Fang Xu

Economics and Econometrics · with Cavaliere · 2010–2014

A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 15 citations into it; #20,456 of 23,481 by trust here, #13,596 by citations
• Finance — 9 citations into it
• Statistics and Probability — 7 citations into it

Whom Fang Xu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Giuseppe Cavaliere
2. Yoosoon Chang
3. Serena Ng
4. Hirotogu Akaike
5. Markku Lanne
6. Joon Y. Park
7. B. Hansen
8. Hirotugu Akaike
9. Pierre Perron
10. H. Luetkepohl

Who trusts Fang Xu overall

1. Xiaojie Xu
2. Helmut Lütkepohl

Papers from Fang Xu's perspective

Ordered by how strongly the researchers Fang Xu trusts endorse each paper. Same corpus, a different order for every researcher.

1. A Sieve Bootstrap For The Test Of A Unit Root
2. Testing for structural change in conditional models
3. Testing for unit roots in time series models with non-stationary volatility
4. HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Econometric Theory)
5. ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
6. Estimating the Dimension of a Model
7. STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME (Econometric Theory)
8. Tests for Unit Roots and the Initial Condition
9. BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Econometric Theory)
10. LIMITED TIME SERIES WITH A UNIT ROOT (Econometric Theory)

Their papers

• The role of the log transformation in forecasting economic variables (2010) — 293 citations
• Testing for unit roots in bounded time series (2014) — 114 citations