Zhijie Xiao



CFP 1282 Xiaohong Chen, Roger Koenker, Zhijie Xiao, "Copula-based Nonlinear Quantile Autoregression," Econometrics Journal, (January 2009), 12(1): S50-S67 [See CFDP 1679]
CFP 1105 Zhijie Xiao, Peter C. B. Phillips, "An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the US Economy," Econometrics Journal, (December 1998), 1(2): 27-43 [See CFDP 1161]
CFP 1094 Zhijie Xiao, Peter C. B. Phillips, "Higher Order Approximations for Wald Statistics in Time Series Regressions with Integrated Processes," Journal of Econometrics, (May 2002), 108(1): 157-198
CFP 1071 Zhijie Xiao, Peter C. B. Phillips, "Efficient Detrending in Cointegrating Regression," Econometric Theory, (August 1999), 15(4): 519-548
CFP 1046 Zhijie Xiao, Peter C. B. Phillips, "A CUSUM Test for Cointegration Using Regression Residuals," Journal of Econometrics, (January 2002), 108: 43-61 [See CFDP 1329]
CFP 1028 Peter C. B. Phillips, Hyungsik Roger Moon, Zhijie Xiao, "How to Estimate Autoregressive Roots Near Unity," Econometric Theory, (February 2001), 17(1): 29-59 [See CFDP 1191]
CFP 972 Peter C. B. Phillips, Zhijie Xiao, "A Primer on Unit Root Testing," Journal of Economic Surveys, (January 1998), 12(5): 423-469 [See CFDP 1189]
CFP 968 Zhijie Xiao, Peter C. B. Phillips, "Higher-Order Approximations for Frequency Domain Time Series Regressions," Journal of Econometrics, (October 1998), 86(2): 297-336 [See CFDP 1192]