Zhijie Xiao

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-3626-8220

Boston College, Chestnut Hill, USA

Publications

• Hybrid quantile regression estimation for time series models with conditional heteroscedasticity — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2018
• The Reluctant Analyst — Journal of Accounting Research 2016
• Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models — Journal of the American Statistical Association 2009
• Rejoinder — Journal of the American Statistical Association 2006
• Quantile Autoregression — Journal of the American Statistical Association 2006
• Unit Root Quantile Autoregression Inference — Journal of the American Statistical Association 2004
• More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors — Journal of the American Statistical Association 2003
• Inference on the Quantile Regression Process — Econometrica 2002