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Details about Ke-Li Xu

E-mail:
Homepage:http://econweb.tamu.edu/keli/
Workplace:Department of Economics, Texas A&M University, (more information at EDIRC)

Access statistics for papers by Ke-Li Xu.

Last updated 2011-06-15. Update your information in the RePEc Author Service.

Short-id: pxu37


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Working Papers

2011

  1. Empirical Likelihood for Regression Discontinuity Design
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)

2010

  1. Tilted Nonparametric Estimation of Volatility Functions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)

2006

  1. Adaptive Estimation of Autoregressive Models with Time-Varying Variances
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2006) Downloads

    See also Journal Article in Journal of Econometrics (2008)

Journal Articles

2010

  1. REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS
    Econometric Theory, 2010, 26, (02), 541-563 Downloads View citations (5)

2009

  1. Empirical likelihood-based inference for nonparametric recurrent diffusions
    Journal of Econometrics, 2009, 153, (1), 65-82 Downloads View citations (9)

2008

  1. Adaptive estimation of autoregressive models with time-varying variances
    Journal of Econometrics, 2008, 142, (1), 265-280 Downloads View citations (22)
    See also Working Paper (2006)
  2. Bootstrapping Autoregression under Non-stationary Volatility
    Econometrics Journal, 2008, 11, (1), 1-26 Downloads View citations (11)
  3. Testing against nonstationary volatility in time series
    Economics Letters, 2008, 101, (3), 288-292 Downloads View citations (2)

2006

  1. Inference in Autoregression under Heteroskedasticity
    Journal of Time Series Analysis, 2006, 27, (2), 289-308 Downloads View citations (24)
 
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