Details about Ke-Li Xu
Access statistics for papers by Ke-Li Xu.
Last updated 2021-12-22. Update your information in the RePEc Author Service.
Short-id: pxu37
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Working Papers
2011
- Empirical Likelihood for Regression Discontinuity Design
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University  View citations (1)
2010
- Tilted Nonparametric Estimation of Volatility Functions
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
2006
- Adaptive Estimation of Autoregressive Models with Time-Varying Variances
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2006)
See also Journal Article Adaptive estimation of autoregressive models with time-varying variances, Journal of Econometrics, Elsevier (2008) View citations (61) (2008)
Journal Articles
2010
- REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS
Econometric Theory, 2010, 26, (2), 541-563 View citations (8)
2009
- Empirical likelihood-based inference for nonparametric recurrent diffusions
Journal of Econometrics, 2009, 153, (1), 65-82 View citations (12)
2008
- Adaptive estimation of autoregressive models with time-varying variances
Journal of Econometrics, 2008, 142, (1), 265-280 View citations (61)
See also Working Paper Adaptive Estimation of Autoregressive Models with Time-Varying Variances, Cowles Foundation Discussion Papers (2006) View citations (1) (2006)
- Bootstrapping Autoregression under Non-stationary Volatility
Econometrics Journal, 2008, 11, (1), 1-26 View citations (17)
- Testing against nonstationary volatility in time series
Economics Letters, 2008, 101, (3), 288-292 View citations (3)
2006
- Inference in Autoregression under Heteroskedasticity
Journal of Time Series Analysis, 2006, 27, (2), 289-308 View citations (44)
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