Selected publications

• Cheng, M.-Y., S. Wang, L. Xia, and X. Zhang (2024), Testing specification of distribution in stochastic frontier analysis, Journal of Econometrics, 239(2), 105280.

• 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].

• Cai, Z., J. Jiang, J. Zhang, and X. Zhang (2015), A new semiparametric test for superior predictive ability, Empirical Economics, 48(1), 389-405.

• Pitrun, I., M.L. King, and X. Zhang (2006), Smoothing spline based tests for non-linearity in a partially linear model, Journal of Statistical Planning and Inference, 2006, 136, 2446-2469.

• Tse, Y.K., K.W. Ng, and X. Zhang (2004), A small-sample overlapping variance-ratio test, Journal of Time Series Analysis, 25, 127-135.

• Tse, Y.K. and X. Zhang (2004), A Monte Carlo investigation of some tests for stochastic dominance (with Y.K. Tse), Journal of Statistical Computation and Simulation, 74, 361-378.

• Tse, Y.K. and X. Zhang (2002), The variance ratio test with Stable Paretian errors, Journal of Time Series Analysis, 23, 117-126 [download extended tables and graphs].

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