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The informational role of commodity prices in formulating monetary policy: a reexamination
Awokuse, Titus O.; Yang, Jian - In: Economics Letters 79 (2003) 2, pp. 219-224
Persistent link: https://www.econbiz.de/10005307427
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Structural change tests under regression misspecifications
Yang, Jian - In: Economics Letters 70 (2001) 3, pp. 311-317
Persistent link: https://www.econbiz.de/10005257532
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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
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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
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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
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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
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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
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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
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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
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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