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Xu, Ke-Li


 SSRN Author Rank: 27,662 by Downloads
 Associate Professor
 

Texas A&M University


 3063 Allen, 4228 TAMU
 Department of Economics, TAMU
 College Station, TX 77843-4228
 United States
 HOME PAGE: http://econweb.tamu.edu/keli/
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. Xu, Ke-Li's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
938
Total
Citations
51
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Nonparametric Inference for Conditional Quantiles of Time Series | Show Abstract | Download This Paper |
Econometric Theory, Forthcoming
Number of Pages in PDF File: 34
Xu, Ke-Li
Texas A&M University
Posted:
19 Jun 12
118
(149,631)
 

2.  
Adaptive Estimation of Autoregression Models with Time-Varying Variances | Show Abstract | Download This Paper |
Cowles Foundation Discussion Paper No. 1585
Number of Pages in PDF File: 31
Xu, Ke-Li
Texas A&M University
Phillips, Peter C. B.
Yale University - Cowles Foundation
Posted:
17 Oct 06
113
(154,469)
11

3.  
Powerful Tests for Structural Changes in Volatility | Show Abstract | Download This Paper |
Journal of Econometrics, Forthcoming
Number of Pages in PDF File: 40
Xu, Ke-Li
Texas A&M University
Posted:
27 Nov 12
108
(159,764)
1

4.  
Xu, Ke-Li
Texas A&M University
Phillips, Peter C. B.
Yale University - Cowles Foundation
Posted:
18 Apr 08
Last Revised:
19 Jan 10
108
(159,764)
1

5.  
Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications | Show Abstract | Download This Paper |
Cowles Foundation Discussion Paper No. 1612
Number of Pages in PDF File: 32
Phillips, Peter C. B.
Yale University - Cowles Foundation
Xu, Ke-Li
Texas A&M University
Posted:
14 Jun 07
Last Revised:
19 Jul 10
71
(208,961)
1

6.  
Adaptive Estimation of Autoregressive Models with Time-Varying Variances | Show Abstract | Download This Paper |
Cowles Foundation Discussion Paper No. 1585R
Number of Pages in PDF File: 31
Xu, Ke-Li
Texas A&M University
Phillips, Peter C. B.
Yale University - Cowles Foundation
Posted:
10 Dec 06
66
(217,414)
11

7.  
Xu, Ke-Li
Texas A&M University
Posted:
16 Apr 08
Last Revised:
13 Jul 09
64
(221,033)
2

8.  
Xu, Ke-Li
Texas A&M University
Posted:
03 Aug 07
60
(228,611)
3

9.  
Xu, Ke-Li
Texas A&M University
Posted:
11 Sep 14
55
(238,578)
 

10.  
Xu, Ke-Li
Texas A&M University
Posted:
18 Apr 08
Last Revised:
08 Dec 08
49
(251,565)
2

11.  
Xu, Ke-Li
Texas A&M University
Posted:
15 Jun 08
Last Revised:
18 Jan 10
41
(270,585)
1

12.  
Empirical Likelihood for Regression Discontinuity Design | Show Abstract | Download This Paper |
Cowles Foundation Discussion Paper No. 1799
Number of Pages in PDF File: 37
Otsu, Taisuke
Yale University - Cowles Foundation
Xu, Ke-Li
Texas A&M University
Posted:
18 May 11
40
(273,118)
3

13.  
Xu, Ke-Li
Texas A&M University
Yang, Jui-Chung
Texas A&M University
Posted:
05 Mar 14
18
(350,461)
 

14.  
Inference in Autoregression under Heteroskedasticity | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 27, No. 2, pp. 289-308, March 2006
Number of Pages in PDF File: 20
Phillips, Peter C. B.
Yale University - Cowles Foundation
Xu, Ke-Li
Texas A&M University
Posted:
08 May 06
17
(354,893)
13

15.  
Bootstrapping Auto-regression Under Non-Stationary Volatility | Show Abstract | Add to Cart |
Econometrics Journal, Vol. 11, Issue 1, pp. 1-26, February 2008
Number of Pages in PDF File: 26
Xu, Ke-Li
Texas A&M University
Posted:
29 Feb 08
10
(386,289)
2


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