Professor Zhijie Xiao
Department of Economics
Chestnut Hill, MA 02467 USA
Ph.D., Yale University, 1997
Joined the economics faculty, 2004
Downloadable Boston College Working Papers
Working Paper 762. Alev Atak (Queen Mary), Oliver Linton (London School of Economics) and Zhijie Xiao,
"A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom"
Working Paper 761. Zongwu Cai (University of North Carolina at Charlotte) and Zhijie Xiao, "Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients"
Working Paper 725. Zhijie Xiao and Roger Koenker (University of Illinois Urbana-Champaign), "Conditional Quantile Estimation for GARCH Models" (03/2009: PDF)
Working Paper 709. Ted Juhl (University of Kansas) and Zhijie Xiao, "Tests for Changing Mean with Monotonic Power" (06/2009: PDF)
Working Paper 708. Zhijie Xiao, "Quantile Cointegrating Regression" (01/2009: PDF)
Working Paper 691. Xiaohong Chen (Yale University), Roger Koenker (University of Illinois at Urbana-Champaign) and Zhijie Xiao, "Copula-Based Nonlinear Quantile Autoregression" (10/2008, PDF)
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