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Information about:
Ke-Li Xu

Personal Details | Affiliation | Works
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 RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors


Personal Details

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

RePEc Short-ID: pxu37

Email:
Homepage:
http://www.business.ualberta.ca/keli/
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

|
Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Peter C.B. Phillips & Ke-Li Xu, 2007. "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers 1612, Cowles Foundation, Yale University. [Downloadable!]

  2. Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers 1585, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:

    Published as:

  3. Z. Li & G. Chai & K.Xu, 1997. "Nonlinear wavelet smoothing of error distribution in a semi-parametric model," Discussion Paper Serie A 567, University of Bonn, Germany. [Downloadable!]


Articles

  1. Peter C. B. Phillips & Ke-Li Xu, 2006. "Inference in Autoregression under Heteroskedasticity," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(2), pages 289-308, 03. [Downloadable!] (restricted)


NEP Fields

3 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2006-10-28 2006-12-09 2007-06-23 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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This page was last updated on 2008-5-4.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.