6
H index
5
i10 index
152
Citations
Indiana University | 6 H index 5 i10 index 152 Citations RESEARCH PRODUCTION: 6 Articles 4 Papers RESEARCH ACTIVITY: 5 years (2006 - 2011). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pxu37 |
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: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 4 |
Year | Title of citing document |
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2024 | Coverage Optimal Empirical Likelihood Inference for Regression Discontinuity Design. (2020). Yu, Zhengfei ; Ma, Jun. In: Papers. RePEc:arx:papers:2008.09263. 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). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854. 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 |
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 |
2023 | Return and volatility connectedness among the BRICS stock and oil markets. (2023). Lee, Chien-Chiang ; Chang, Tsangyao. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009522. Full description at Econpapers || Download paper |
2023 | CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility*. (2023). Zu, Yang ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I ; Astill, Sam. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:187-227.. Full description at Econpapers || Download paper |
2023 | Multi-period power utility optimization under stock return predictability. (2023). Parolya, Nestor ; Schmid, Wolfgang ; Ivasiuk, Dmytro ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00434-6. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2006 | Inference in Autoregression under Heteroskedasticity In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 41 |
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 | 59 |
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: 59 | 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: 59 | 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 | 14 |
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 |
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