Concepedia

Zhijie Xiao

ZX

49

Publications

3.5K

Citations

27

H-Index

1998

Active since

Affiliations

Boston College(Current)

University of Illinois Urbana-Champaign

Yale University

Tsinghua University

University of Kansas

Zhijie Xiao is an author at Boston College specializing in business, statistics, and econometrics.

Top concepts

BusinessStatisticsEconometricsFinanceEconomicsEngineeringStatistical InferenceMacroeconomicsEconomic AnalysisEstimation Theory

Publications per year

1998–2023

49

Publications

49

Quantile Autoregression

Roger Koenker, Zhijie Xiao · Journal of the American Statistical Association · 2006 · 611 citations

Autoregression Quantile Process, Econometric Model, Economics +12

Unit Root Quantile Autoregression Inference

Roger Koenker, Zhijie Xiao · Journal of the American Statistical Association · 2004 · 499 citations

Quantile Autoregression Estimator, Economics, Related Time Series +14

Quantile cointegrating regression

Zhijie Xiao · Journal of Econometrics · 2008 · 413 citations

Econometric Model, Economics, Business +5

A Primer on Unit Root Testing

Peter C.B. Phillips, Zhijie Xiao · Journal of Economic Surveys · 1998 · 267 citations

Unit Root Tests, Engineering, Verification +20

Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models

Zhijie Xiao, Roger Koenker · Journal of the American Statistical Association · 2009 · 162 citations

Econometric Model, Economics, Volatility Modeling +14

Rows per page

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