12
H index
14
i10 index
368
Citations
| 12 H index 14 i10 index 368 Citations RESEARCH PRODUCTION: 37 Articles 3 Papers RESEARCH ACTIVITY: 16 years (2007 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psh274 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Xiaofeng Shao. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 3 |
Year | Title of citing document |
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2023 | Change-Point Testing and Estimation for Risk Measures in Time Series. (2018). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303. Full description at Econpapers || Download paper |
2023 | Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan. In: Papers. RePEc:arx:papers:2101.02587. Full description at Econpapers || Download paper |
2024 | A Distance Covariance-based Estimator. (2021). Soale, Abdul-Nasah ; Tsyawo, Emmanuel Selorm. In: Papers. RePEc:arx:papers:2102.07008. Full description at Econpapers || Download paper |
2023 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper |
2023 | The Forecasting performance of the Factor model with Martingale Difference errors. (2022). Rolla, Luca Mattia ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2205.10256. Full description at Econpapers || Download paper |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper |
2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper |
2024 | Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789. Full description at Econpapers || Download paper |
2024 | Estimation for conditional moment models based on martingale difference divergence. (2024). Jiang, Feiyu ; Song, Kunyang ; Zhu, KE. In: Papers. RePEc:arx:papers:2404.11092. Full description at Econpapers || Download paper |
2024 | Orthogonal Bootstrap: Efficient Simulation of Input Uncertainty. (2024). Lu, Yiping ; Ying, Lexing ; Blanchet, Jose ; Liu, Kaizhao. In: Papers. RePEc:arx:papers:2404.19145. Full description at Econpapers || Download paper |
2023 | Feature screening with latent responses. (2023). Cui, Hengjian ; Song, Xinyuan ; Guo, Wenwen ; Yu, Congran. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:878-890. Full description at Econpapers || Download paper |
2023 | Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach. (2023). Wang, S ; Sun, J ; McCabe, B ; Linton, O B ; Hong, Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2367. Full description at Econpapers || Download paper |
2023 | Generalized martingale difference divergence: Detecting conditional mean independence with applications in variable screening. (2023). Yu, Zhou ; Yin, Xiangrong ; Ke, Chenlu ; Li, LU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322001980. Full description at Econpapers || Download paper |
2023 | Change-point testing for parallel data sets with FDR control. (2023). Wang, Zhaojun ; Zou, Changliang ; Cui, Junfeng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000166. Full description at Econpapers || Download paper |
2023 | Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models. (2023). Li, Muyi ; Wang, Xuqin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:184:y:2023:i:c:s0167947323000555. Full description at Econpapers || Download paper |
2023 | Partial sufficient variable screening with categorical controls. (2023). Li, LU ; Yuan, Qingcong ; Yang, Wei ; Ke, Chenlu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323000956. Full description at Econpapers || Download paper |
2024 | Detecting change structures of nonparametric regressions. (2024). Zhu, Lixing ; Zhao, Wenbiao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:190:y:2024:i:c:s0167947323001676. Full description at Econpapers || Download paper |
2023 | Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000587. Full description at Econpapers || Download paper |
2023 | Nonparametric modeling for the time-varying persistence of inflation. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000654. Full description at Econpapers || Download paper |
2023 | Estimating the variance of a combined forecast: Bootstrap-based approach. (2023). Lahiri, Kajal ; Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:445-468. Full description at Econpapers || Download paper |
2023 | Most powerful test against a sequence of high dimensional local alternatives. (2023). GAO, Jiti ; Jaidee, Sombut ; He, YI. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:151-177. Full description at Econpapers || Download paper |
2023 | Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392. Full description at Econpapers || Download paper |
2023 | Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744. Full description at Econpapers || Download paper |
2023 | A new generalized exponentially weighted moving average quantile model and its statistical inference. (2023). Zhu, KE. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002269. Full description at Econpapers || Download paper |
2024 | A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701. Full description at Econpapers || Download paper |
2024 | Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). Hong, Yongmiao ; Linton, Oliver ; Wang, Shouyang ; Sun, Jiajing ; McCabe, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196. Full description at Econpapers || Download paper |
2024 | A generalized knockoff procedure for FDR control in structural change detection. (2024). Ke, Yuan ; Sun, AO ; Liu, Jingyuan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001567. Full description at Econpapers || Download paper |
2024 | Confidence intervals of treatment effects in panel data models with interactive fixed effects. (2024). Zhou, Qiankun ; Shen, Yan ; Li, Xingyu. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000307. Full description at Econpapers || Download paper |
2024 | Robust inference on correlation under general heterogeneity. (2024). , Peter ; Li, Yufei ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400037x. Full description at Econpapers || Download paper |
2023 | Constructing a polygenic risk score for childhood obesity using functional data analysis. (2023). Paul, Ian M ; Lin, Junli ; Kenney, Ana M ; Makova, Kateryna D ; Reimherr, Matthew L ; Chiaromonte, Francesca ; Marini, Michele E ; Savage, Jennifer S ; Birch, Leann L. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:66-86. Full description at Econpapers || Download paper |
2024 | Bootstrapping long memory time series: Application in low frequency estimators. (2024). Arteche, Josu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:1-15. Full description at Econpapers || Download paper |
2023 | Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431. Full description at Econpapers || Download paper |
2023 | From risk reduction to risk elimination by conditional mean risk sharing of independent losses. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:46-59. Full description at Econpapers || Download paper |
2023 | Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622. Full description at Econpapers || Download paper |
2023 | LoMEF: A framework to produce local explanations for global model time series forecasts. (2023). Hyndman, Rob ; Bergmeir, Christoph ; Rajapaksha, Dilini. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1424-1447. Full description at Econpapers || Download paper |
2023 | A distance-based test of independence between two multivariate time series. (2023). Chu, BA. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x22001427. Full description at Econpapers || Download paper |
2023 | On portmanteau-type tests for nonlinear multivariate time series. (2023). Gooijer, Jan G. ; de Gooijer, Jan G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000039. Full description at Econpapers || Download paper |
2023 | Testing for changes in linear models using weighted residuals. (2023). Zhao, Yuqian ; Rice, Gregory ; Horvath, Lajos. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x23000568. Full description at Econpapers || Download paper |
2024 | Test of conditional independence in factor models via Hilbert–Schmidt independence criterion. (2024). Cheng, Qing ; Xu, Kai. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000878. Full description at Econpapers || Download paper |
2024 | Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices. (2024). Steland, Ansgar. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x2300091x. Full description at Econpapers || Download paper |
2023 | Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm. (2023). Fryzlewicz, Piotr ; Cho, Haeran. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120085. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-21. Full description at Econpapers || Download paper |
2024 | A structural break test for extremal dependence in β-mixing random vectors. (2018). Hoga, Y. In: Biometrika. RePEc:oup:biomet:v:105:y:2018:i:3:p:627-643.. Full description at Econpapers || Download paper |
2023 | Bootstrapping Whittle estimators. (2023). Paparoditis, E ; J -P Kreiss, . In: Biometrika. RePEc:oup:biomet:v:110:y:2023:i:2:p:499-518.. Full description at Econpapers || Download paper |
2024 | Scalable subsampling: computation, aggregation and inference. (2024). Politis, Dimitris N. In: Biometrika. RePEc:oup:biomet:v:111:y:2024:i:1:p:347-354.. Full description at Econpapers || Download paper |
2023 | Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model. (2023). Madeira, Joao ; Cornea-Madeira, Adriana ; Boldea, Otilia. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:3:p:444-466.. Full description at Econpapers || Download paper |
2023 | Asynchronous Changepoint Estimation for Spatially Correlated Functional Time Series. (2023). Li, BO ; Harris, Trevor ; Wang, Mengchen. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:28:y:2023:i:1:d:10.1007_s13253-022-00519-w. Full description at Econpapers || Download paper |
2023 | A portmanteau-type test for detecting serial correlation in locally stationary functional time series. (2023). Heinrichs, Florian ; Dette, Holger ; Bucher, Axel. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:2:d:10.1007_s11203-022-09285-5. Full description at Econpapers || Download paper |
2023 | Are Some Forecasters Really Better than Others? A Note*. (2023). Lahiri, Kajal ; Hounyo, Ulrich. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:577-593. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors In: Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS.(2019) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective In: Papers. [Full Text][Citation analysis] | paper | 16 |
2023 | Time series analysis of COVID-19 infection curve: A change-point perspective.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2022 | Testing the martingale difference hypothesis in high dimension In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Testing the martingale difference hypothesis in high dimension.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2010 | The Dependent Wild Bootstrap In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 55 |
2010 | Testing for Change Points in Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 47 |
2010 | A self-normalized approach to confidence interval construction in time series In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 32 |
2010 | Corrigendum: A self-normalized approach to confidence interval construction in time series In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 17 |
2013 | Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 0 |
2013 | Inference for linear models with dependent errors In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 12 |
2016 | On the coverage bound problem of empirical likelihood methods for time series In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 1 |
2018 | Testing mutual independence in high dimension via distance covariance In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 12 |
2015 | ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
2015 | Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
2012 | Parametric Inference in Stationary Time Series Models with Dependent Errors In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 1 |
2014 | Self-normalization for Spatial Data In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 2 |
2007 | LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
2007 | A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 15 |
2009 | A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
2010 | NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
2011 | TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 17 |
2013 | On a general class of long run variance estimators In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2011 | A bootstrap-assisted spectral test of white noise under unknown dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
2015 | Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
2023 | Robust inference for change points in high dimension In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
2007 | Local asymptotic powers of nonparametric and semiparametric tests for fractional integration In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 0 |
2013 | Bayesian model selection based on parameter estimates from subsamples In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
2020 | Testing conditional mean independence for functional data In: Biometrika. [Full Text][Citation analysis] | article | 2 |
Envelopes in multivariate regression models with nonlinearity and heteroscedasticity In: Biometrika. [Full Text][Citation analysis] | article | 0 | |
2009 | Confidence intervals for spectral mean and ratio statistics In: Biometrika. [Full Text][Citation analysis] | article | 2 |
2014 | Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 29 |
2015 | Self-Normalization for Time Series: A Review of Recent Developments In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 21 |
2016 | A Subsampled Double Bootstrap for Massive Data In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 5 |
2018 | Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 7 |
2022 | Adaptive Inference for Change Points in High-Dimensional Data In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 2 |
2015 | Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
2020 | Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
2022 | Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 4 |
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