Xiaojun Song

Peking University - Guanghua School of Management

Peking University

Beijing, Beijing 100871

China

SCHOLARLY PAPERS

10

DOWNLOADS

1,317

TOTAL CITATIONS

5

Scholarly Papers (10)

1.

Specification Tests for the Propensity Score

Number of pages: 47 Posted: 21 Nov 2016 Last Revised: 13 Mar 2019
Pedro H. C. Sant'Anna and Xiaojun Song
Vanderbilt University - College of Arts and Science - Department of Economics and Peking University - Guanghua School of Management
Downloads 308 (207,160)
Citation 2

Abstract:

Loading...

Goodness-of-fit, Integrated Moments, Empirical Processes, Multiplier Bootstrap, Treatment Effects

2.

Covariate Distribution Balance via Propensity Scores

Number of pages: 36 Posted: 18 Oct 2018 Last Revised: 06 Apr 2020
Pedro H. C. Sant'Anna, Xiaojun Song and Qi Xu
Vanderbilt University - College of Arts and Science - Department of Economics, Peking University - Guanghua School of Management and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 256 (250,626)
Citation 1

Abstract:

Loading...

Causal inference; Empirical process; Inverse probability weighting; Minimum distance; Quantile treatment effects; Treatment effect heterogeneity

3.

A Better Understanding of Granger Causality Analysis: A Big Data Environment

Number of pages: 51 Posted: 11 Feb 2017
Xiaojun Song and Abderrahim Taamouti
Peking University - Guanghua School of Management and University of Liverpool Management School
Downloads 187 (338,175)
Citation 1

Abstract:

Loading...

Indirect causality, spurious causality, big data analysis, auxiliary variable(s)

4.

Trending time-varying coefficient spatial panel data models

Number of pages: 60 Posted: 13 Apr 2022
Hsuan-Yu Chang, Xiaojun Song and Jihai Yu
Chung-Hua Institution for Economic Research, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 143 (425,496)

Abstract:

Loading...

Spatial econometrics; Spatial autoregressive models; Nonlinear time trend; Generalized method of moments

5.

Specification Tests for Generalized Propensity Scores Using Double Projections

Number of pages: 36 Posted: 21 May 2020
Pedro H. C. Sant'Anna and Xiaojun Song
Vanderbilt University - College of Arts and Science - Department of Economics and Peking University - Guanghua School of Management
Downloads 101 (554,610)
Citation 1

Abstract:

Loading...

Double projections; generalized propensity scores; multiplier bootstrap; multi-valued treatment; specification tests

6.

A Nonparametric Measure of Heteroskedasticity

Number of pages: 41 Posted: 18 Aug 2020
Xiaojun Song and Abderrahim Taamouti
Peking University - Guanghua School of Management and University of Liverpool Management School
Downloads 85 (618,487)

Abstract:

Loading...

Bootstrap; Measuring Heteroskedasticity; Nonparametric Quantile Regressions; Income and Years of Education

7.

Smooth Tests for Normality in ANOVA

Number of pages: 33 Posted: 11 Oct 2021
Haoyu Wei and Xiaojun Song
Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 75 (663,849)

Abstract:

Loading...

ANOVA, estimation effect, smooth tests.

8.

Testing the Impacts on Inefficiency in a Semiparametric Stochastic Frontier Model

Number of pages: 61 Posted: 19 Apr 2023
Jen-Che Liao, Xiaojun Song and Hung-Jen Wang
National Chengchi University - Department of Economics, Peking University - Guanghua School of Management and National Taiwan University - Department of Economics
Downloads 73 (673,726)

Abstract:

Loading...

Inefficiency effects, Multiplier bootstrap, Semiparametric partially linear models, Significance tests, Stochastic frontier analysis

9.

Nonparametric Tests of Conditional Independence for Time Series

Number of pages: 53 Posted: 11 Oct 2021
Xiaojun Song and Haoyu Wei
Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 61 (739,051)

Abstract:

Loading...

Conditional CDFs; empirical processes; multiplier bootstrap; nonparametric regression; time series.

10.

Self-normalized tests for skewness, kurtosis, and normality for time series data 

Number of pages: 96 Posted: 06 Jun 2024 Last Revised: 18 Dec 2024
JunYi Peng-Zhou and Xiaojun Song
Dongbei University of Finance and Economics - Institute for Advanced Economic Research and Peking University - Guanghua School of Management
Downloads 28 (1,022,399)

Abstract:

Loading...

Skewness, Kutosis, Normality Testing, Self-Normalization