Publications
Jiao, Xiyu, Pretis, Felix, and Schwarz, Moritz (2024). Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. Journal of Econometrics 239(1), 105547. Online appendix. Implemented as "distorttest" in R-package"gets" available on CRAN
Jiao, Xiyu and Pretis, Felix (2022). Testing the presence of outliers in regression models. Oxford Bulletin of Economics and Statistics 84, 1452-1484. Online appendix. Implemented as "outliertest" in R-package "gets" available on CRAN
Jiao, Xiyu and Nielsen, Bent (2017). Asymptotic analysis of iterated 1-step Huber-skip M-estimators with varying cut-offs. In Antoch, J., Jurečková, J., Maciak, M., and Pešta, M. (eds.) Analytical Methods in Statistics: AMISTAT, Prague, November 2015. Springer Proceedings in Mathematics and Statistics 193, 23-52
Working Papers
Jiao, Xiyu (2024). A simple robust procedure in instrumental variables regression. Job Market Paper. Submitted. Presentation slides
Jiao, Xiyu and Kurle, Jonas (2024). An asymptotic study of the false outlier detection rate in robust two-stage least squares regressions. Submitted
Jiao, Xiyu (2017). Uniform convergence of marked empirical processes in location and scale model
Work in Progress
Duffy, James, Jiao, Xiyu, and Mavroeidis, Sophocles. Inference in the cointegrated censored and kinked structural VAR
Jiao, Xiyu and Nielsen, Bent. Uniform consistency of multivariate spherical empirical processes with an application to studying the Forward Search
Jiao, Xiyu, Noack, Claudia, and Zhang, Pengfei. Best subset selection via a simple Bernoulli sampling method. Presentation slides