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Ke-Li Xu

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This is information that was supplied by Ke-Li Xu in registering through RePEc. If you are Ke-Li Xu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ke-Li
Middle Name:
Last Name: Xu
Suffix:

RePEc Short-ID: pxu37

Email:
Homepage: http://econweb.tamu.edu/keli/
Postal Address:
Phone:

Affiliation

Department of Economics
Texas A&M University
Location: College Station, Texas (United States)
Homepage: http://econweb.tamu.edu/
Email:
Phone: (409)845-7351
Fax: (409)847-8757
Postal: Academic Building - West (Bush Complex) Room 3035, College Station, TX 77843-4228
Handle: RePEc:edi:detamus (more details at EDIRC)

Works

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Working papers

  1. Taisuke Otsu & Ke-Li Xu, 2011. "Empirical Likelihood for Regression Discontinuity Design," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1799, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips & Ke-Li Xu, 2007. "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1612, Cowles Foundation for Research in Economics, Yale University, revised Jul 2010.
  3. Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1585, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. Xu, Ke-Li, 2010. "Reweighted Functional Estimation Of Diffusion Models," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 26(02), pages 541-563, April.
  2. Xu, Ke-Li, 2009. "Empirical likelihood-based inference for nonparametric recurrent diffusions," Journal of Econometrics, Elsevier, Elsevier, vol. 153(1), pages 65-82, November.
  3. Ke-Li Xu, 2008. "Bootstrapping Autoregression under Non-stationary Volatility," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 11(1), pages 1-26, 03.
  4. Xu, Ke-Li, 2008. "Testing against nonstationary volatility in time series," Economics Letters, Elsevier, Elsevier, vol. 101(3), pages 288-292, December.
  5. Xu, Ke-Li & Phillips, Peter C.B., 2008. "Adaptive estimation of autoregressive models with time-varying variances," Journal of Econometrics, Elsevier, Elsevier, vol. 142(1), pages 265-280, January.
  6. Peter C. B. Phillips & Ke-Li Xu, 2006. "Inference in Autoregression under Heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 289-308, 03.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2006-10-28 2006-12-09 2007-06-23 2011-05-24. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2006-10-28 2006-12-09 2007-06-23. Author is listed
  3. NEP-ICT: Information & Communication Technologies (2) 2006-10-28 2006-12-09. Author is listed

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