Economics Faculty Directory

Zhijie Xiao

Professor

Photo of Zhijie Xiao

Zhijie Xiao

Ph.D.

Contact

Maloney Hall 380

Telephone: 617-552-1709

Email: zhijie.xiao@bc.edu

ORCID

Education

  • B.Sc., University of China
  • M.Sc., University of China
  • M.A., Yale University
  • M.Ph., Yale University
  • Ph.D., Yale University

Courses

Econometrics

Expertise

  • Econometrics
  • Empirical Finance

external resources

Curriculum Vitae

Department

Economics

Selected Publications

"Right Tail Information in Financial Markets", 2014. Econometric Theory, 30:1, 94-126

"Quantile Autoregression", with R. Koenker, 2006. Journal of the American Statistical Association, 101, 980-990

"More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," with O. Linton, R. Carroll, and E. Mammen, 2003. Journal of the American Statistical Association, 98:464, 980-992

"Inference on The Quantile Regression Process," with R. Koenker, 2002. Econometrica, 70:4, 1583-1612

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