Xibin Zhang

Monash University

Dr

900 Dandenong Road

Caulfield East, Victoria

Australia

http://users.monash.edu.au/~xzhang/

SCHOLARLY PAPERS

12

DOWNLOADS

409

CITATIONS
Rank 26,018

SSRN RANKINGS

Top 26,018

in Total Papers Citations

16

Scholarly Papers (12)

1.

Size and Power of Some Stochastic Dominance Tests: A Monte Carlo Study

Number of pages: 29 Posted: 06 Feb 2006 Last Revised: 22 Mar 2012
Hooi Hooi Lean, Wing-Keung Wong and Xibin Zhang
Universiti Sains Malaysia, Asia University, Department of Finance and Monash University
Downloads 77 (308,196)
Citation 9

Abstract:

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stochastic dominance, correlated distributions, grid points

2.

Semiparametric Localized Bandwidth Selection in Kernel Density Estimation

Number of pages: 45 Posted: 12 May 2014
Tingting Cheng, Jiti Gao and Xibin Zhang
Monash University, Monash University - Department of Econometrics & Business Statistics and Monash University
Downloads 61 (349,348)

Abstract:

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hyperparameter estimation; likelihood score; localized bandwidth

3.

Non- and Semi-Parametric Quantile Models for Recovery Rate

29th Australasian Finance and Banking Conference 2016
Number of pages: 42 Posted: 22 Aug 2016 Last Revised: 24 Aug 2016
Monash Business School, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and Monash University
Downloads 56 (364,225)

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Loss given default, Credit risk, Borrower characteristics, Nonlinear models, Local constant method

4.

Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models

Number of pages: 34 Posted: 14 Feb 2013
Tingting Cheng, Jiti Gao and Xibin Zhang
Monash University, Monash University - Department of Econometrics & Business Statistics and Monash University
Downloads 52 (376,850)
Citation 3

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Bayes factors, bandwidth, marginal likelihood, local linear estimator, random-walk Metropolis algorithm

5.

A Semiparametric Panel Approach to Mortality Modeling

Number of pages: 20 Posted: 21 Oct 2014
Han Li, Colin O'Hare and Xibin Zhang
Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and Monash University
Downloads 41 (415,225)
Citation 6

Abstract:

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Mortality, Semiparametric, Panel data, Forecasting

6.

A Panel Data Analysis of Hospital Variations in Length of Stay for Hip Replacements: Private Versus Public

Number of pages: 44 Posted: 30 Nov 2017
Yan Meng, Xueyan Zhao, Xibin Zhang and Jiti Gao
Monash University - Department of Economics, Monash University, Monash University and Monash University - Department of Econometrics & Business Statistics
Downloads 37 (431,112)
Citation 1

Abstract:

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Gibbs sampler, hierarchical random coefficients, length of stay, hospital ranking

7.

Assessment of Local Influence in GARCH Processes

Journal of Time Series Analysis, Vol. 25, No. 2, pp. 301-313, March 2004
Number of pages: 13 Posted: 18 Mar 2004
Xibin Zhang
Monash University
Downloads 28 (471,135)
Citation 1
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8.

A Semiparametric Panel Approach to Mortality Modeling

Insurance: Mathematics and Economics, Vol. 61, 2015
Number of pages: 7 Posted: 13 Feb 2016
Han Li, Colin O'Hare and Xibin Zhang
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), Monash University - Department of Econometrics & Business Statistics and Monash University
Downloads 21 (509,396)

Abstract:

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Mortality, Stochastic models, Semiparametric, Panel models, Forecasting

9.

A Small-Sample Overlapping Variance-Ratio Test

Journal of Time Series Analysis, Vol. 25, No. 1, pp. 127-135, January 2004
Number of pages: 9 Posted: 21 Mar 2004
Y. K. Tse, K. W. Ng and Xibin Zhang
National University of Singapore, The University of Hong Kong - Department of Statistics & Actuarial Science and Monash University
Downloads 14 (550,050)
Citation 3
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10.

The Variance Ratio Test with Stable Paretian Errors

Journal of Time Series Analysis, Vol. 23, No. 1, pp. 117-126, 2002
Number of pages: 10 Posted: 15 Dec 2002
Y. K. Tse and Xibin Zhang
National University of Singapore and Monash University
Downloads 13 (555,983)
Citation 1
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Monte Carlo experiment, random walk hypothesis, stable Paretian distribution, variance ration test

11.

Time-Varying Income and Price Elasticities for Energy Demand: Evidence from a Middle-Income (Primarily Non-OECD) Panel

USAEE Working Paper No. 19-413
Number of pages: 18 Posted: 28 Jun 2019
Brant Liddle, Russell Smyth and Xibin Zhang
Energy Studies Institute, NUS, Monash University - Department of Economics and Monash University
Downloads 6 (599,535)

Abstract:

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income elasticity, price elasticity, nonparametric panel data model, time-varying

12.

Influence Diagnostics for Multivariate GARCH Processes

Journal of Time Series Analysis, Vol. 31, Issue 4, pp. 278-291, July 2010
Number of pages: 14 Posted: 14 Jun 2010
Jonathan Dark, Xibin Zhang and Nan Qu
University of Melbourne, Monash University and affiliation not provided to SSRN
Downloads 3 (620,926)
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