric nonlinear volatility model In: Economic Modelling.
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article2
2009A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation In: Journal of Econometrics.
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article16
2007A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation..(2007) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2008Box-Cox stochastic volatility models with heavy-tails and correlated errors In: Journal of Empirical Finance.
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article11
2004Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors.(2004) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 11
paper
2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries In: Energy Economics.
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article79
2017A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model In: Energy Economics.
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article3
2019R&D intensity and carbon emissions in the G7: 1870–2014 In: Energy Economics.
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article84
2019Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model In: Energy Economics.
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article96
2020Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel In: Energy Economics.
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article27
2015A semiparametric panel approach to mortality modeling In: Insurance: Mathematics and Economics.
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article10
2008The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions In: Mathematics and Computers in Simulation (MATCOM).
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article32
2016Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors In: Econometrics.
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article1
2013Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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2019Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach In: Journal of Productivity Analysis.
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article3
2002Estimation of Hyperbolic Diffusion Using MCMC Method In: Monash Econometrics and Business Statistics Working Papers.
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paper5
2002Influence Diagnostics in GARCH Processes In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2003Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation In: Monash Econometrics and Business Statistics Working Papers.
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2003A Monte Carlo Investigation of Some Tests for Stochastic Dominance In: Monash Econometrics and Business Statistics Working Papers.
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paper40
2004Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC In: Monash Econometrics and Business Statistics Working Papers.
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paper3
2006Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures In: Monash Econometrics and Business Statistics Working Papers.
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paper1
2011Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density In: Monash Econometrics and Business Statistics Working Papers.
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paper1
2011Bayesian semiparametric GARCH models In: Monash Econometrics and Business Statistics Working Papers.
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paper2
2011A New Procedure For Multiple Testing Of Econometric Models In: Monash Econometrics and Business Statistics Working Papers.
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paper1
2012Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval In: Monash Econometrics and Business Statistics Working Papers.
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paper2
2015Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval.(2015) In: Econometric Reviews.
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2013Gaussian kernel GARCH models In: Monash Econometrics and Business Statistics Working Papers.
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paper1
2014A Model Validation Procedure In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2014Semiparametric Localized Bandwidth Selection for Kernel Density Estimation In: Monash Econometrics and Business Statistics Working Papers.
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paper3
2014Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2015Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models In: Monash Econometrics and Business Statistics Working Papers.
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paper2
2019Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models.(2019) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 2
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2016Nonparametric Localized Bandwidth Selection for Kernel Density Estimation In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2019Nonparametric localized bandwidth selection for Kernel density estimation.(2019) In: Econometric Reviews.
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2017A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public In: Monash Econometrics and Business Statistics Working Papers.
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2019Hypothesis Testing Based on a Vector of Statistics In: Monash Econometrics and Business Statistics Working Papers.
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2021Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics In: Monash Econometrics and Business Statistics Working Papers.
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