11
H index
12
i10 index
555
Citations
Monash University | 11 H index 12 i10 index 555 Citations RESEARCH PRODUCTION: 30 Articles 26 Papers RESEARCH ACTIVITY: 20 years (2002 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pzh72 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Xibin Zhang. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Computational Statistics & Data Analysis | 5 |
Energy Economics | 5 |
Journal of Time Series Analysis | 4 |
Econometric Reviews | 3 |
Working Papers Series with more than one paper published | # docs |
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Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 26 |
Year | Title of citing document | |
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2023 | ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308. Full description at Econpapers || Download paper | |
2023 | Co?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. Full description at Econpapers || Download paper | |
2023 | Estimating 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. Full description at Econpapers || Download paper | |
2024 | Testing with Vectors of Statistics: Revisiting Combined Hypothesis Tests with an Application to Specification Testing. (2024). Manner, Hans ; Dovern, Jonas ; Bjerkander, Lena S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11027. Full description at Econpapers || Download paper | |
2024 | A Bayesian semi-parametric approach to stochastic frontier models with inefficiency heterogeneity. (2024). Deng, Yaguo. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:43837. Full description at Econpapers || Download paper | |
2023 | Revisiting 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. Full description at Econpapers || Download paper | |
2023 | Sustainable 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | An 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. Full description at Econpapers || Download paper | |
2024 | Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). Wang, Longle ; You, Zhe ; Gong, Mengqi ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933. Full description at Econpapers || Download paper | |
2023 | The impact of green quality of the energy consumption on carbon emissions in the United States. (2023). Gözgör, Giray ; Gozgor, Giray ; Rather, Kashif Nesar ; Mahalik, Mantu Kumar ; Lau, Chi Keung. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:850-860. Full description at Econpapers || Download paper | |
2023 | Does technological innovation bring better air quality?. (2023). Vatavu, Sorana ; Pirtea, Marilen Gabriel ; Ding, Longfei ; Zhao, Qian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:978-990. Full description at Econpapers || Download paper | |
2023 | Sequential 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Why 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. Full description at Econpapers || Download paper | |
2024 | Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701. Full description at Econpapers || Download paper | |
2023 | Human 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. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2023 | Racial 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. Full description at Econpapers || Download paper | |
2023 | Internal 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. Full description at Econpapers || Download paper | |
2023 | Dynamics 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Exploring the time-varying asymmetric effects of environmental regulation policies and human capital on sustainable development efficiency: A province level evidence from China. (2023). Chishti, Muhammad Zubair ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004206. Full description at Econpapers || Download paper | |
2023 | Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352. Full description at Econpapers || Download paper | |
2023 | Green 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. Full description at Econpapers || Download paper | |
2024 | The impact of environmental taxation on innovation: Evidence from Canada. (2024). Verleyen, Isabelle ; Roggeman, Annelies ; Matterne, Ilias. In: Energy Policy. RePEc:eee:enepol:v:187:y:2024:i:c:s0301421524000740. Full description at Econpapers || Download paper | |
2023 | Role 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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | Sequential data-driven carbon peaking path simulation research of the Yangtze River Delta urban agglomeration based on semantic mining and heuristic algorithm optimization. (2023). Zhu, Wenjun ; Shi, Changfeng ; Zeng, Qingshun ; Na, Xiaohong ; Zhi, Jiaqi. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028098. Full description at Econpapers || Download paper | |
2023 | Fresh 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. Full description at Econpapers || Download paper | |
2023 | Which 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. Full description at Econpapers || Download paper | |
2023 | Generalist 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. Full description at Econpapers || Download paper | |
2023 | Nonparametric 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. Full description at Econpapers || Download paper | |
2023 | Is 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. Full description at Econpapers || Download paper | |
2023 | Chinese 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. Full description at Econpapers || Download paper | |
2023 | Investigating 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. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2023 | Re-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. Full description at Econpapers || Download paper | |
2023 | Analysis 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. Full description at Econpapers || Download paper | |
2023 | Breaking 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. Full description at Econpapers || Download paper | |
2023 | Measuring 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. Full description at Econpapers || Download paper | |
2023 | What 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. Full description at Econpapers || Download paper | |
2023 | Impact of economic policy uncertainty, oil prices, and technological innovations on natural resources footprint in BRICS economies. (2023). Wang, Xiao ; Huang, Yichen ; Zhang, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007936. Full description at Econpapers || Download paper | |
2023 | How economic policy uncertainty affects asymmetric spillovers in food and oil prices: Evidence from wavelet analysis. (2023). Li, Xinran ; Cheng, Sheng ; Cao, Yan. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007973. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Dynamic 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. Full description at Econpapers || Download paper | |
2023 | Research on human capital and energy development caused by decarbonization. (2023). Wang, Xiao ; Li, Siyu ; Zhang, Yang ; Wu, Weiping. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:187:y:2023:i:c:s1364032123005774. Full description at Econpapers || Download paper | |
2023 | Can 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. Full description at Econpapers || Download paper | |
2024 | How does oil market volatility impact mutual fund performance?. (2024). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader Jawid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621. Full description at Econpapers || Download paper | |
2023 | Border 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. Full description at Econpapers || Download paper | |
2024 | How public education investment and advanced human capital structure affect regional innovation: A spatial econometric analysis from the perspective of innovation value chain. (2024). Tang, Tingting ; Chen, Sheng ; Liu, Zijun ; Guan, Qinghao ; Luo, Hang. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123003129. Full description at Econpapers || Download paper | |
2023 | Local 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Green 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. Full description at Econpapers || Download paper | |
2023 | Energy 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:hal-04064759. Full description at Econpapers || Download paper | |
2023 | Multi–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. Full description at Econpapers || Download paper | |
2023 | Assessing 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. Full description at Econpapers || Download paper | |
2024 | Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Diesel 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. Full description at Econpapers || Download 2023 | 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. Full description at Econpapers || Download paper |
2023 | Robust 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2005 | Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 14 |
2002 | The Variance Ratio Test with Stable Paretian Errors In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
2004 | A small?sample overlapping variance?ratio test In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
2004 | Assessment of Local Influence in GARCH Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
2010 | Influence diagnostics for multivariate GARCH processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
2022 | Bayesian bandwidth estimation for local linear fitting in nonparametric regression models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2011 | A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 4 |
2010 | A Bayesian approach to parameter estimation for kernel density estimation via transformations.(2010) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2006 | A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 33 |
2006 | A class of nonlinear stochastic volatility models and its implications for pricing currency options In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 32 |
2002 | A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options.(2002) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2012 | Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
2010 | Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions.(2010) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2014 | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
2013 | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2015 | Bayesian estimation of a discrete response model with double rules of sample selection In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 3 |
2021 | Bayesian estimation for a semiparametric nonlinear volatility model In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2009 | A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
2007 | A 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2008 | Box-Cox stochastic volatility models with heavy-tails and correlated errors In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 11 |
2004 | Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors.(2004) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2017 | Nonparametric panel data model for crude oil and stock market prices in net oil importing countries In: Energy Economics. [Full Text][Citation analysis] | article | 81 |
2017 | A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2019 | R&D intensity and carbon emissions in the G7: 1870–2014 In: Energy Economics. [Full Text][Citation analysis] | article | 92 |
2019 | Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model In: Energy Economics. [Full Text][Citation analysis] | article | 101 |
2020 | Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel In: Energy Economics. [Full Text][Citation analysis] | article | 28 |
2015 | A semiparametric panel approach to mortality modeling In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 10 |
2008 | The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 32 |
2016 | Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2013 | Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 4 |
2002 | Estimation of Hyperbolic Diffusion Using MCMC Method In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2002 | Influence Diagnostics in GARCH Processes In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | A Monte Carlo Investigation of Some Tests for Stochastic Dominance In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 40 |
2004 | Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Bayesian semiparametric GARCH models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | A New Procedure For Multiple Testing Of Econometric Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval.(2015) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2013 | Gaussian kernel GARCH models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | A Model Validation Procedure In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Semiparametric Localized Bandwidth Selection for Kernel Density Estimation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models.(2019) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2016 | Nonparametric Localized Bandwidth Selection for Kernel Density Estimation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Nonparametric localized bandwidth selection for Kernel density estimation.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Hypothesis Testing Based on a Vector of Statistics In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | A new semiparametric test for superior predictive ability In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2021 | A panel data model of length of stay in hospitals for hip replacements In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2007 | Country risk and the estimation of asset return distributions In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
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