Chen, Xiaohong; Xiao, Zhijie; Wang, Bo Copula-based time series with filtered nonstationarity. (English) Zbl 07491180 J. Econom. 228, No. 1, 127-155 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. Chen} et al., J. Econom. 228, No. 1, 127--155 (2022; Zbl 07491180) Full Text: DOI Link
Xiao, Zhijie Robust inference in nonstationary time series models. (English) Zbl 1443.62293 J. Econom. 169, No. 2, 211-223 (2012). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{Z. Xiao}, J. Econom. 169, No. 2, 211--223 (2012; Zbl 1443.62293) Full Text: DOI Link
Xiao, Zhijie Functional-coefficient cointegration models. (English) Zbl 1431.62425 J. Econom. 152, No. 2, 81-92 (2009). MSC: 62M10 62G07 62P20 PDFBibTeX XMLCite \textit{Z. Xiao}, J. Econom. 152, No. 2, 81--92 (2009; Zbl 1431.62425) Full Text: DOI
Xiao, Zhijie Quantile cointegrating regression. (English) Zbl 1429.62417 J. Econom. 150, No. 2, 248-260 (2009). MSC: 62M10 62G08 62P05 91G10 PDFBibTeX XMLCite \textit{Z. Xiao}, J. Econom. 150, No. 2, 248--260 (2009; Zbl 1429.62417) Full Text: DOI Link
Juhl, Ted; Xiao, Zhijie Testing for cointegration using partially linear models. (English) Zbl 1337.62220 J. Econom. 124, No. 2, 363-394 (2005). MSC: 62M07 62M10 62G20 62E17 62P20 91B84 PDFBibTeX XMLCite \textit{T. Juhl} and \textit{Z. Xiao}, J. Econom. 124, No. 2, 363--394 (2005; Zbl 1337.62220) Full Text: DOI
Xiao, Zhijie; Phillips, Peter C. B. A CUSUM test for cointegration using regression residuals. (English) Zbl 1020.62082 J. Econom. 108, No. 1, 43-61 (2002). MSC: 62M10 62G10 62E20 62P20 PDFBibTeX XMLCite \textit{Z. Xiao} and \textit{P. C. B. Phillips}, J. Econom. 108, No. 1, 43--61 (2002; Zbl 1020.62082) Full Text: DOI
Li, Hongyi; Xiao, Zhijie On bootstrapping regressions with unit root processes. (English) Zbl 0960.62097 Stat. Probab. Lett. 48, No. 3, 261-267 (2000). MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{H. Li} and \textit{Z. Xiao}, Stat. Probab. Lett. 48, No. 3, 261--267 (2000; Zbl 0960.62097) Full Text: DOI
Xiao, Zhijie A residual based test for the null hypothesis of cointegration. (English) Zbl 1050.62529 Econ. Lett. 64, No. 2, 133-141 (1999). MSC: 62G10 62G05 62M10 62P20 PDFBibTeX XMLCite \textit{Z. Xiao}, Econ. Lett. 64, No. 2, 133--141 (1999; Zbl 1050.62529) Full Text: DOI