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Estimating error component models with general MA(q) disturbances
Baltagi, Badi H. - In: Econometric theory 10 (1994) 2, pp. 396-408
Persistent link: https://www.econbiz.de/10001164898
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Consistent model specification tests : Kernel-based tests versus Bierens' ICM tests
Fan, Yanqin; Li, Qi - In: Econometric theory 16 (2000) 6, pp. 1016-1041
Persistent link: https://www.econbiz.de/10001548359
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A consistent test for conditional heteroskedasticity in time-series regression models
Hsiao, Cheng; Li, Qi - In: Econometric theory 17 (2001) 1, pp. 188-221
Persistent link: https://www.econbiz.de/10001556097
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SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES
Sun, Yiguo; Cai, Zongwu; Li, Qi - In: Econometric theory 29 (2013) 3, pp. 659-672
Persistent link: https://www.econbiz.de/10010120927
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NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
Ouyang, Desheng; Li, Qi; Racine, Jeffrey S. - In: Econometric theory 25 (2009) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10008163721
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NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
Cai, Zongwu; Li, Qi - In: Econometric theory 24 (2008) 5, pp. 1321-1342
Persistent link: https://www.econbiz.de/10008088972
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A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
Fan, Yanqin; Li, Qi; Min, Insik - In: Econometric theory 22 (2006) 4, pp. 587-613
Persistent link: https://www.econbiz.de/10007268468
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ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations
Baltagi, Badi H.; Li, Qi - In: Econometric theory 11 (1995) 3, pp. 641
Persistent link: https://www.econbiz.de/10007007230
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Estimating Error Component Models with General MA(q) Disturbances
Baltagi, Badi H.; Li, Qi - In: Econometric theory 10 (1994) 2, pp. 396-408
Persistent link: https://www.econbiz.de/10007014680
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An Approximate Transformation for the Error Component Model with MA(q) Disturbances
Baltagi, Badi H.; Li, Qi - In: Econometric theory 9 (1993) 4, pp. 692-693
Persistent link: https://www.econbiz.de/10007019250