Volatility measurement with pockets of extreme return persistence TG Andersen, Y Li, V Todorov, B Zhou Journal of Econometrics 237 (2), 105048, 2023 | 24 | 2023 |
Semiparametrically point-optimal hybrid rank tests for unit roots B Zhou, R Van den Akker, BJM Werker The Annals of Statistics 47 (5), 2601-2638, 2019 | 7 | 2019 |
Semiparametric testing with highly persistent predictors BJM Werker, B Zhou Journal of Econometrics 227 (2), 347-370, 2022 | 6 | 2022 |
Supplement to B Zhou Available at SSRN 3449967, 2019 | 6 | 2019 |
A general semiparametric approach when innovation distribution is considered a nuisance parameter B Zhou Available at SSRN 3283676, 2018 | 1 | 2018 |
Hybrid Rank-Based Panel Unit Root Tests R Van den Akker, BJM Werker, B Zhou Available at SSRN 4613034, 2023 | | 2023 |
On Bounded Completeness and The -Denseness of Likelihood Ratios M Hallin, BJM Werker, B Zhou Sankhya A, 1-8, 2023 | | 2023 |
Semiparametrically Optimal Cointegration Test B Zhou arXiv preprint arXiv:2305.08880, 2023 | | 2023 |
Supplement to" A general semiparametric approach when innovation distribution is considered a nuisance parameter" B Zhou Supplement to" A general semiparametric approach when innovation …, 2021 | | 2021 |
Supplemental Appendix to'Semiparametrically Point-Optimal Hybrid Rank Tests for Unit Roots' B Zhou, R Van den Akker, BJM Werker Available at SSRN 3197859, 2018 | | 2018 |