← All authors Xiaojun Song Peking University (from arXiv:2602.15289, 2026) · ORCID · OpenAlex
42 papers in scope · 35 published · 9 on the econ.EM arXiv · 220 citations · h-index 9 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Xiaojung Song Jichao Yuan Yuhao Li Jonas M. Kübler Wittawat Jitkrittum Xiaojun Song Maciej Beręsewicz Cui Rui Song Xiaojun S. Derya Uysal Tymon Słoczyński Difang Huang Feiyu Jiang Pedro H. C. Sant’Anna Krikamol Muandet Qihui Chen Zhenting Sun Shiyun Hu Jeffrey M. Wooldridge Hongyi Jiang Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (11 of 42)
A Smooth Specification Test for the Propensity Score
published 2026 · Journal of Applied Econometrics
with Shiyao Huang
Self-normalized tests for skewness, kurtosis, and normality for time series data*
published 2026 · Journal of Business and Economic Statistics
with JunYi Peng-Zhou
Significance testing of the functional covariate
published 2026 · Journal of Statistical Planning and Inference
with Y Feng, Jie Li
Neyman-orthogonal goodness-of-fit tests for distributions
published 2026 · Economics Letters
with Shengtao Dai
Time-varying tails and the tail risk premium
published 2026 · Economic Modelling · 1 citations
with Xiaorui Gu, Shuo Li, Liuhua Peng
working paper 2026 · arXiv
Tail-Driven Nonparametric Estimation for State Price Densities
published 2026 · Management Science
with Chenxu Li, Yating Wan
working paper 2025 · arXiv
with Jichao Yuan
published 2025 · Econometric Reviews · first circulated 2023
Estimation of spatial autoregressive panel data models with nonparametric endogenous effect
published 2025 · Journal of Econometrics
with Zixin Yang, Jihai Yu
Testing the impacts on inefficiency in a semiparametric stochastic frontier model
published 2025 · Econometric Reviews · first circulated 2023
with Jen-Che Liao, Hung-Jen Wang
published 2025 · Journal of nonparametric statistics · 2 citations · first circulated 2020
Inference for trend functions in partially linear models
published 2025 · Journal of Statistical Planning and Inference
with Sijie Zheng
Testing mean independence with functional covariate
published 2025 · Statistics and Computing
with Yongzhen Feng, Jie Li, H. J. Lu
Testing linearity in semi-functional partially linear regression models
published 2025 · Test · first circulated 2022
with Yongzhen Feng, Jie Li
working paper 2025 · arXiv
Oracally efficient estimation and specification testing of partially linear additive spatial autoregressive models
published 2025 · Econometric Reviews · 1 citations
with Shiyuan Chen, Jihai Yu
Self‐Normalized KPSS Tests With Power Enhancement
published 2025 · Journal of Time Series Analysis · 2 citations
with Junyi Peng-Zhou
Unified specification tests in partially linear time series models
published 2024 · Computational Statistics & Data Analysis · 1 citations
with Shuang Sun, Zening Song
Consistent tests for semiparametric conditional independence
published 2024 · Statistics & Probability Letters
with Shengtao Dai
Unified specification tests in partially linear quantile regression models
published 2024 · Statistics & Probability Letters
with Zixin Yang
Trending Time-Varying Coefficient Spatial Panel Data Models
published 2024 · Journal of Business and Economic Statistics · 15 citations · first circulated 2021
with Hsuan-Yu Chang, Jihai Yu
Testing conditional quantile independence with functional covariate
published 2024 · Biometrics
with Yongzhen Feng, Jie Li
Model Checking in Partially Linear Spatial Autoregressive Models
published 2024 · Journal of Business and Economic Statistics · 8 citations
with Zixin Yang, Jihai Yu
Value‐at‐Risk under Measurement Error
published 2023 · Oxford Bulletin of Economics and Statistics
SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL
published 2022 · Econometric Theory · 10 citations
with Shuo Li, Liuhua Peng
published 2022 · Journal of Applied Econometrics · 17 citations · first circulated 2018
working paper 2022 · arXiv · 1 citations
Testing for Asymmetric Comovements*
published 2022 · Oxford Bulletin of Economics and Statistics · 2 citations
Testing for Trend Specifications in Panel Data Models
published 2022 · Journal of Business and Economic Statistics · 10 citations
A non‐parametric test for multi‐variate trend functions
published 2022 · Journal of Time Series Analysis · 1 citations
with Erhua Zhang, Jilin Wu
working paper 2021 · arXiv
working paper 2021 · arXiv
with Peiwen Jia
working paper 2021 · arXiv
A nonparametric measure of heteroskedasticity
published 2020 · Journal of Statistical Planning and Inference · 2 citations
Measuring Granger Causality in Quantiles
published 2020 · Journal of Business and Economic Statistics · 31 citations
published 2019 · Journal of Econometrics · 33 citations · first circulated 2016
A Better Understanding of Granger Causality Analysis: A Big Data Environment
published 2018 · Oxford Bulletin of Economics and Statistics · 22 citations · first circulated 2017
Nonparametric tests for conditional symmetry
published 2018 · Journal of Econometrics · 8 citations
A nonparametric specification test for the volatility functions of diffusion processes
published 2017 · Econometric Reviews · 7 citations
with Qiang Chen, Meidi Hu
Measuring Nonlinear Granger Causality in Mean
published 2016 · Journal of Business and Economic Statistics · 23 citations
ON SMOOTH TESTS FOR THE EQUALITY OF DISTRIBUTIONS
published 2012 · Econometric Theory · 23 citations
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