Ximing Wu
Professor
Department of Agricultural Economics
Texas A&M University
College Station, TX 77843-2124
Email: xwu at tamu dot edu
Selected Publications
"Electricity Demand Forecasting and Risk Management Using Gaussian Process Model with Error Propagation," (with K. Wen and W. Wu), Journal of Forecasting, 2022.
''Spatially smoothed kernel densities with application to crop yield distributions," (with Wen, K. and Leatham, D.), Journal of Agricultural, Biological, and Environmental Statistics, 2021.
"Bayesian estimation of bidding process and bidder’s preference under shape restrictions" (with Li, D. and Wang, L.), Empirical Economics, 2020.
"Self-aggravation effect of air pollution: Evidence from residential electricity consumption in China" (with F. Yi, H. Ye, Y. Zhang and J. Fei), Energy Economics, 86, 2020.
“A Guided Nonparametric Goodness-of-fit Test with Application to Income Distributions” (with K. Wen), Econometrics Journal, 2019. Download
"Transformation-Kernel Estimation of Copula Densities" (with K. Wen), Journal of Business and Economic Statistics, 2020. Download ; R package 'kdecopula'
“Robust Likelihood Cross Validation for Kernel Density Estimation,” Journal of Business and Economic Statistics, 2019. Download; R package 'rlcv'
“A Sequential Test for the Specification of Predictive Densities”(with J. Lin), Econometrics Journal, 20:190–220, 2017. Download
“Smooth Tests of Copula Specifications” (with J. Lin), Journal of Business and Economic Statistics, 33:128-143,2015. Download
"Penalized Exponential Series Estimation of Copula Densities with an Application to Intergenerational Dependence of Body Mass Index" (with Y. Gao and Y. Zhang), Empirical Economics, 48:61-81, 2015. Download
“Transformation-based Nonparametric Estimation of Multivariate Densities” (with M. Chang), Journal of Multivariate Analysis, 135:71-88, 2015. Download
"A data-driven smooth test of symmetry," (with Y. Fang, Q. Li and D. Zhang), Journal of Econometrics, 188:490-501, 2015. Download
"An Improved Transformation-based Kernel Estimator of Densities on the Unit Interval" (with K. Wen), Journal of the American Statistical Association, 110: 773-783, 2015. Download
"Interdependence of oil prices and stock market indicies: A copula approach," (with Sukcharoen, K., T. Zohrabyan, and D. Leatham), Energy Economics, 44:331-339, 2014. Download
"Climate Change Influences on Agricultural Research Productivity," (with X. Villavicencio, B. McCarl, and W. Huffman), Climatic Change, 119: 815-824, 2013. Download
"Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means," (with S. Wang), Scandinavian Journal of Statistics, 38: 130-146, 2011. Download
"Exponential Series Estimator of Multivariate Densities," Journal of Econometrics, 156: 354-366, 2010. Download
"Information Theoretic Distribution Tests with Applications to Normality," (with T. Stengos), Econometric Reviews, 29(3): 307-369, 2010. Download
"Comparing Open-ended Choice Experiment and Experimental Auctions: An Application to Golden Rice," (with J. Corrigan, R. Nayga, D. Depositario, and T. Laude), American Journal of Agricultural Economics, 91(3): 837-853, 2009. Download
"Climate Change and Future Analysis: Is Stationarity Dying?" (with B., McCarl and X. Villavicencio), American Journal of Agricultural Economics, 90(5): 1241-1247, 2008. Download
"GMM Estimation of Maximum Entropy Density with Interval Data," (with J. Perloff), Journal of Econometrics, 138: 532-546, 2007. Download
"Partially Adaptive Estimation via Maximum Entropy Densities,"(with T. Stengos), Econometrics Journal, 8: 352-336, 2005. Download
"China's Income Distributions, 1985-2001,"(with J. Perloff), Review of Economics and Statistics, 87: 763-775, 2005; featured in the Asia Times, July 21, 2004. Download
"Calculation of Maximum Entropy Densities with Application to Income Distribution," Journal of Econometrics, 115: 347-354, 2003. Download