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A consistent nonparametric test for linearity of AR(p) models
Fan, Y.; Li, Q. - In: Economics letters 55 (1997) 1, pp. 53-60
Persistent link: https://www.econbiz.de/10006791706
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Estimating a stochastic production frontier when the adjusted error is symmetric
Li, Q. - In: Economics letters 52 (1996) 3, pp. 221-228
Persistent link: https://www.econbiz.de/10006795206
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On the Root-N-consistent semiparametric estimation of partially linear models
Li, Q. - In: Economics letters 51 (1996) 3, pp. 277-286
Persistent link: https://www.econbiz.de/10006797001
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A semi-parametric non-nested test in a dynamic panel data model
Li, Q.; Stengos, T. - In: Economics letters 49 (1995) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10006798242
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Bootstrapping J-type tests for non-nested regression models
Fan, Y.; Li, Q. - In: Economics letters 48 (1995) 2, pp. 107-112
Persistent link: https://www.econbiz.de/10006799155
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A semi-parametric non-nested test in a dynamic panel data model
Li, Qi - In: Economics letters 49 (1995) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10001188309
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Bootstrapping J-type tests for non-nested regression models
Fan, Yanqin - In: Economics letters 48 (1995) 2, pp. 107-112
Persistent link: https://www.econbiz.de/10001190184
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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/10001212521
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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/10001200992
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A Hausman specification test based on root-N-consistent semiparametric estimators
Li, Qi - In: Economics letters 40 (1992) 2, pp. 141-146
Persistent link: https://www.econbiz.de/10001138448