Zhijie Xiao


CFDP 2242 Xiaohong Chen, Zhijie Xiao, Bo Wang, "Copula-Based Time Series With Filtered Nonstationarity," (July 2020) [72pp, Abstract]
CFDP 1679 Xiaohong Chen, Roger Koenker, Zhijie Xiao, "Copula-Based Nonlinear Quantile Autoregression," (October 2008) [30pp, Abstract] (See: 1281)
CFDP 1375 Zhijie Xiao, Oliver B. Linton, Raymond J. Carroll, E. Mammen, "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," (June 2002) [49pp, Abstract]
CFDP 1363 Peter C. B. Phillips, Binbin Guo, Zhijie Xiao, "Efficient Regression in Time Series Partial Linear Models," (May 2002) [46pp, Abstract]
CFDP 1359 Ted Juhl, Zhijie Xiao, "Partially Linear Models with Unit Roots," (April 2002) [51pp, Abstract]
CFDP 1329 Zhijie Xiao, Peter C. B. Phillips, "A CUSUM Test for Cointegration Using Regression Residuals," (September 2001) [21pp, Abstract] (See: 1046)
CFDP 1192 Zhijie Xiao, Peter C. B. Phillips, "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," (August 1998) [43pp, Abstract] (See: 968)
CFDP 1191 Peter C. B. Phillips, Hyungsik Roger Moon, Zhijie Xiao, "How to Estimate Autoregressive Roots Near Units," (August 1998) [39pp, Abstract] (See: 1028)
CFDP 1189 Peter C. B. Phillips, Zhijie Xiao, "A Primer on Unit Root Testing," (August 1998) [51pp, Abstract] (See: 972)
CFDP 1161 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 U.S. Economy," (September 1997) [18pp, Abstract] (See: 1105)