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Zhijie Xiao

Personal Details

First Name:Zhijie
Middle Name:
Last Name:Xiao
Suffix:
RePEc Short-ID:pxi26
[This author has chosen not to make the email address public]
Terminal Degree:1997 Economics Department; Yale University (from RePEc Genealogy)

Affiliation

Department of Economics
Boston College

Chestnut Hill, Massachusetts (United States)
http://www.bc.edu/economics/
RePEc:edi:debocus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Wei Wang & Xiaodong Yan & Yanyan Ren & Zhijie Xiao, 2021. "Bi-integrative analysis of two-dimensional heterogeneous panel data model," Papers 2110.10480, arXiv.org.
  2. Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2021. "Bootstrap inference for panel data quantile regression," Papers 2111.03626, arXiv.org.
  3. Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Boston College Working Papers in Economics 994, Boston College Department of Economics.
  4. Xiaohong Chen & Zhijie Xiao & Bo Wang, 2020. "Copula-Based Time Series With Filtered Nonstationarity," Cowles Foundation Discussion Papers 2242, Cowles Foundation for Research in Economics, Yale University.
  5. Linton, O. & Xiao, Z., 2019. "Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity," Cambridge Working Papers in Economics 1907, Faculty of Economics, University of Cambridge.
  6. Zongwu Cai & Zhijie Xiao, 2010. "Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients," Boston College Working Papers in Economics 761, Boston College Department of Economics.
  7. Alev Atak & Oliver Linton & Zhijie Xiao, 2010. "A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom," Boston College Working Papers in Economics 762, Boston College Department of Economics.
  8. Ted Juhl & Zhijie Xiao, 2009. "Tests for Changing Mean with Monotonic Power," Boston College Working Papers in Economics 709, Boston College Department of Economics.
  9. Zhijie Xiao, 2009. "Quantile Cointegrating Regression," Boston College Working Papers in Economics 708, Boston College Department of Economics.
  10. Zhijie Xiao & Roger Koenker, 2009. "Conditional Quantile Estimation for GARCH Models," Boston College Working Papers in Economics 725, Boston College Department of Economics.
  11. Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-Based Nonlinear Quantile Autoregression," Boston College Working Papers in Economics 691, Boston College Department of Economics.
  12. Xiao, Zhijie & Lima, Luiz Renato Regis de Oliveira, 2006. "Testing covariance stationarity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 632, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  13. Zhijie Xiao & Anil K. Bera & Aurobindo Ghosh, 2004. "Smooth Test For Testing Equality Of Two Densities," Econometric Society 2004 Far Eastern Meetings 714, Econometric Society.
  14. Xiao, Zhijie & Lima, Luiz Renato Regis de Oliveira, 2004. "Purchasing power parity and the unit root tests: a robust analysis," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 552, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  15. Lima, Luiz Renato Regis de Oliveira & Xiao, Zhijie, 2004. "Do shocks permanently change output? : Local persistency in economic time series," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 529, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  16. Luiz Renato Lima & Zhijie Xiao, 2004. "Testing Unit Root Based on Partially Adaptive Estimation," Econometric Society 2004 Latin American Meetings 63, Econometric Society.
  17. Lima, Luiz Renato Regis de Oliveira & Xiao, Zhijie, 2004. "Robustness of stationary tests under long-memory alternatives," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 541, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  18. Xiao, Qifang & Xiao, Zhijie, 2003. "Estimating Average Economic Growth in Time Series Data with Persistency," Working Papers 03-0111, University of Illinois at Urbana-Champaign, College of Business.
  19. Peter C.B. Phillips & Binbin Guo & Zhijie Xiao, 2002. "Efficient Regression in Time Series Partial Linear Models," Cowles Foundation Discussion Papers 1363, Cowles Foundation for Research in Economics, Yale University.
  20. Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," Cowles Foundation Discussion Papers 1375, Cowles Foundation for Research in Economics, Yale University.
  21. Ted Juhl & Zhijie Xiao, 2002. "Partially Linear Models with Unit Roots," Cowles Foundation Discussion Papers 1359, Cowles Foundation for Research in Economics, Yale University.
  22. Linton, Oliver Bruce & Xiao, Zhijie, 2001. "A nonparametric regression estimator that adapts to error distribution of unknown form," SFB 373 Discussion Papers 2001,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  23. Zhijie Xiao & Peter C.B. Phillips, 2001. "A CUSUM Test for Cointegration Using Regression Residuals," Cowles Foundation Discussion Papers 1329, Cowles Foundation for Research in Economics, Yale University.
  24. Linton, Oliver & Xiao, Zhijie, 2001. "Second-order approximation for adaptive regression estimators," LSE Research Online Documents on Economics 317, London School of Economics and Political Science, LSE Library.
  25. Ted Juhl & Zhijie Xiao, 2000. "N-Consistent Semiparametric Regression: Partially Linear Models with Unit Roots," Econometric Society World Congress 2000 Contributed Papers 1532, Econometric Society.
  26. Peter C.B. Phillips & Zhijie Xiao, 1998. "A Primer on Unit Root Testing," Cowles Foundation Discussion Papers 1189, Cowles Foundation for Research in Economics, Yale University.
  27. Zhijie Xiao & Peter C.B. Phillips, 1998. "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," Cowles Foundation Discussion Papers 1192, Cowles Foundation for Research in Economics, Yale University.
  28. Peter C.B. Phillips & Hyungsik R. Moon & Zhijie Xiao, 1998. "How to Estimate Autoregressive Roots Near Unity," Cowles Foundation Discussion Papers 1191, Cowles Foundation for Research in Economics, Yale University.
  29. Zhijie Xiao & Peter C.B. Phillips, 1997. "An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy," Cowles Foundation Discussion Papers 1161, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. Tong Li & Esfandiar Maasoumi & Zhijie Xiao, 2021. "Econometric Reviews Honors Cheng Hsiao," Econometric Reviews, Taylor & Francis Journals, vol. 40(6), pages 535-539, February.
  2. Qiuling Hua & Zhijie Xiao & Hongtao Zhou, 2021. "Right tail information and asset pricing," Econometric Reviews, Taylor & Francis Journals, vol. 40(8), pages 728-749, September.
  3. Esfandiar Maasoumi & Zhijie Xiao, 2020. "Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician," Econometric Reviews, Taylor & Francis Journals, vol. 39(7), pages 649-654, August.
  4. Chuanliang Jiang & Esfandiar Maasoumi & Zhijie Xiao, 2020. "Quantile aggregation and combination for stock return prediction," Econometric Reviews, Taylor & Francis Journals, vol. 39(7), pages 715-743, August.
  5. Xie, Fang & Xiao, Zhijie, 2020. "Consistency of ℓ1 penalized negative binomial regressions," Statistics & Probability Letters, Elsevier, vol. 165(C).
  6. Linton, Oliver & Xiao, Zhijie, 2019. "Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity," Journal of Econometrics, Elsevier, vol. 213(2), pages 608-631.
  7. Xiao, Zhijie & Xu, Lan, 2019. "What do mean impacts miss? Distributional effects of corporate diversification," Journal of Econometrics, Elsevier, vol. 213(1), pages 92-120.
  8. Jilin Wu & Zhijie Xiao, 2018. "A Powerful Test for Changing Trends in Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(4), pages 488-501, July.
  9. Jilin Wu & Zhijie Xiao, 2018. "Testing for changing volatility," Econometrics Journal, Royal Economic Society, vol. 21(2), pages 192-217, June.
  10. Seonjin Kim & Zhibiao Zhao & Zhijie Xiao, 2018. "Efficient estimation for time-varying coefficient longitudinal models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(3), pages 680-702, July.
  11. Fang Xie & Zhijie Xiao, 2018. "Square†Root LASSO for High†Dimensional Sparse Linear Systems with Weakly Dependent Errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(2), pages 212-238, March.
  12. Yao Zheng & Qianqian Zhu & Guodong Li & Zhijie Xiao, 2018. "Hybrid quantile regression estimation for time series models with conditional heteroscedasticity," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 80(5), pages 975-993, November.
  13. Chung-Ming Kuan & Christos Michalopoulos & Zhijie Xiao, 2017. "Quantile Regression on Quantile Ranges – A Threshold Approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(1), pages 99-119, January.
  14. Ng, Pin & Wong, Wing-Keung & Xiao, Zhijie, 2017. "Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency," European Journal of Operational Research, Elsevier, vol. 261(2), pages 666-678.
  15. Kemal Guler & Pin T. Ng & Zhijie Xiao, 2017. "Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(6), pages 651-679, September.
  16. Dan Bernhardt & Chi Wan & Zhijie Xiao, 2016. "The Reluctant Analyst," Journal of Accounting Research, Wiley Blackwell, vol. 54(4), pages 987-1040, September.
  17. Bera, Anil K. & Galvao, Antonio F. & Wang, Liang & Xiao, Zhijie, 2016. "A New Characterization Of The Normal Distribution And Test For Normality," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1216-1252, October.
  18. Javier Alejo & Anil Bera & Antonio Galvao & Gabriel Montes-Rojas & Zhijie Xiao, 2016. "Tests for normality based on the quantile-mean covariance," Stata Journal, StataCorp LP, vol. 16(4), pages 1039-1057, December.
  19. Jin, Sainan & Su, Liangjun & Xiao, Zhijie, 2015. "Adaptive Nonparametric Regression With Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1153-1191, December.
  20. Zhao, Zhibiao & Xiao, Zhijie, 2014. "Efficient Regressions Via Optimally Combining Quantile Information," Econometric Theory, Cambridge University Press, vol. 30(6), pages 1272-1314, December.
  21. Hongtao Guo & Zhijie Xiao, 2014. "A Note on Covariance Matrix Estimation in Quantile Regressions," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 9(2), pages 165-173, June.
  22. Xiao, Zhijie, 2014. "Right-Tail Information In Financial Markets," Econometric Theory, Cambridge University Press, vol. 30(1), pages 94-126, February.
  23. Xiao, Zhijie, 2014. "Unit Roots: A Selective Review Of The Contributions Of Peter C. B. Phillips," Econometric Theory, Cambridge University Press, vol. 30(4), pages 775-814, August.
  24. Linton, Oliver & Xiao, Zhijie, 2013. "Estimation Of And Inference About The Expected Shortfall For Time Series With Infinite Variance," Econometric Theory, Cambridge University Press, vol. 29(4), pages 771-807, August.
  25. Bera, Anil K. & Ghosh, Aurobindo & Xiao, Zhijie, 2013. "A Smooth Test For The Equality Of Distributions," Econometric Theory, Cambridge University Press, vol. 29(2), pages 419-446, April.
  26. Juhl, Ted & Xiao, Zhijie, 2013. "Nonparametric Tests Of Moment Condition Stability," Econometric Theory, Cambridge University Press, vol. 29(1), pages 90-114, February.
  27. Hongtao Guo & Miranda S. Lam & Guojun Wu & Zhijie Xiao, 2013. "Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(2), pages 1-15.
  28. Cai, Zongwu & Xiao, Zhijie, 2012. "Semiparametric quantile regression estimation in dynamic models with partially varying coefficients," Journal of Econometrics, Elsevier, vol. 167(2), pages 413-425.
  29. Xiao, Zhijie, 2012. "Robust inference in nonstationary time series models," Journal of Econometrics, Elsevier, vol. 169(2), pages 211-223.
  30. Hong Li & Zhijie Xiao, 2012. "Weak instrument inference in the presence of parameter instability," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 395-419, October.
  31. Atak, Alev & Linton, Oliver & Xiao, Zhijie, 2011. "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Journal of Econometrics, Elsevier, vol. 164(1), pages 92-115, September.
  32. Luiz Renato Lima & Zhijie Xiao, 2010. "Is there long memory in financial time series?," Applied Financial Economics, Taylor & Francis Journals, vol. 20(6), pages 487-500.
  33. Lima Luiz Renato & Xiao Zhijie, 2010. "Testing Unit Root Based on Partially Adaptive Estimation," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-34, June.
  34. Juhl, Ted & Xiao, Zhijie, 2009. "Tests for changing mean with monotonic power," Journal of Econometrics, Elsevier, vol. 148(1), pages 14-24, January.
  35. Xiao, Zhijie, 2009. "Functional-coefficient cointegration models," Journal of Econometrics, Elsevier, vol. 152(2), pages 81-92, October.
  36. Lima, Luiz Renato & Moreira, Marcelo & Porter, Jack & Xiao, Zhijie, 2009. "Nonparametric and robust methods in econometrics," Journal of Econometrics, Elsevier, vol. 152(2), pages 79-80, October.
  37. Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2009. "Copula-based nonlinear quantile autoregression," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 50-67, January.
  38. Xiao, Zhijie, 2009. "Quantile cointegrating regression," Journal of Econometrics, Elsevier, vol. 150(2), pages 248-260, June.
  39. Xiao, Zhijie, 2009. "COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor," Econometric Theory, Cambridge University Press, vol. 25(3), pages 654-657, June.
  40. Xiao, Zhijie & Koenker, Roger, 2009. "Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1696-1712.
  41. Su, Liangjun & Xiao, Zhijie, 2008. "Testing for parameter stability in quantile regression models," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2768-2775, November.
  42. Linton, Oliver & Xiao, Zhijie, 2007. "A Nonparametric Regression Estimator That Adapts To Error Distribution Of Unknown Form," Econometric Theory, Cambridge University Press, vol. 23(3), pages 371-413, June.
  43. Zhijie Xiao & Luiz Renato Lima, 2007. "Testing Covariance Stationarity," Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 643-667.
  44. Lima, Luiz Renato & Xiao, Zhijie, 2007. "Do shocks last forever? Local persistency in economic time series," Journal of Macroeconomics, Elsevier, vol. 29(1), pages 103-122, March.
  45. Koenker, Roger & Xiao, Zhijie, 2006. "Rejoinder," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1002-1006, September.
  46. Koenker, Roger & Xiao, Zhijie, 2006. "Quantile Autoregression," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 980-990, September.
  47. Juhl, Ted & Xiao, Zhijie, 2005. "A nonparametric test for changing trends," Journal of Econometrics, Elsevier, vol. 127(2), pages 179-199, August.
  48. Juhl, Ted & Xiao, Zhijie, 2005. "Partially Linear Models With Unit Roots," Econometric Theory, Cambridge University Press, vol. 21(5), pages 877-906, October.
  49. Juhl, Ted & Xiao, Zhijie, 2005. "Testing for cointegration using partially linear models," Journal of Econometrics, Elsevier, vol. 124(2), pages 363-394, February.
  50. Roger Koenker & Zhijie Xiao, 2004. "Unit Root Quantile Autoregression Inference," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 775-787, January.
  51. Xiao, Zhijie, 2004. "Estimating average economic growth in time series data with persistency," Journal of Macroeconomics, Elsevier, vol. 26(4), pages 699-724, December.
  52. Juhl, Ted & Xiao, Zhijie, 2003. "Power Functions And Envelopes For Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 19(2), pages 240-253, April.
  53. Xiao, Zhijie, 2003. "Note on bandwidth selection in testing for long range dependence," Economics Letters, Elsevier, vol. 78(1), pages 33-39, January.
  54. Xiao Z. & Linton O.B. & Carroll R.J. & Mammen E., 2003. "More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 980-992, January.
  55. Roger Koenker & Zhijie Xiao, 2002. "Inference on the Quantile Regression Process," Econometrica, Econometric Society, vol. 70(4), pages 1583-1612, July.
  56. Zhijie Xiao & Oliver Linton, 2002. "A Nonparametric Prewhitened Covariance Estimator," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(2), pages 215-250, March.
  57. Xiao, Zhijie & Phillips, Peter C. B., 2002. "A CUSUM test for cointegration using regression residuals," Journal of Econometrics, Elsevier, vol. 108(1), pages 43-61, May.
  58. Wu, Guojun & Xiao, Zhijie, 2002. "A generalized partially linear model of asymmetric volatility," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 287-319, August.
  59. Xiao, Zhijie & Phillips, Peter C. B., 2002. "Higher order approximations for Wald statistics in time series regressions with integrated processes," Journal of Econometrics, Elsevier, vol. 108(1), pages 157-198, May.
  60. Zhijie Xiao, 2001. "Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(1), pages 87-105, January.
  61. Linton, Oliver & Xiao, Zhijie, 2001. "Second-Order Approximation For Adaptive Regression Estimators," Econometric Theory, Cambridge University Press, vol. 17(5), pages 984-1024, October.
  62. Xiao, Zhijie, 2001. "Likelihood-Based Inference In Trending Time Series With A Root Near Unity," Econometric Theory, Cambridge University Press, vol. 17(6), pages 1082-1112, December.
  63. Hongyi Li & Zhijie Xiao, 2001. "Bootstrapping Time Series Regressions with Integrated Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(4), pages 461-480, July.
  64. Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001. "How To Estimate Autoregressive Roots Near Unity," Econometric Theory, Cambridge University Press, vol. 17(1), pages 29-69, February.
  65. Li, Hongyi & Xiao, Zhijie, 2000. "On bootstrapping regressions with unit root processes," Statistics & Probability Letters, Elsevier, vol. 48(3), pages 261-267, July.
  66. Xiao, Zhijie, 1999. "A residual based test for the null hypothesis of cointegration," Economics Letters, Elsevier, vol. 64(2), pages 133-141, August.
  67. Xiao, Zhijie & Phillips, Peter C.B., 1999. "Efficient Detrending In Cointegrating Regression," Econometric Theory, Cambridge University Press, vol. 15(4), pages 519-548, August.
  68. Xiao, Zhijie & Phillips, Peter C. B., 1998. "Higher-order approximations for frequency domain time series regression," Journal of Econometrics, Elsevier, vol. 86(2), pages 297-336, June.
  69. Peter C. B. Phillips & Zhijie Xiao, 1998. "A Primer on Unit Root Testing," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-470, December.

    RePEc:eme:jrfpps:v:8:y:2007:i:2:p:166-185 is not listed on IDEAS

Chapters

  1. Chi Wan & Zhijie Xiao, 2014. "Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 713-749, Emerald Group Publishing Limited.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Simple Impact Factor
  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors
  12. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  17. Number of Journal Pages
  18. Number of Journal Pages, Weighted by Simple Impact Factor
  19. Number of Journal Pages, Weighted by Recursive Impact Factor
  20. Number of Journal Pages, Weighted by Number of Authors
  21. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  22. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  23. Euclidian citation score
  24. Closeness measure in co-authorship network
  25. Betweenness measure in co-authorship network
  26. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (19) 2001-09-10 2002-10-18 2004-06-09 2004-06-09 2006-12-01 2008-10-07 2008-10-21 2008-10-28 2009-04-05 2009-07-03 2009-07-03 2009-11-21 2010-04-24 2010-11-27 2019-02-04 2020-03-23 2020-07-27 2021-10-25 2021-11-15. Author is listed
  2. NEP-ETS: Econometric Time Series (15) 2002-10-18 2004-06-02 2004-06-02 2004-06-02 2004-08-16 2006-12-01 2008-10-21 2008-10-28 2009-04-05 2009-07-03 2009-07-03 2009-11-21 2010-11-27 2019-02-04 2020-07-27. Author is listed
  3. NEP-ORE: Operations Research (7) 2008-10-21 2008-10-28 2009-11-21 2020-04-13 2020-07-27 2021-06-14 2021-10-25. Author is listed
  4. NEP-RMG: Risk Management (4) 2002-10-18 2009-11-21 2020-03-23 2020-04-13
  5. NEP-ENE: Energy Economics (2) 2010-04-24 2010-11-27
  6. NEP-ENV: Environmental Economics (2) 2010-04-24 2010-11-27
  7. NEP-IFN: International Finance (1) 2004-08-16

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