| On restricted edge-connectivity of graphs JM Xu, KL Xu Discrete Mathematics 243 (1-3), 291-298, 2002 | 107 | 2002 |
| Adaptive estimation of autoregressive models with time-varying variances KL Xu, PCB Phillips Journal of Econometrics 142 (1), 265-280, 2008 | 103 | 2008 |
| Inference in autoregression under heteroskedasticity PCB Phillips, KL Xu Journal of Time Series Analysis 27 (2), 289-308, 2006 | 90 | 2006 |
| Estimation and inference of discontinuity in density T Otsu, KL Xu, Y Matsushita Journal of Business & Economic Statistics 31 (4), 507-524, 2013 | 63 | 2013 |
| Regression discontinuity with categorical outcomes KL Xu Journal of Econometrics 201 (1), 1-18, 2017 | 52 | 2017 |
| Tilted nonparametric estimation of volatility functions with empirical applications KL Xu, PCB Phillips Journal of business & economic statistics 29 (4), 518-528, 2011 | 49 | 2011 |
| Bootstrapping autoregression under non‐stationary volatility KL Xu The Econometrics Journal 11 (1), 1-26, 2008 | 45 | 2008 |
| Empirical likelihood for regression discontinuity design T Otsu, KL Xu, Y Matsushita Journal of Econometrics 186 (1), 94-112, 2015 | 37 | 2015 |
| Testing for structural change under non‐stationary variances KL Xu The Econometrics Journal 18 (2), 274-305, 2015 | 29 | 2015 |
| Empirical likelihood-based inference for nonparametric recurrent diffusions KL Xu Journal of Econometrics 153 (1), 65-82, 2009 | 29 | 2009 |
| Powerful tests for structural changes in volatility KL Xu Journal of Econometrics 173 (1), 126-142, 2013 | 26 | 2013 |
| Reweighted functional estimation of diffusion models KL Xu Econometric Theory 26 (2), 541-563, 2010 | 25 | 2010 |
| Robustifying multivariate trend tests to nonstationary volatility KL Xu Journal of Econometrics 169 (2), 147-154, 2012 | 21 | 2012 |
| Testing for multiple-horizon predictability: Direct regression based versus implication based KL Xu The Review of Financial Studies 33 (9), 4403-4443, 2020 | 19 | 2020 |
| Nonparametric inference for conditional quantiles of time series KL Xu Econometric Theory 29 (4), 673-698, 2013 | 14 | 2013 |
| Model-Free Inference for Financial Risk Measures KL Xu Econometric Theory 32 (1), 122–153, 2016 | 10 | 2016 |
| Testing against nonstationary volatility in time series KL Xu Economics Letters 101 (3), 288-292, 2008 | 8 | 2008 |
| Power monotonicity in detecting volatility levels change KL Xu Economics Letters 121 (1), 64-69, 2013 | 7 | 2013 |
| Testing for return predictability with co-moving predictors of unknown form KL Xu Available at SSRN 3177313, 2016 | 6 | 2016 |
| Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility KL Xu, JC Yang Scandinavian Journal of Statistics 42 (1), 63-86, 2015 | 6 | 2015 |
Peter C. B. PhillipsYale UniversityVerified email at yale.edu
