Similar Search Results

Han, Heejoon; Park, Joon Y. - In: Economics Letters 124 (2014) 2, pp. 248-254

This paper analyzes the effect of omitting a persistent covariate in the GARCH-X model. In particular, we show that if the relevant persistent covariate is omitted and the usual GARCH(1,1) model is fitted, the model will be estimated approximately as an IGARCH model. This may well explain the...

Persistent link: https://www.econbiz.de/10010933284

Estimating a stochastic production frontier when the adjusted error is symmetric

Li, Qi - In: Economics Letters 52 (1996) 3, pp. 221-228

Persistent link: https://www.econbiz.de/10005355389

A Hausman specification test based on root-N-consistent semiparametric estimators

Li, Qi; Stengos, Thanasis - In: Economics Letters 40 (1992) 2, pp. 141-146

Persistent link: https://www.econbiz.de/10005355903

Bootstrapping J-type tests for non-nested regression models

Fan, Yanqin; Li, Qi - In: Economics Letters 48 (1995) 2, pp. 107-112

Persistent link: https://www.econbiz.de/10005296318

Uniform convergence rate of kernel estimation with mixed categorical and continuous data

Li, Qi; Ouyang, Desheng - In: Economics Letters 86 (2005) 2, pp. 291-296

Persistent link: https://www.econbiz.de/10005297025

A semi-parametric non-nested test in a dynamic panel data model

Li, Qi; Stengos, Thanasis - In: Economics Letters 49 (1995) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10005270567

On instrumental variable estimation of semiparametric dynamic panel data models

Baltagi, Badi H.; Li, Qi - In: Economics Letters 76 (2002) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10005275459

Fiscal deficits and mean reversion in real exchange rates

Gu, Jingping; Li, Qi; Yang, Jian - In: Economics Letters 118 (2013) 2, pp. 300-303

The mean reversion of real exchange rates in G5 countries depends on both countries’ fiscal deficits/surplus in a nonlinear way. When the fiscal policy pushes the real exchange rate to be deviated further away from the equilibrium level, the mean reversion process is faster.

Persistent link: https://www.econbiz.de/10010608078

On the root-N-consistent semiparametric estimation of partially linear models

Li, Qi - In: Economics Letters 51 (1996) 3, pp. 277-285

Persistent link: https://www.econbiz.de/10005361601

A consistent nonparametric test for linearity of AR(p) models

Fan, Yanqin; Li, Qi - In: Economics Letters 55 (1997) 1, pp. 53-59

Persistent link: https://www.econbiz.de/10005361968