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A Lagrange multiplier test for the error components model with incomplete panels
Baltagi, Badi H. - In: Econometric reviews 9 (1990) 1, pp. 103-107
Persistent link: https://www.econbiz.de/10001094747
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Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael - In: Econometric reviews 13 (1994) 2, pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
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Nonparametric testing of closeness between two unknown distribution functions
Li, Qi - In: Econometric reviews 15 (1996) 3, pp. 261-274
Persistent link: https://www.econbiz.de/10001212114
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A non-nested test of level-differenced versus log-differenced stationary models
Pesaran, Bahram - In: Econometric reviews 14 (1995) 2, pp. 213-227
Persistent link: https://www.econbiz.de/10001180042
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Estimating partially linear panel data models with one-way error components
Li, Qi - In: Econometric reviews 17 (1998) 2, pp. 145-166
Persistent link: https://www.econbiz.de/10001240679
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Testing weak cross-sectional dependence in large panels
Pesaran, M. Hashem - In: Econometric reviews 34 (2015) 6/10, pp. 1089-1117
Persistent link: https://www.econbiz.de/10011483451
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Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Econometric reviews 34 (2015) 1/5, pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
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Exponential class of dynamic binary choice panel data models with fixed effects
Sadoon, Majid M. al-; Li, Tong; Pesaran, M. Hashem - In: Econometric reviews 36 (2017) 6/9, pp. 898-927
Persistent link: https://www.econbiz.de/10011795531
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A consistent model specification test based on the kernel sum of squares of residuals
Fan, Yanqin; Li, Qi - In: Econometric reviews 21 (2002) 3, pp. 337-352
Persistent link: https://www.econbiz.de/10001718759
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Long-run structural modelling
Pesaran, M. Hashem; Shin, Yongcheol - In: Econometric reviews 21 (2002) 1, pp. 49-87
Persistent link: https://www.econbiz.de/10001660015