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Research Interest
Testing specification of distribution in stochastic frontier analysis (with M.-Y. Cheng, S. Wang and L. Xia), Journal of Econometrics, 2024, 105280.
Does economic growth cause energy intensity of well-being in the very long run? Semi-parametric evidence for selected OECD countries (with H. C. Le, R. Smyth and M. Bhattacharya), Energy Economics, 2024, 107889.
A nonparametric panel data model for examining the contribution of tourism to economic growth (with Ergun Dogan), Economic Modelling, 2023, 128, 106487
A flexible method for estimating luminosity functions via kernel density estimation - II. Generalization and Python code (with Z. Yuan, J. Wang and X. Cheng), Astrophysical Journal Supplement Series, 2022, 260(10).
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (with H. Shang), Studies in Nonlinear Dynamics & Econometrics, 2022, 26(1), 55-71.
A panel data model of length of stay in hospitals for hip replacements (with Y. Meng, J. Gao and X. Zhao), Econometric Reviews, 2021, 40(7), 688-707.
Bayesian estimation for a semiparametric nonlinear volatility model (with S. Hu and D.S. Poskitt), Economic Modelling, 2021, 98, 361-370.
Hypothesis testing based on a vector of statistics (with M.L. King and M. Akram),
Journal of Econometrics, 2020, 219(2), 425-455 [Supplementary document].
Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel (with B. Liddle and R. Smyth), Energy Economics, 2020, 86, 104681.
Bayesian bandwidth selection in nonparametric time-varying coefficient models (with T. Cheng and J. Gao), Journal of Business & Economic Statistics, 2019, 37(1), 1-12.
Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model (with A. Hailemariam and R. Smyth), Energy Economics, 2019, 83, 40-51.
R&D intensity and carbon emissions in the G7: 1870-2014 (with S. Awaworyi Churchill, J. Inekwe and R. Smyth), Energy Economics, 2019, 80, 30-37.
Estimation of inefficiency in stochastic frontier models: A Bayesian kernel
approach (with G. Feng and C. Wang), Journal of Productivity Analysis, 2019, 51(1), 1-19.
Nonparametric localized bandwidth selection for kernel density estimation (with T. Cheng and J. Gao), Econometric Reviews, 2019, 38(7), 733-762.
A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model (with H. Chen and R. Smyth), Energy Economics, 2017, 67, 346-354.
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries (with P. Silvapulle, R. Smyth and J.-P. Fenech), Energy Economics, 2017, 67, 255-267.
Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors (with M.L. King and H.L. Shang), Econometrics, 2016, 4(2), 24.
A semiparametric approach to mortality modeling (with H. Li and C. O'Hare), Insurance: Mathematics and Economics, 2015, 61, 264-270.
A new semiparametric test for superior predictive ability (with Z. Cai, J. Jiang and J. Zhang), Empirical Economics, 2015, 48(1), 389-405.
Bayesian estimation of a discrete response model with double rules of sample selection (with R. Zhang and B. Inder), Computational Statistics & Data Analysis, 2015, 86(1), 81-96.
Bayesian approaches to nonparametric estimation of densities on the unit interval (with S. Li, M. Silvapulle and P. Silvapulle), Econometric Reviews, 2015, 34(3), 394-412.
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (with M.L. King and H.L. Shang), Computational Statistics & Data Analysis, 2014, 78, 218-234.
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions (with S. Hu and D.S. Poskitt), Computational Statistics & Data Analysis, 2012, 56, 732-740.
A Bayesian approach to parameter estimation for kernel density estimation via transformations (with Q. Liu, D. Pitt and X. Wu), Annals of Actuarial Science, 2011, 5(2), 181-193.
Influence diagnostics for multivariate GARCH processes (with J. Dark and N. Qu), Journal of Time Series Analysis, 2010, 31, 278-291.
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (with R.D. Brooks and M.L. King), Journal of Econometrics, 2009, 153, 21-32.
Box-Cox stochastic volatility models with heavy-tails and correlated errors (with M.L. King), Journal of Empirical Finance, 2008, 15, 549-566.
Country risk and the estimation of asset return distributions (with R.D. Brooks and E. Bissoondoyal-Bheenick), Quantitative Finance, 2007, 7, 261-265.
A class of nonlinear stochastic volatility models and its implications for pricing currency options (with J. Yu and Z. Yang), Computational Statistics & Data Analysis, 2006, 51, 2218-2231.
A Bayesian approach to bandwidth selection for multivariate kernel density estimation (with M.L. King and R.J. Hyndman), Computational Statistics & Data Analysis, 2006, 50, 3009-3031.
Smoothing spline based tests for non-linearity in a partially linear model (with I. Pitrun and M.L. King), Journal of Statistical Planning and Inference, 2006, 136, 2446-2469.
Influence diagnostics in generalized autoregressive conditional heteroskedasticity processes (with M.L. King), Journal of Business & Economic Statistics, 2005, 23, 118-129 (Errata).
Assessment of local influence in GARCH processes, Journal of Time Series Analysis, 2004, 25, 301-313.
A small-sample overlapping variance-ratio test (with Y.K. Tse and K.W. Ng), Journal of Time Series Analysis, 2004, 25, 127-135.
Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method (with Y.K. Tse and J. Yu), Quantitative Finance, 2004, 4, 158-169.
A Monte Carlo investigation of some tests for stochastic dominance (with Y.K. Tse), Journal of Statistical Computation and Simulation, 2004, 74, 361-378.
Structural change and lead-lag relationship between the Nikkei spot index and futures price: A genetic programming approach (with D. Lien and Y.K. Tse), Quantitative Finance, 2003, 3, 136-144.
The variance ratio test with Stable Paretian errors (with Y.K. Tse), Journal of Time Series Analysis, 2002, 23, 117-126 [Extended Tables and Graphs].
Local influence on bandwidth estimation for kernel smoothing (with Y.K. Tse), Journal of Statistical Computation and Simulation, 2001, 70, 349-370.
Papers Submitted
Bayesian estimation for a semiparametric stochastic frontier model with persistent and transient inefficiencies (with P. Nie, V. Zelenyuk and C.F. Parmeter)
Goodness-of-fit in production models: A Bayesian perspective (with M. Tsionas and V. Zelenyuk)
Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning (with X. Sun, H. Anderson and W. Wei)
Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics (with A. Pourkhanali and J. Keith)
Revisiting the energy consumption and economic growth nexus: Evidence from a panel of Asia-Pacific countries (with D. Phan and M. Bhattacharya)
Work in Progress
Awards
2009 Dean's Award for Excellence in Research
2007 Dean's Commendation for Excellence in Research Publication
Competitive Research Grants
2017-2018: BEYOND THE CITY: Increasing the dispersal of Chinese visitors in regional Australia. Funded by the Department of Foreign Affairs and Trade (DFAT), Australia
2013-2015: Gao, J., X. Zhang and D.B. Tjøstheim, Trending time series models with non- and semi-parametric methods, Australian Research Council Discovery Project.
2010-2012: Zhang, X. and M.L. King, Nonparametric estimation of regression models with unknown error distributions, Australian Research Council Discovery Project.
2006-2008: King, M.L. and X. Zhang, New procedures for multiple testing of econometric models, Australian Research Council Discovery Project.
Referees
Journals
Research Grant Organisations
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