Ke-Li Xu
Statistics and Probability · 2006–2017
A researcher in the Science corpus: 5 papers; trusts 37 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 41 citations into it; #6,914 of 12,932 by trust here, #6,080 by citations
- Economics and Econometrics — 33 citations into it
- Finance — 26 citations into it; #8,068 of 10,518 by trust here, #7,575 by citations
- Education — 7 citations into it
- Management Science and Operations Research — 6 citations into it
Whom Ke-Li Xu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- J. Porter
- Tim Bollerslev
- Giuseppe Cavaliere
- Zongwu Cai
- Peter C. B. Phillips
- Jun Pan
- R. C. Merton
- Jianqing Fan
- F. Bandi
Who trusts Ke-Li Xu overall
- M. D. Cattaneo
- Giuseppe Cavaliere
- Federico A. Bugni
- Peter C. B. Phillips
- Alan M. Taylor
- Taisuke Otsu
Papers from Ke-Li Xu's perspective
Ordered by how strongly the researchers Ke-Li Xu trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Generalized likelihood ratio statistics and Wilks phenomenon
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Randomized experiments from non-random selection in U.S. House elections
- Estimation in the Regression Discontinuity Model
- Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
- A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors
- USING MAIMONIDES’ RULE TO ESTIMATE THE EFFECT OF CLASS SIZE ON SCHOLASTIC ACHIEVEMENT*
Their papers
- Regression discontinuity with categorical outcomes (2017) — 57 citations
- Estimation and Inference of Discontinuity in Density (2013) — 58 citations
- Inference in Autoregression under Heteroskedasticity (2006) — 97 citations
- Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications (2010) — 53 citations
- Adaptive Estimation of Autoregressive Models with Time-Varying Variances (2008) — 123 citations