Zhijie Xiao

CFDPs

CFDP 2242R Xiaohong Chen, Zhijie Xiao, Bo Wang, "Copula-Based Time Series With Filtered Nonstationarity," (July 2020, revised October 2020) [70pp, Abstract], (See: CFDP 2242) (See: CFP 1777)
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)

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CFPs

CFP 1777 Xiaohong Chen, Zhijie Xiao, Bo Wang, "Copula-based time series with filtered nonstationarity," Journal of Econometrics, (May 2022), 228(1): 127-155 (See CFDP 2242R)
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)