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Research Output 2001 2019

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2019

Bayesian bandwidth estimation in nonparametric time-varying coefficient models

Cheng, T., Gao, J. & Zhang, X., Jan 2019, In : Journal of Business and Economic Statistics. 37, 1, p. 1-12 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach

Feng, G., Wang, C. & Zhang, X., 15 Feb 2019, In : Journal of Productivity Analysis. 51, 1, p. 1-19 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonparametric localized bandwidth selection for kernel density estimation

Cheng, T., Gao, J. & Zhang, X., 2019, In : Econometric Reviews. 38, 7, p. 733-762 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Oil prices and economic policy uncertainty: evidence from a nonparametric panel data model

Hailemariam, A., Smyth, R. & Zhang, X., Sep 2019, In : Energy Economics. 83, p. 40-51 12 p.

Research output: Contribution to journalArticleResearchpeer-review

R&D intensity and carbon emissions in the G7: 1870–2014

Awaworyi Churchill, S., Inekwe, J., Smyth, R. & Zhang, X., 1 May 2019, In : Energy Economics. 80, p. 30-37 8 p.

Research output: Contribution to journalArticleResearchpeer-review

2017

A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model

Chen, H., Smyth, R. & Zhang, X., 1 Sep 2017, In : Energy Economics. 67, p. 346-354 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonparametric panel data model for crude oil and stock market prices in net oil importing countries

Silvapulle, P., Smyth, R., Zhang, X. & Fenech, J-P., Sep 2017, In : Energy Economics. 67, p. 255-267 13 p.

Research output: Contribution to journalArticleResearchpeer-review

2016

Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors

Zhang, X., King, M. L. & Shang, H. L., 2016, In : Econometrics. 4, 2, 27 p., 24.

Research output: Contribution to journalArticleResearchpeer-review

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2015

A new semiparametric test for superior predictive ability

Cai, Z., Jiang, J., Zhang, J. & Zhang, X., 2015, In : Empirical Economics. 48, 1, p. 389 - 405 17 p.

Research output: Contribution to journalArticleResearchpeer-review

A semiparametric panel approach to mortality modeling

Li, H., O'Hare, C. & Zhang, X., 2015, In : Insurance: Mathematics and Economics. 61, p. 264 - 270 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Bayesian approaches to nonparametric estimation of densities on the unit interval

Li, S., Silvapulle, M. J., Silvapulle, P. & Zhang, X., 2015, In : Econometric Reviews. 34, 3, p. 394 - 412 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Bayesian estimation of a discrete response model with double rules of sample selection

Zhang, R., Inder, B. A. & Zhang, X., 2015, In : Computational Statistics and Data Analysis. 86, p. 81 - 96 16 p.

Research output: Contribution to journalArticleResearchpeer-review

2014

A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density

Zhang, X., King, M. L. & Shang, H. L., 2014, In : Computational Statistics and Data Analysis. 78, p. 218 - 234 17 p.

Research output: Contribution to journalArticleResearchpeer-review

2012

Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions

Hu, S., Poskitt, D. S. & Zhang, X., 2012, In : Computational Statistics and Data Analysis. 56, 3, p. 732 - 740 9 p.

Research output: Contribution to journalArticleResearchpeer-review

2011

A Bayesian approach to parameter estimation for kernel density estimation via transformations

Liu, Q., Pitt, D., Zhang, X. & Wu, X., 2011, In : Annals of Actuarial Science. 5, 2, p. 181 - 193 13 p.

Research output: Contribution to journalArticleResearchpeer-review

2010

Influence diagnostics for multivariate GARCH processes

Dark, J. G., Zhang, X. & Qu, N., 2010, In : Journal of Time Series Analysis. 31, 4, p. 278 - 291 14 p.

Research output: Contribution to journalArticleResearchpeer-review

2009
2008

Box-Cox stochastic volatility models with heavy-tails and correlated errors

Zhang, X. & King, M. L., 2008, In : Journal of Empirical Finance. 15, 3, p. 549 - 566 18 p.

Research output: Contribution to journalArticleResearchpeer-review

The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions

Lean, H. H., Wong, W-K. & Zhang, X., 2008, In : Mathematics and Computers in Simulation. 79, 1, p. 30 - 48 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2007

Assessing dependence changes using nonparametric methods

Silvapulle, P. & Zhang, X., 2007, In : Applied Financial Economics Letters. 3, 6, p. 397 - 401 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Country risk and the estimation of asset return distributions

Brooks, R. D., Zhang, X. & Bissoondoyal-Bheenick, E., 2007, In : Quantitative Finance. 7, 3, p. 261 - 265 5 p.

Research output: Contribution to journalArticleResearchpeer-review

2006

A Bayesian approach to bandwidth selection for multivariate kernel density estimation

Zhang, X., King, M. L. & Hyndman, R. J., 2006, In : Computational Statistics and Data Analysis. 50, 11, p. 3009 - 3031 23 p.

Research output: Contribution to journalArticleResearchpeer-review

A class of nonlinear stochastic volatility models and its implications for pricing currency options

Yu, J., Yang, Z. & Zhang, X., 2006, In : Computational Statistics and Data Analysis. 51, 4, p. 2218 - 2231 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Smoothing spline based tests for non-linearity in a partially linear model

Pitrun, I., King, M. L. & Zhang, X., 2006, In : Journal of Statistical Planning and Inference. 136, 8, p. 2446 - 2469 24 p.

Research output: Contribution to journalArticleResearchpeer-review

2005

Influence diagnostics in generalized autoregressive conditional heteroscedasticity processes

Zhang, X. & King, M. L., 2005, In : Journal of Business and Economic Statistics. 23, 1, p. 118 - 129 12 p.

Research output: Contribution to journalArticleResearchpeer-review

2004

A Monte Carlo investigation of some tests for stochastic dominance

Tse, Y. K. & Zhang, X., 2004, In : Journal of Statistical Computation and Simulation. 74, 5, p. 361 - 378 18 p.

Research output: Contribution to journalArticleResearchpeer-review

A small-sample overlapping variance-ratio test

Tse, Y. K., Ng, K. W. & Zhang, X., 2004, In : Journal of Time Series Analysis. 25, 1, p. 127 - 135 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Assessment of local influence in GARCH processes

Zhang, X., 2004, In : Journal of Time Series Analysis. 25, 2, p. 301 - 313 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method

Tse, Y. K., Zhang, X. & Yu, J., 2004, In : Quantitative Finance. 4, 2, p. 158 - 169 12 p.

Research output: Contribution to journalArticleResearchpeer-review

2003

Structural change and lead-lag relationship between the Nikkei spot index and futures price: a genetic programming approach

Lien, D., Tse, Y. K. & Zhang, X., 2003, In : Quantitative Finance. 3, 2, p. 136 - 144 9 p.

Research output: Contribution to journalArticleResearchpeer-review

2002

The variance ratio test wih stable Paretian errors

Tse, Y. K. & Zhang, X., 2002, In : Journal of Time Series Analysis. 23, 1, p. 117 - 126 10 p.

Research output: Contribution to journalArticleResearchpeer-review

2001

Local influence on bandwidth estimation for kernel smoothing

Zhang, X. & Tse, Y. K., 2001, In : Journal of Statistical Computation and Simulation. 70, 4, p. 349 - 370 22 p.

Research output: Contribution to journalArticleResearchpeer-review