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 2022-08-19. Update your information in the RePEc Author Service.

Short-id: pzh72


Jump to Journal Articles

Working Papers

2021

  1. Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2019

  1. Hypothesis Testing Based on a Vector of Statistics
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2017

  1. A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2016

  1. Nonparametric Localized Bandwidth Selection for Kernel Density Estimation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
    See also Journal Article in Econometric Reviews (2019)

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 (2)
    See also Journal Article in Journal of Business & Economic Statistics (2019)

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 (1)
    See also Journal Article in Econometrics (2016)
  3. Gaussian kernel GARCH models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (7)

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 (7)

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)
    See also Journal Article in Annals of Actuarial Science (2011)
  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 (40)
  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 (8)
    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

2022

  1. Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
    Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 55-71 Downloads

2021

  1. A panel data model of length of stay in hospitals for hip replacements
    Econometric Reviews, 2021, 40, (7), 688-707 Downloads
  2. Bayesian estimation for a semiparametric nonlinear volatility model
    Economic Modelling, 2021, 98, (C), 361-370 Downloads

2020

  1. Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel
    Energy Economics, 2020, 86, (C) Downloads View citations (21)

2019

  1. Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models
    Journal of Business & Economic Statistics, 2019, 37, (1), 1-12 Downloads
    See also Working Paper (2015)
  2. Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach
    Journal of Productivity Analysis, 2019, 51, (1), 1-19 Downloads View citations (3)
  3. Nonparametric localized bandwidth selection for Kernel density estimation
    Econometric Reviews, 2019, 38, (7), 733-762 Downloads
    See also Working Paper (2016)
  4. Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model
    Energy Economics, 2019, 83, (C), 40-51 Downloads View citations (76)
  5. R&D intensity and carbon emissions in the G7: 1870–2014
    Energy Economics, 2019, 80, (C), 30-37 Downloads View citations (60)

2017

  1. A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model
    Energy Economics, 2017, 67, (C), 346-354 Downloads View citations (3)
  2. Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
    Energy Economics, 2017, 67, (C), 255-267 Downloads View citations (64)

2016

  1. Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
    Econometrics, 2016, 4, (2), 1-27 Downloads View citations (1)
    See also Working Paper (2013)

2015

  1. A new semiparametric test for superior predictive ability
    Empirical Economics, 2015, 48, (1), 389-405 Downloads
  2. A semiparametric panel approach to mortality modeling
    Insurance: Mathematics and Economics, 2015, 61, (C), 264-270 Downloads View citations (10)
  3. Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval
    Econometric Reviews, 2015, 34, (3), 394-412 Downloads View citations (1)
    See also Working Paper (2012)
  4. 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 (3)

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 (4)
    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 (5)
    See also Working Paper (2010)

2011

  1. A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations
    Annals of Actuarial Science, 2011, 5, (2), 181-193 Downloads View citations (1)
    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 (24)
    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 (13)
    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 (31)

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 View citations (1)

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 (46)
  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 (26)
    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 (4)
  2. Assessment of Local Influence in GARCH Processes
    Journal of Time Series Analysis, 2004, 25, (2), 301-313 Downloads View citations (10)

2002

  1. The Variance Ratio Test with Stable Paretian Errors
    Journal of Time Series Analysis, 2002, 23, (1), 117-126 Downloads View citations (2)
 
Page updated 2023-02-03