economics at boston college
Faculty and Staff Undergraduate Studies Graduate Studies Research Course Offerings Seminars Resources

Professor Zhijie Xiao

Department of Economics
Boston College
Chestnut Hill, MA 02467 USA
tel: 617.552.1709
fax: 617.552.2308
Internet: zhijie.xiao@bc.edu


Ph.D., Yale University, 1997
 
Joined the economics faculty, 2004

Research interests:

Econometrics

Current teaching:

Econometrics

Curriculum vitae

Research:

Link: Access Working Papers and Published Works via RePEc

Downloadable Boston College Working Papers

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)

 

EC home | BCinfo | directory | libraries | RePEc | weather
 
 
http://www.bc.edu/economics

Updated: 2009/11/11
Maintained: Department of Economics
URL: http://fmwww.bc.edu/ec/xiao.php
© 2009 The Trustees of Boston College.