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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)

School of Business
University of Alberta
Location: Edmonton, Canada
Homepage: http://www.business.ualberta.ca/
Email:
Phone: 780.492.5693
Fax: 780.492.3325
Postal: 3-23 Business Building, Edmonton, Alberta T6G 2R6
Handle: RePEc:edi:sbualca (registered authors at this institution)

Works

Working papers

Peter C.B. Phillips & Ke-Li Xu, 2007. "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers 1612, Cowles Foundation, Yale University. [Downloadable!]
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:
- Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers 1585R, Cowles Foundation, Yale University, revised Nov 2006. [Downloadable!]
Published as:
- Xu, Ke-Li & Phillips, Peter C.B., 2008. "Adaptive estimation of autoregressive models with time-varying variances," Journal of Econometrics, Elsevier, vol. 127(1), pages 265-280, January. [Downloadable!] (restricted)
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

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):

NEP-ECM: Econometrics (3) 2006-10-28 2006-12-09 2007-06-23 Author is listed
NEP-ETS: Econometric Time Series (3) 2006-10-28 2006-12-09 2007-06-23 Author is listed
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.