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Atak, Alev, Linton, Oliver and Xiao, Zhijie (2011) A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Journal of Econometrics, 164 (1). pp. 92-115. ISSN 0304-4076
Xiao, Zhijie, Linton, Oliver, Carroll, Raymond J and Mammen, Enno (2003) More efficient local polynomial estimation in nonparametric regression with autocorrelated errors. Journal of the American Statistical Association, 98 (464). pp. 980-992. ISSN 0162-1459
Carroll, Raymond J, Linton, Oliver, Mammen, Enno and Xiao, Zhijie (2002) More efficient kernel estimation in nonparametric regression with autocorrelated errors. Econometrics; EM/2002/435 (EM/02/435). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Linton, Oliver and Xiao, Zhijie (2001) Second-order approximation for adaptive regression estimators. Econometric Theory, 17 (5). pp. 984-1024. ISSN 0266-4666
Linton, Oliver and Xiao, Zhijie (2001) A nonparametric regression estimator that adapts to error distribution of unknown form. Econometrics; EM/2001/419 (EM/01/419). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.