Professor Zhijie Xiao is the newest member of the Boston College Department of Economics. A 1997 Ph.D. from Yale University, where he worked with Peter C.B. Phillips, Xiao has been a faculty member at the University of Illinois at Champaign-Urbana. His specialty is time series econometrics, in which he has published more than a dozen papers since 2001. His works include "Inference on the Quantile Regression Process" with Roger Koenker (Econometrica, 2002), "A CUSUM test for Cointegration using Regression Residuals", with Phillips (Journal of Econometrics, 2002), "Likelihood Based Inference in Trending Time Series with a Root near Unity" (Econometric Theory, 2001) and "Testing the Null Hypothesis of Stationarity against an Autoregressive Unit Root Alternative" (Journal of Time Series Analysis, 2001).
Professor Xiao will be teaching the first-year Ph.D. mathematical statistics course and the graduate time series course during the current academic year. We welcome Zhijie to Boston College.
08 Oct 2004