Ke-Li Xu

CFDPs

CFDP 1799 Taisuke Otsu, Ke-Li Xu, "Empirical Likelihood for Regression Discontinuity Design," (May 2011) [36pp, Abstract]
CFDP 1612 Peter C. B. Phillips, Ke-Li Xu, "Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications," (June 2007, revised July 2010) [31pp, Abstract] [See 1337]
CFDP 1585R Ke-Li Xu, Peter C. B. Phillips, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," (October 2006, revised November 2006) [30pp, Abstract] [See 1219]
CFDP 1585 Ke-Li Xu, Peter C. B. Phillips, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," (October 2006) [32pp, Abstract]

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

CFP 1337 Ke-Li Xu, Peter C. B. Phillips, "Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications," Journal of Business and Economic Statistics, (October 2011), 29(4): 518-528 [See CFDP 1612]
CFP 1219 Ke-Li Xu, Peter C. B. Phillips, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Journal of Econometrics, (January 2008), 142(1): 265-280
CFP 1159 Peter C. B. Phillips, Ke-Li Xu, "Inference in Autoregression under Heteroskedasticity," Journal of Time Series Analysis, (March 2006), 27(2): 289-308