Details about Xibin Zhang

Access statistics for papers by Xibin Zhang.

Last updated 2022-08-19. Update your information in the RePEc Author Service.

Short-id: pzh72

Working Papers

2021

1. Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2019

2. Hypothesis Testing Based on a Vector of Statistics
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2017

3. A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2016

4. Nonparametric Localized Bandwidth Selection for Kernel Density Estimation
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   See also Journal Article Nonparametric localized bandwidth selection for Kernel density estimation, Econometric Reviews, Taylor & Francis Journals (2019) (2019)

2015

5. Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
   See also Journal Article Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2019) (2019)

2014

6. A Model Validation Procedure
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
7. Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
8. Semiparametric Localized Bandwidth Selection for Kernel Density Estimation
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)

2013

9. A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
   See also Journal Article A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density, Computational Statistics & Data Analysis, Elsevier (2014) View citations (4) (2014)
10. Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
    See also Journal Article Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors, Econometrics, MDPI (2016) View citations (1) (2016)
11. Gaussian kernel GARCH models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (7)

2012

12. Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
    See also Journal Article Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval, Econometric Reviews, Taylor & Francis Journals (2015) View citations (1) (2015)

2011

13. A New Procedure For Multiple Testing Of Econometric Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
14. Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
15. Bayesian semiparametric GARCH models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (7)

2010

16. A Bayesian approach to parameter estimation for kernel density estimation via transformations
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
    See also Journal Article A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations, Annals of Actuarial Science, Cambridge University Press (2011) View citations (3) (2011)
17. Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
    See also Journal Article Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions, Computational Statistics & Data Analysis, Elsevier (2012) View citations (5) (2012)

2007

18. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
    See also Journal Article A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation, Journal of Econometrics, Elsevier (2009) View citations (24) (2009)

2006

19. Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)

2004

20. Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
21. Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
    See also Journal Article Box-Cox stochastic volatility models with heavy-tails and correlated errors, Journal of Empirical Finance, Elsevier (2008) View citations (13) (2008)

2003

22. A Monte Carlo Investigation of Some Tests for Stochastic Dominance
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (40)
23. Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2002

24. A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (8)
    See also Journal Article A class of nonlinear stochastic volatility models and its implications for pricing currency options, Computational Statistics & Data Analysis, Elsevier (2006) View citations (28) (2006)
25. Estimation of Hyperbolic Diffusion Using MCMC Method
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (12)
26. Influence Diagnostics in GARCH Processes
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

Journal Articles

2022

1. Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
   Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 55-71 View citations (1)

2021

2. A panel data model of length of stay in hospitals for hip replacements
   Econometric Reviews, 2021, 40, (7), 688-707 View citations (1)
3. Bayesian estimation for a semiparametric nonlinear volatility model
   Economic Modelling, 2021, 98, (C), 361-370 View citations (3)

2020

4. Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel
   Energy Economics, 2020, 86, (C) View citations (30)

2019

5. Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models
   Journal of Business & Economic Statistics, 2019, 37, (1), 1-12
   See also Working Paper Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models, Monash Econometrics and Business Statistics Working Papers (2015) View citations (2) (2015)
6. Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach
   Journal of Productivity Analysis, 2019, 51, (1), 1-19 View citations (4)
7. Nonparametric localized bandwidth selection for Kernel density estimation
   Econometric Reviews, 2019, 38, (7), 733-762
   See also Working Paper Nonparametric Localized Bandwidth Selection for Kernel Density Estimation, Monash Econometrics and Business Statistics Working Papers (2016) (2016)
8. Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model
   Energy Economics, 2019, 83, (C), 40-51 View citations (103)
9. R&D intensity and carbon emissions in the G7: 1870–2014
   Energy Economics, 2019, 80, (C), 30-37 View citations (96)

2017

10. A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model
    Energy Economics, 2017, 67, (C), 346-354 View citations (3)
11. Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
    Energy Economics, 2017, 67, (C), 255-267 View citations (86)

2016

12. Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
    Econometrics, 2016, 4, (2), 1-27 View citations (1)
    See also Working Paper Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors, Monash Econometrics and Business Statistics Working Papers (2013) View citations (1) (2013)

2015

13. A new semiparametric test for superior predictive ability
    Empirical Economics, 2015, 48, (1), 389-405
14. A semiparametric panel approach to mortality modeling
    Insurance: Mathematics and Economics, 2015, 61, (C), 264-270 View citations (11)
15. Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval
    Econometric Reviews, 2015, 34, (3), 394-412 View citations (1)
    See also Working Paper Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval, Monash Econometrics and Business Statistics Working Papers (2012) View citations (2) (2012)
16. Bayesian estimation of a discrete response model with double rules of sample selection
    Computational Statistics & Data Analysis, 2015, 86, (C), 81-96 View citations (3)

2014

17. A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
    Computational Statistics & Data Analysis, 2014, 78, (C), 218-234 View citations (4)
    See also Working Paper A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density, Monash Econometrics and Business Statistics Working Papers (2013) View citations (1) (2013)

2012

18. Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
    Computational Statistics & Data Analysis, 2012, 56, (3), 732-740 View citations (5)
    See also Working Paper Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions, Monash Econometrics and Business Statistics Working Papers (2010) View citations (2) (2010)

2011

19. A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations
    Annals of Actuarial Science, 2011, 5, (2), 181-193 View citations (3)
    See also Working Paper A Bayesian approach to parameter estimation for kernel density estimation via transformations, Monash Econometrics and Business Statistics Working Papers (2010) View citations (3) (2010)

2010

20. Influence diagnostics for multivariate GARCH processes
    Journal of Time Series Analysis, 2010, 31, (4), 278-291 View citations (1)

2009

21. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
    Journal of Econometrics, 2009, 153, (1), 21-32 View citations (24)
    See also Working Paper A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation, Monash Econometrics and Business Statistics Working Papers (2007) View citations (5) (2007)

2008

22. Box-Cox stochastic volatility models with heavy-tails and correlated errors
    Journal of Empirical Finance, 2008, 15, (3), 549-566 View citations (13)
    See also Working Paper Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors, Monash Econometrics and Business Statistics Working Papers (2004) View citations (4) (2004)
23. The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
    Mathematics and Computers in Simulation (MATCOM), 2008, 79, (1), 30-48 View citations (32)

2007

24. Country risk and the estimation of asset return distributions
    Quantitative Finance, 2007, 7, (3), 261-265 View citations (1)

2006

25. A Bayesian approach to bandwidth selection for multivariate kernel density estimation
    Computational Statistics & Data Analysis, 2006, 50, (11), 3009-3031 View citations (50)
26. A class of nonlinear stochastic volatility models and its implications for pricing currency options
    Computational Statistics & Data Analysis, 2006, 51, (4), 2218-2231 View citations (28)
    See also Working Paper A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options, Monash Econometrics and Business Statistics Working Papers (2002) View citations (8) (2002)

2005

27. Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes
    Journal of Business & Economic Statistics, 2005, 23, 118-129 View citations (15)

2004

28. A small‐sample overlapping variance‐ratio test
    Journal of Time Series Analysis, 2004, 25, (1), 127-135 View citations (4)
29. Assessment of Local Influence in GARCH Processes
    Journal of Time Series Analysis, 2004, 25, (2), 301-313 View citations (10)

2002

30. The Variance Ratio Test with Stable Paretian Errors
    Journal of Time Series Analysis, 2002, 23, (1), 117-126 View citations (3)