Ke-Li Xu : Citation Profile


Are you Ke-Li Xu?

Indiana University

6

H index

5

i10 index

152

Citations

RESEARCH PRODUCTION:

6

Articles

4

Papers

RESEARCH ACTIVITY:

   5 years (2006 - 2011). See details.
   Cites by year: 30
   Journals where Ke-Li Xu has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 6 (3.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxu37
   Updated: 2024-11-04    RAS profile: 2021-12-22    
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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:

Taylor, Robert (17)

Cavaliere, Giuseppe (16)

Phillips, Peter (11)

Demetrescu, Matei (11)

Rahbek, Anders (11)

Kruse, Robinson (7)

Zu, Yang (6)

Nielsen, Morten (5)

Yu, Jun (5)

RAÏSSI, HAMDI (5)

Beare, Brendan (4)

Cites to:

Phillips, Peter (12)

Newey, Whitney (6)

Blundell, Richard (6)

Park, Joon (5)

Cavaliere, Giuseppe (5)

Ait-Sahalia, Yacine (5)

Fan, Jianqing (4)

Moloche, Guillermo (4)

Chen, Song (4)

CAI, ZONGWU (4)

GAO, Jiti (4)

Main data


Where Ke-Li Xu has published?


Journals with more than one article published# docs
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4

Recent works citing Ke-Li Xu (2024 and 2023)


YearTitle of citing document
2024Coverage 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

2024Robust 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

2023On 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.

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2024Unbounded 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.

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2023Return 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.

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2023CUSUM-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..

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2023Multi-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

Works by Ke-Li Xu:


YearTitleTypeCited
2006Inference in Autoregression under Heteroskedasticity In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article41
2010REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS In: Econometric Theory.
[Full Text][Citation analysis]
article7
2006Adaptive Estimation of Autoregressive Models with Time-Varying Variances In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper59
2006Adaptive 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
2008Adaptive 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
2010Tilted Nonparametric Estimation of Volatility Functions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2011Empirical Likelihood for Regression Discontinuity Design In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper14
2008Bootstrapping Autoregression under Non-stationary Volatility In: Econometrics Journal.
[Full Text][Citation analysis]
article17
2008Testing against nonstationary volatility in time series In: Economics Letters.
[Full Text][Citation analysis]
article3
2009Empirical likelihood-based inference for nonparametric recurrent diffusions In: Journal of Econometrics.
[Full Text][Citation analysis]
article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team