Ke-Li Xu
Names
| first: | Ke-Li |
| last: | Xu |
Contact
| email: | |
| homepage: | http://econweb.tamu.edu/keli/ |
Affiliations
-
Texas A&M University
→ Department of Economics
- website
- location: College Station, Texas (United States)
Research profile
author of:
-
Adaptive Estimation of Autoregressive Models with Time-Varying Variances
by Ke-Li Xu & Peter C. B. Phillips -
Tilted Nonparametric Estimation of Volatility Functions
by Peter C. B. Phillips & Ke-Li Xu -
Adaptive Estimation of Autoregressive Models with Time-Varying Variances
by Ke-Li Xu & Peter C. B. Phillips -
Inference in Autoregression under Heteroskedasticity
by Peter C. B. Phillips & Ke‐Li Xu -
Testing against nonstationary volatility in time series
by Xu, Ke-Li -
Bootstrapping Autoregression under Non-stationary Volatility
by Ke-Li Xu -
REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS
by Xu, Ke-Li -
Empirical likelihood-based inference for nonparametric recurrent diffusions
by Xu, Ke-Li -
Adaptive estimation of autoregressive models with time-varying variances
by Xu, Ke-Li & Phillips, Peter C. B. -
Empirical Likelihood for Regression Discontinuity Design
by Taisuke Otsu & Ke-Li Xu