EconPapers    
Economics at your fingertips  
 

Details about Xibin Zhang

E-mail:
Homepage:http://users.monash.edu.au/~xzhang/
Phone:+61 3 99032130
Postal address:Department of Econometrics and Business Statistics, Monash University, 900 Dandenong Road, Caulfield East, VIC 3145, Australia
Workplace:Department of Econometrics and Business Statistics, Monash Business School, Monash University, (more information at EDIRC)

Access statistics for papers by Xibin Zhang.

Last updated 2017-02-15. Update your information in the RePEc Author Service.

Short-id: pzh72


Jump to Journal Articles

Working Papers

2015

  1. Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)

2014

  1. A Model Validation Procedure
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  2. 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 Downloads
  3. Semiparametric Localized Bandwidth Selection for Kernel Density Estimation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (3)

2013

  1. 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 Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2014)
  2. 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 Downloads View citations (2)
  3. Gaussian kernel GARCH models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (5)

2012

  1. 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 Downloads View citations (2)
    See also Journal Article in Econometric Reviews (2015)

2011

  1. A New Procedure For Multiple Testing Of Econometric Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (2)
  2. 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 Downloads View citations (2)
  3. Bayesian semiparametric GARCH models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (6)

2010

  1. 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 Downloads View citations (3)
  2. 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 Downloads View citations (2)
    See also Journal Article in Computational Statistics & Data Analysis (2012)

2007

  1. 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 Downloads View citations (5)
    See also Journal Article in Journal of Econometrics (2009)

2006

  1. 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 Downloads View citations (1)

2004

  1. Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
  2. 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 Downloads View citations (4)
    See also Journal Article in Journal of Empirical Finance (2008)

2003

  1. 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 Downloads View citations (39)
  2. 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 Downloads

2002

  1. 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 Downloads View citations (7)
    See also Journal Article in Computational Statistics & Data Analysis (2006)
  2. Estimation of Hyperbolic Diffusion Using MCMC Method
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (12)
  3. Influence Diagnostics in GARCH Processes
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

Journal Articles

2015

  1. A semiparametric panel approach to mortality modeling
    Insurance: Mathematics and Economics, 2015, 61, (C), 264-270 Downloads View citations (1)
  2. Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval
    Econometric Reviews, 2015, 34, (3), 394-412 Downloads
    See also Working Paper (2012)
  3. Bayesian estimation of a discrete response model with double rules of sample selection
    Computational Statistics & Data Analysis, 2015, 86, (C), 81-96 Downloads View citations (2)

2014

  1. 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 Downloads View citations (3)
    See also Working Paper (2013)

2012

  1. Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
    Computational Statistics & Data Analysis, 2012, 56, (3), 732-740 Downloads View citations (4)
    See also Working Paper (2010)

2010

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

2009

  1. 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 Downloads View citations (21)
    See also Working Paper (2007)

2008

  1. Box-Cox stochastic volatility models with heavy-tails and correlated errors
    Journal of Empirical Finance, 2008, 15, (3), 549-566 Downloads View citations (12)
    See also Working Paper (2004)
  2. 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 Downloads View citations (22)

2007

  1. Assessing dependence changes using nonparametric methods
    Applied Financial Economics Letters, 2007, 3, (6), 397-401 Downloads View citations (1)
  2. Country risk and the estimation of asset return distributions
    Quantitative Finance, 2007, 7, (3), 261-265 Downloads

2006

  1. A Bayesian approach to bandwidth selection for multivariate kernel density estimation
    Computational Statistics & Data Analysis, 2006, 50, (11), 3009-3031 Downloads View citations (38)
  2. A class of nonlinear stochastic volatility models and its implications for pricing currency options
    Computational Statistics & Data Analysis, 2006, 51, (4), 2218-2231 Downloads View citations (18)
    See also Working Paper (2002)

2005

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

2004

  1. A small-sample overlapping variance-ratio test
    Journal of Time Series Analysis, 2004, 25, (1), 127-135 Downloads View citations (3)
  2. Assessment of Local Influence in GARCH Processes
    Journal of Time Series Analysis, 2004, 25, (2), 301-313 Downloads View citations (10)
 
Page updated 2019-10-10