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Selected Publications
Tsionas, M., V. Zelenyuk, and X. Zhang (2025), Goodness-of-fit in production models: A Bayesian perspective, European Journal of Operational Research, forthcoming.
Shang, H.L. and X. Zhang (2022), Bayesian bandwidth estimation for local linear fitting in nonparametric regression models, Studies in Nonlinear Dynamics & Econometrics, 26(1), 55-71.
Meng, Y., J. Gao, X. Zhang, and X. Zhao (2021), A panel data model of length of stay in hospitals for hip replacements, Econometric Reviews, 40(7), 688-707.
Hu, S., D.S. Poskitt, and X. Zhang (2021), Bayesian estimation for a semiparametric nonlinear volatility model, Economic Modelling, 98, 361-370.
King, M.L., X. Zhang, M. Akram (2020), Hypothesis testing based on a vector of statistics, Journal of Econometrics, 219(2), 425-455 [Free Access][Online supplementary document].
Cheng, T., J. Gao, and X. Zhang (2019), Bayesian bandwidth selection in nonparametric time-varying coefficient models, Journal of Business & Economic Statistics, 37(1), 1-12.
Feng, G., C. Wang, and X. Zhang (2019), Estimation of inefficiency in stochastic frontier models: A Bayesian kernel
approach, Journal of Productivity Analysis, 51(1), 1-19.
Cheng, T., J. Gao, and X. Zhang (2019), Nonparametric localized bandwidth selection for kernel density estimation, Econometric Reviews, 38(7), 733-762.
Chen, H., R. Smyth, and X. Zhang (2017), A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model, Energy Economics, 67, 346-354.
Zhang, X., M.L. King, and H.L. Shang (2016), Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors, Econometrics, 4(2), 24.
Zhang, R., B. Inder, and X. Zhang (2015), Bayesian estimation of a discrete response model with double rules of sample selection, Computational Statistics & Data Analysis, 86(1), 81-96.
Li, S., M. Silvapulle, P. Silvapulle, and X. Zhang (2015), Bayesian approaches to nonparametric estimation of densities on the unit interval, Econometric Reviews, 34(3), 394-412.
Zhang, X., M.L. King, and H.L. Shang (2014), A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density, Computational Statistics & Data Analysis, 78, 218-234.
Hu, S., D.S. Poskitt, and X. Zhang (2012), Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions, Computational Statistics & Data Analysis, 56, 732-740.
Liu, Q., D. Pitt, X. Zhang, and X. Wu (2011), A Bayesian approach to parameter estimation for kernel density estimation via transformations, Annals of Actuarial Science, 5(2), 181-193.
Zhang, X., R.D. Brooks and M.L. King (2009), A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation, Journal of Econometrics, 153, 21-32.
Zhang, X. and M.L. King (2008), Box-Cox stochastic volatility models with heavy-tails and correlated errors, Journal of Empirical Finance, 15, 549-566.
Brooks, R.D., X. Zhang, and E. Bissoondoyal-Bheenick (2007), Country risk and the estimation of asset return distributions, Quantitative Finance, 7, 261-265.
Yu, J., Z. Yang and X. Zhang (2006), A class of nonlinear stochastic volatility models and its implications for pricing currency options, Computational Statistics & Data Analysis, 51, 2218-2231.
Zhang, X., M.L. King and R.J. Hyndman (2006), A Bayesian approach to bandwidth selection for multivariate kernel density estimation, Computational Statistics & Data Analysis, 50, 3009-3031.
Tse, Y.K., X. Zhang, and J. Yu (2004), Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method, Quantitative Finance, 4, 158-169.
Papers submitted or work in progress
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