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Email: qu@bu.edu . Zhijie Xiao Professor of Economics Boston College Chestnut Hill, Boston, MA 02467 Office: +1 (617) 552-1709 Email: zhijie.xiao@bc.edu
Michael Jansson; Peter C.B. Phillips; Invited Speakers . Federico Bandi; Luidas Giraitis; Chirok Han; Peter Hansen; Serena Ng; Frank Schorfheide ; Zhijie Xiao
Yoonjae Whang, Seoul National University Ke-Li Xu, University of Alberta: Zhijie Xiao, Boston College: Eric Zivot, University of Washington
... ofGaussianity, asymptotic results of these procedures generally still hold but these methods are less e¢cientthanmethods that exploit the distributional information. * Zhijie Xiao ...
... Statistics and Probability Letters journalhomepage: www.elsevier.com/locate/stapro Testing for parameter stability in quantile regression models Liangjun Su a,, Zhijie Xiao b , 1 a ...
Zhijie Xiao Department of Economics Boston College Chestnut Hill, MA 02467 USA Tel: 617.552.1709 Fax: 617.552.2308 email: zhijie.xiao@bc.edu ...
Michael Jansson; Peter C.B. Phillips; Invited Speakers . Federico Bandi; Luidas Giraitis; Chirok Han; Peter Hansen; Serena Ng; Frank Schorfheide ; Zhijie Xiao
Fudan-HSBC Lecture: Time Series Analysis Zhijie Xiao Department of Economics Boston College May, 2010 1. Course Description This is a short course on time series econometrics o ...
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