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Zhijie Xiao

Global rank #1304 98%

Institution: Boston College

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1998

Most Recent: 2019

RePEc ID: pxi26 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 2.01 0.50 0.00 4.52
All Time 0.00 16.25 18.60 0.00 53.62

Publication Statistics

Raw Publications 33
Coauthorship-Adjusted Count 40.05

Publications (33)

Year Article Journal Tier Authors
2019 Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity Journal of Econometrics A 2
2019 What do mean impacts miss? Distributional effects of corporate diversification Journal of Econometrics A 2
2016 A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY Econometric Theory B 4
2015 ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY Econometric Theory B 3
2014 RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS Econometric Theory B 1
2014 UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS Econometric Theory B 1
2014 EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION Econometric Theory B 2
2013 ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE Econometric Theory B 2
2013 NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY Econometric Theory B 2
2013 A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS Econometric Theory B 3
2012 Semiparametric quantile regression estimation in dynamic models with partially varying coefficients Journal of Econometrics A 2
2012 Robust inference in nonstationary time series models Journal of Econometrics A 1
2011 A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom Journal of Econometrics A 3
2009 Nonparametric and robust methods in econometrics Journal of Econometrics A 4
2009 COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor Econometric Theory B 1
2009 Tests for changing mean with monotonic power Journal of Econometrics A 2
2009 Quantile cointegrating regression Journal of Econometrics A 1
2009 Functional-coefficient cointegration models Journal of Econometrics A 1
2007 A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM Econometric Theory B 2
2005 PARTIALLY LINEAR MODELS WITH UNIT ROOTS Econometric Theory B 2
2005 Testing for cointegration using partially linear models Journal of Econometrics A 2
2005 A nonparametric test for changing trends Journal of Econometrics A 2
2003 POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS Econometric Theory B 2
2003 Note on bandwidth selection in testing for long range dependence Economics Letters C 1
2002 Higher order approximations for Wald statistics in time series regressions with integrated processes Journal of Econometrics A 2
2002 A CUSUM test for cointegration using regression residuals Journal of Econometrics A 2
2001 SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS Econometric Theory B 2
2001 HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY Econometric Theory B 3
2001 LIKELIHOOD-BASED INFERENCE IN TRENDING TIME SERIES WITH A ROOT NEAR UNITY Econometric Theory B 1
1999 EFFICIENT DETRENDING IN COINTEGRATING REGRESSION Econometric Theory B 2
1999 A residual based test for the null hypothesis of cointegration Economics Letters C 1
1998 A Primer on Unit Root Testing Journal of Economic Surveys C 2
1998 Higher-order approximations for frequency domain time series regression Journal of Econometrics A 2