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Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong; Shaojun, Guo; Zhu, Ke - In: Econometric reviews 38 (2019) 3, pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
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Double length artificial regressions for testing spatial dependence
Baltagi, Badi H.; Li, Dong - In: Econometric reviews 20 (2001) 1, pp. 31-40
Persistent link: https://www.econbiz.de/10001582447
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Sample path properties of an explosive double autoregressive model
Liu, Feng; Li, Dong; Kang, Xinmei - In: Econometric reviews 37 (2018) 1/5, pp. 484-490
Persistent link: https://www.econbiz.de/10012039365
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Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang; Shaojun, Guo; Long, Yonghong - In: Econometric reviews 41 (2022) 5, pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
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Double Length Artificial Regressions for Testing Spatial Dependence
Baltagi, B.H.; Li, Dong - In: Econometric reviews 20 (2001) 1, pp. 31-40
Persistent link: https://www.econbiz.de/10006901674