6
H index
5
i10 index
161
Citations
Ke-Li Xu : Citation Profile
Indiana University | RESEARCH PRODUCTION: 6 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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5 years (2006 - 2011). 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:
| Cites to:
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Main data
Where Ke-Li Xu has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 4 |
Recent works citing Ke-Li Xu (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Empirical Likelihood Covariate Adjustment for Regression Discontinuity Designs. (2024). Yu, Zhengfei ; Ma, Jun. In: Papers. RePEc:arx:papers:2008.09263. Full description at Econpapers || Download paper |
| 2024 | Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model. (2024). Li, Ming. In: Papers. RePEc:arx:papers:2411.00358. Full description at Econpapers || Download paper |
| 2025 | On Robust Empirical Likelihood for Nonparametric Regression with Application to Regression Discontinuity Designs. (2025). Qiao, Xinghao ; Guo, Shaojun ; Hong, Yang ; Fang, Qin. In: Papers. RePEc:arx:papers:2504.01535. Full description at Econpapers || Download paper |
| 2025 | Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249. Full description at Econpapers || Download paper |
| 2024 | Asymptotic inference of the ARMA model with time‐functional variance noises. (2024). Ling, Shiqing ; Zhu, Enwen ; Cai, Bibi. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1230-1258. Full description at Econpapers || Download paper |
| 2024 | Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model. (2024). Li, Ming. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2389. Full description at Econpapers || Download paper |
| 2024 | Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421. Full description at Econpapers || Download paper |
| 2024 | (Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854. Full description at Econpapers || Download paper |
| 2024 | Unbounded heteroscedasticity in autoregressive models. (2024). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Pittis, Nikitas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000634. Full description at Econpapers || Download paper |
| 2025 | Identification and Estimation in Linear Models with Endogeneity Through Time-Varying Volatility. (2025). Hwu, Shih-Tang. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1849-:d:1670290. Full description at Econpapers || Download paper |
| 2025 | Stochastic Identification and Analysis of Long-Term Degradation Through Health Index Data. (2025). Shiri, Hamid ; Zimroz, Pawel. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:12:p:1972-:d:1679405. Full description at Econpapers || Download paper |
| 2024 | Tests for equal forecast accuracy under heteroskedasticity. (2024). Zu, Yang ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:850-869. Full description at Econpapers || Download paper |
| 2025 | Inference in a stationary/nonstationary autoregressive time‐varying‐parameter model. (2025). Li, Ming. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:3:p:823-858. Full description at Econpapers || Download paper |
Works by Ke-Li Xu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Inference in Autoregression under Heteroskedasticity In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 43 |
| 2010 | REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
| 2006 | Adaptive Estimation of Autoregressive Models with Time-Varying Variances In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 65 |
| 2006 | Adaptive Estimation of Autoregressive Models with Time-Varying Variances.(2006) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2008 | Adaptive estimation of autoregressive models with time-varying variances.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
| 2010 | Tilted Nonparametric Estimation of Volatility Functions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Empirical Likelihood for Regression Discontinuity Design In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 2008 | Bootstrapping Autoregression under Non-stationary Volatility In: Econometrics Journal. [Full Text][Citation analysis] | article | 17 |
| 2008 | Testing against nonstationary volatility in time series In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2009 | Empirical likelihood-based inference for nonparametric recurrent diffusions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team