Xibin Zhang
Personal Details
First Name: | Xibin |
Middle Name: | |
Last Name: | Zhang |
Suffix: | |
RePEc Short-ID: | pzh72 |
| |
http://users.monash.edu.au/~xzhang/ | |
Department of Econometrics and Business Statistics, Monash University, 900 Dandenong Road, Caulfield East, VIC 3145, Australia | |
+61 3 99032130 | |
Terminal Degree: | 2006 Department of Econometrics and Business Statistics; Monash Business School; Monash University (from RePEc Genealogy) |
Affiliation
Department of Econometrics and Business Statistics
Monash Business School
Monash University
Melbourne, Australiahttp://business.monash.edu/econometrics-and-business-statistics
RePEc:edi:dxmonau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Armin Pourkhanali & Jonathan Keith & Xibin Zhang, 2021. "Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics," Monash Econometrics and Business Statistics Working Papers 15/21, Monash University, Department of Econometrics and Business Statistics.
- Maxwell King & Xibin Zhang & Muhammad Akram, 2019.
"Hypothesis Testing Based on a Vector of Statistics,"
Monash Econometrics and Business Statistics Working Papers
30/19, Monash University, Department of Econometrics and Business Statistics.
- King, Maxwell L. & Zhang, Xibin & Akram, Muhammad, 2020. "Hypothesis testing based on a vector of statistics," Journal of Econometrics, Elsevier, vol. 219(2), pages 425-455.
- Yan Meng & Xueyan Zhao & Xibin Zhang & Jiti Gao, 2017. "A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public," Monash Econometrics and Business Statistics Working Papers 20/17, Monash University, Department of Econometrics and Business Statistics.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2016.
"Nonparametric Localized Bandwidth Selection for Kernel Density Estimation,"
Monash Econometrics and Business Statistics Working Papers
7/16, Monash University, Department of Econometrics and Business Statistics.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2019. "Nonparametric localized bandwidth selection for Kernel density estimation," Econometric Reviews, Taylor & Francis Journals, vol. 38(7), pages 733-762, August.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2015.
"Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models,"
Monash Econometrics and Business Statistics Working Papers
3/15, Monash University, Department of Econometrics and Business Statistics.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2019. "Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 1-12, January.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2014. "Semiparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 27/14, Monash University, Department of Econometrics and Business Statistics.
- Julia Polak & Maxwell L. King & Xibin Zhang, 2014. "A Model Validation Procedure," Monash Econometrics and Business Statistics Working Papers 21/14, Monash University, Department of Econometrics and Business Statistics.
- Haotian Chen & Xibin Zhang, 2014. "Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption," Monash Econometrics and Business Statistics Working Papers 28/14, Monash University, Department of Econometrics and Business Statistics.
- Xibin Zhang & Maxwell L. King, 2013. "Gaussian kernel GARCH models," Monash Econometrics and Business Statistics Working Papers 19/13, Monash University, Department of Econometrics and Business Statistics.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013.
"Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors,"
Monash Econometrics and Business Statistics Working Papers
13/13, Monash University, Department of Econometrics and Business Statistics.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016. "Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors," Econometrics, MDPI, vol. 4(2), pages 1-27, April.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013.
"A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density,"
Monash Econometrics and Business Statistics Working Papers
20/13, Monash University, Department of Econometrics and Business Statistics.
- Zhang, Xibin & King, Maxwell L. & Shang, Han Lin, 2014. "A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 218-234.
- Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2012.
"Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval,"
Monash Econometrics and Business Statistics Working Papers
3/12, Monash University, Department of Econometrics and Business Statistics.
- Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2015. "Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 394-412, March.
- Xibin Zhang & Maxwell L. King, 2011. "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers 24/11, Monash University, Department of Econometrics and Business Statistics.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2011. "Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers 10/11, Monash University, Department of Econometrics and Business Statistics.
- Maxwell L. King & Xibin Zhang & Muhammad Akram, 2011. "A New Procedure For Multiple Testing Of Econometric Models," Monash Econometrics and Business Statistics Working Papers 7/11, Monash University, Department of Econometrics and Business Statistics.
- Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu, 2010.
"A Bayesian approach to parameter estimation for kernel density estimation via transformations,"
Monash Econometrics and Business Statistics Working Papers
18/10, Monash University, Department of Econometrics and Business Statistics.
- Liu, Qing & Pitt, David & Zhang, Xibin & Wu, Xueyuan, 2011. "A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations," Annals of Actuarial Science, Cambridge University Press, vol. 5(2), pages 181-193, September.
- Shuowen Hu & D.S. Poskitt & Xibin Zhang, 2010.
"Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions,"
Monash Econometrics and Business Statistics Working Papers
21/10, Monash University, Department of Econometrics and Business Statistics.
- Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2012. "Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 732-740.
- Xibin Zhang & Robert D. Brooks & Maxwell L. King, 2007.
"A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation,"
Monash Econometrics and Business Statistics Working Papers
11/07, Monash University, Department of Econometrics and Business Statistics.
- Zhang, Xibin & Brooks, Robert D. & King, Maxwell L., 2009. "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Journal of Econometrics, Elsevier, vol. 153(1), pages 21-32, November.
- Param Silvapulle & Xibin Zhang, 2006. "Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures," Monash Econometrics and Business Statistics Working Papers 9/06, Monash University, Department of Econometrics and Business Statistics.
- Xibin Zhang & Maxwell L. King & Rob J. Hyndman, 2004.
"Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC,"
Monash Econometrics and Business Statistics Working Papers
9/04, Monash University, Department of Econometrics and Business Statistics.
- Rob L. Hyndman & Xibin Zhang & Maxwell L. King,, 2004. "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Econometric Society 2004 Australasian Meetings 120, Econometric Society.
- Xibin Zhang & Maxwell L. King, 2004.
"Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors,"
Monash Econometrics and Business Statistics Working Papers
26/04, Monash University, Department of Econometrics and Business Statistics.
- Zhang, Xibin & King, Maxwell L., 2008. "Box-Cox stochastic volatility models with heavy-tails and correlated errors," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 549-566, June.
- Y.K. Tse & Xibin Zhang, 2003. "A Monte Carlo Investigation of Some Tests for Stochastic Dominance," Monash Econometrics and Business Statistics Working Papers 7/03, Monash University, Department of Econometrics and Business Statistics.
- Xibin Zhang & Maxwell L. King, 2003. "Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation," Monash Econometrics and Business Statistics Working Papers 10/03, Monash University, Department of Econometrics and Business Statistics.
- Y.K. Tse & Xibin Zhang & Jun Yu, 2002.
"Estimation of Hyperbolic Diffusion Using MCMC Method,"
Monash Econometrics and Business Statistics Working Papers
18/02, Monash University, Department of Econometrics and Business Statistics.
- Tse, Y.K. & Zhang, Bill & Yu, Jun, 2002. "Estimation of Hyperbolic Diffusion using MCMC Method," Working Papers 182, Department of Economics, The University of Auckland.
- Xibin Zhang & Maxwell L. King, 2002. "Influence Diagnostics in GARCH Processes," Monash Econometrics and Business Statistics Working Papers 19/02, Monash University, Department of Econometrics and Business Statistics.
- Jun Yu & Zhenlin Yang & Xibin Zhang, 2002.
"A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options,"
Monash Econometrics and Business Statistics Working Papers
17/02, Monash University, Department of Econometrics and Business Statistics.
- Yu, Jun & Yang, Zhenlin & Zhang, Xibin, 2006. "A class of nonlinear stochastic volatility models and its implications for pricing currency options," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2218-2231, December.
Articles
- Shang Han Lin & Zhang Xibin, 2022. "Bayesian bandwidth estimation for local linear fitting in nonparametric regression models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 55-71, February.
- Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2021. "Bayesian estimation for a semiparametric nonlinear volatility model," Economic Modelling, Elsevier, vol. 98(C), pages 361-370.
- Yan Meng & Jiti Gao & Xibin Zhang & Xueyan Zhao, 2021. "A panel data model of length of stay in hospitals for hip replacements," Econometric Reviews, Taylor & Francis Journals, vol. 40(7), pages 688-707, August.
- Liddle, Brantley & Smyth, Russell & Zhang, Xibin, 2020. "Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel," Energy Economics, Elsevier, vol. 86(C).
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2019.
"Nonparametric localized bandwidth selection for Kernel density estimation,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(7), pages 733-762, August.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2016. "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 7/16, Monash University, Department of Econometrics and Business Statistics.
- Guohua Feng & Chuan Wang & Xibin Zhang, 2019. "Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach," Journal of Productivity Analysis, Springer, vol. 51(1), pages 1-19, February.
- Hailemariam, Abebe & Smyth, Russell & Zhang, Xibin, 2019. "Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model," Energy Economics, Elsevier, vol. 83(C), pages 40-51.
- Awaworyi Churchill, Sefa & Inekwe, John & Smyth, Russell & Zhang, Xibin, 2019. "R&D intensity and carbon emissions in the G7: 1870–2014," Energy Economics, Elsevier, vol. 80(C), pages 30-37.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2019.
"Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 1-12, January.
- Tingting Cheng & Jiti Gao & Xibin Zhang, 2015. "Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers 3/15, Monash University, Department of Econometrics and Business Statistics.
- Silvapulle, Param & Smyth, Russell & Zhang, Xibin & Fenech, Jean-Pierre, 2017. "Nonparametric panel data model for crude oil and stock market prices in net oil importing countries," Energy Economics, Elsevier, vol. 67(C), pages 255-267.
- Chen, Haotian & Smyth, Russell & Zhang, Xibin, 2017. "A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model," Energy Economics, Elsevier, vol. 67(C), pages 346-354.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2016.
"Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors,"
Econometrics, MDPI, vol. 4(2), pages 1-27, April.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers 13/13, Monash University, Department of Econometrics and Business Statistics.
- Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2015.
"Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval,"
Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 394-412, March.
- Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang, 2012. "Bayesian Approaches to Non-parametric Estimation of Densities on the Unit Interval," Monash Econometrics and Business Statistics Working Papers 3/12, Monash University, Department of Econometrics and Business Statistics.
- Li, Han & O’Hare, Colin & Zhang, Xibin, 2015. "A semiparametric panel approach to mortality modeling," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 264-270.
- Zhang, Rong & Inder, Brett A. & Zhang, Xibin, 2015. "Bayesian estimation of a discrete response model with double rules of sample selection," Computational Statistics & Data Analysis, Elsevier, vol. 86(C), pages 81-96.
- Zongwu Cai & Jiancheng Jiang & Jingshuang Zhang & Xibin Zhang, 2015. "A new semiparametric test for superior predictive ability," Empirical Economics, Springer, vol. 48(1), pages 389-405, February.
- Zhang, Xibin & King, Maxwell L. & Shang, Han Lin, 2014.
"A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density,"
Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 218-234.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers 20/13, Monash University, Department of Econometrics and Business Statistics.
- Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2012.
"Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 732-740.
- Shuowen Hu & D.S. Poskitt & Xibin Zhang, 2010. "Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions," Monash Econometrics and Business Statistics Working Papers 21/10, Monash University, Department of Econometrics and Business Statistics.
- Liu, Qing & Pitt, David & Zhang, Xibin & Wu, Xueyuan, 2011.
"A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations,"
Annals of Actuarial Science, Cambridge University Press, vol. 5(2), pages 181-193, September.
- Qing Liu & David Pitt & Xibin Zhang & Xueyuan Wu, 2010. "A Bayesian approach to parameter estimation for kernel density estimation via transformations," Monash Econometrics and Business Statistics Working Papers 18/10, Monash University, Department of Econometrics and Business Statistics.
- Jonathan Dark & Xibin Zhang & Nan Qu, 2010. "Influence diagnostics for multivariate GARCH processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(4), pages 278-291, July.
- Zhang, Xibin & Brooks, Robert D. & King, Maxwell L., 2009.
"A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation,"
Journal of Econometrics, Elsevier, vol. 153(1), pages 21-32, November.
- Xibin Zhang & Robert D. Brooks & Maxwell L. King, 2007. "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Monash Econometrics and Business Statistics Working Papers 11/07, Monash University, Department of Econometrics and Business Statistics.
- Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin, 2008. "The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(1), pages 30-48.
- Zhang, Xibin & King, Maxwell L., 2008.
"Box-Cox stochastic volatility models with heavy-tails and correlated errors,"
Journal of Empirical Finance, Elsevier, vol. 15(3), pages 549-566, June.
- Xibin Zhang & Maxwell L. King, 2004. "Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors," Monash Econometrics and Business Statistics Working Papers 26/04, Monash University, Department of Econometrics and Business Statistics.
- Robert Brooks & Xibin Zhang & Emawtee Bissoondoyal Bheenick, 2007. "Country risk and the estimation of asset return distributions," Quantitative Finance, Taylor & Francis Journals, vol. 7(3), pages 261-265.
- Yu, Jun & Yang, Zhenlin & Zhang, Xibin, 2006.
"A class of nonlinear stochastic volatility models and its implications for pricing currency options,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2218-2231, December.
- Jun Yu & Zhenlin Yang & Xibin Zhang, 2002. "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers 17/02, Monash University, Department of Econometrics and Business Statistics.
- Zhang, Xibin & King, Maxwell L. & Hyndman, Rob J., 2006. "A Bayesian approach to bandwidth selection for multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3009-3031, July.
- Xibin Zhang & Maxwell L. King, 2005. "Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 118-129, January.
- Y. K. Tse & K. W. Ng & Xibin Zhang, 2004. "A small‐sample overlapping variance‐ratio test," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(1), pages 127-135, January.
- Xibin Zhang, 2004. "Assessment of Local Influence in GARCH Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(2), pages 301-313, March.
- Y. K. Tse & X. B. Zhang, 2002.
"The Variance Ratio Test with Stable Paretian Errors,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 23(1), pages 117-126, January.
RePEc:taf:apfelt:v:3:y:2007:i:6:p:397-401 is not listed on IDEAS
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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 25 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.- NEP-ECM: Econometrics (22) 2002-12-10 2002-12-18 2002-12-18 2003-04-24 2003-05-29 2004-05-02 2004-12-12 2007-08-18 2010-10-30 2011-01-03 2011-06-18 2011-09-05 2011-11-21 2012-03-08 2013-11-16 2013-11-16 2014-12-19 2015-01-19 2015-03-05 2016-04-16 2020-01-20 2021-10-25. Author is listed
- NEP-ETS: Econometric Time Series (11) 2002-12-02 2002-12-17 2002-12-17 2003-05-29 2004-05-02 2004-12-12 2011-06-18 2011-11-21 2012-03-08 2013-11-16 2021-10-25. Author is listed
- NEP-FOR: Forecasting (7) 2011-09-05 2011-11-21 2013-06-30 2013-11-16 2013-11-16 2014-12-19 2021-10-25. Author is listed
- NEP-RMG: Risk Management (7) 2002-12-02 2002-12-17 2003-04-21 2003-05-29 2011-09-05 2011-11-21 2013-11-16. Author is listed
- NEP-ORE: Operations Research (6) 2011-09-05 2011-11-21 2015-01-19 2015-03-05 2020-01-20 2021-10-25. Author is listed
- NEP-CMP: Computational Economics (3) 2003-04-21 2003-05-29 2004-12-12
- NEP-FIN: Finance (2) 2004-12-12 2006-05-27
- NEP-FMK: Financial Markets (2) 2002-12-02 2006-05-27
- NEP-CFN: Corporate Finance (1) 2002-12-02
- NEP-ENE: Energy Economics (1) 2015-01-19
- NEP-HEA: Health Economics (1) 2018-02-26
- NEP-IFN: International Finance (1) 2002-12-02
- NEP-MFD: Microfinance (1) 2015-03-05
- NEP-SEA: South East Asia (1) 2006-05-27
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