Ke-Li XU
Ke-Li XU
Indiana University, Department of Economics
Verified email at indiana.edu - Homepage
TitleCited byYear
On restricted edge-connectivity of graphs
JM Xu, KL Xu
Discrete Mathematics 243 (1-3), 291-298, 2002
1012002
Adaptive estimation of autoregressive models with time-varying variances
KL Xu, PCB Phillips
Journal of Econometrics 142 (1), 265-280, 2008
692008
Inference in autoregression under heteroskedasticity
PCB Phillips, KL Xu
Journal of Time Series Analysis 27 (2), 289-308, 2006
622006
Estimation and inference of discontinuity in density
T Otsu, KL Xu, Y Matsushita
Journal of Business & Economic Statistics 31 (4), 507-524, 2013
452013
Tilted nonparametric estimation of volatility functions with empirical applications
KL Xu, PCB Phillips
Journal of business & economic statistics 29 (4), 518-528, 2011
372011
Bootstrapping autoregression under non‐stationary volatility
KL Xu
The Econometrics Journal 11 (1), 1-26, 2008
332008
Empirical likelihood-based inference for nonparametric recurrent diffusions
KL Xu
Journal of Econometrics 153 (1), 65-82, 2009
292009
Empirical likelihood for regression discontinuity design
T Otsu, KL Xu, Y Matsushita
Journal of Econometrics 186 (1), 94-112, 2015
282015
Reweighted functional estimation of diffusion models
KL Xu
Econometric Theory 26 (2), 541-563, 2010
222010
Regression discontinuity with categorical outcomes
KL Xu
Journal of Econometrics 201 (1), 1-18, 2017
202017
Testing for structural change under non‐stationary variances
KL Xu
The Econometrics Journal 18 (2), 274-305, 2015
182015
Powerful tests for structural changes in volatility
KL Xu
Journal of Econometrics 173 (1), 126-142, 2013
172013
Robustifying multivariate trend tests to nonstationary volatility
KL Xu
Journal of Econometrics 169 (2), 147-154, 2012
122012
Nonparametric inference for conditional quantiles of time series
KL Xu
Econometric Theory 29 (4), 673-698, 2013
82013
Testing against nonstationary volatility in time series
KL Xu
Economics Letters 101 (3), 288-292, 2008
72008
Model-free inference for tail risk measures
KL Xu
Econometric Theory 32 (1), 122-153, 2016
62016
Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility
KL Xu, JC Yang
Scandinavian Journal of Statistics 42 (1), 63-86, 2015
62015
Power monotonicity in detecting volatility levels change
KL Xu
Economics Letters 121 (1), 64-69, 2013
42013
Testing for return predictability with co-moving predictors of unknown form
KL Xu
Available at SSRN 3177313, 2016
32016
Bootstrapping autoregression under nonstationary volatility
KL Xu
Econometrics Journal 10, 1-27, 2007
32007
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Articles 1–20