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Consistent model specification tests for time series econometric models
Li, Qi - In: Journal of econometrics 92 (1999) 1, pp. 101-147
Persistent link: https://www.econbiz.de/10001400093
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Nonclassical demand : a model-free examination of price-quantity relations in the Marseille fish market
Härdle, Wolfgang - In: Journal of econometrics 67 (1995) 1, pp. 227-257
Persistent link: https://www.econbiz.de/10001333010
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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
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Measuring wealth in a simple two-period model
Creedy, John - In: Journal of econometrics 43 (1990) 1, pp. 167-177
Persistent link: https://www.econbiz.de/10001163604
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A nonparametric test for poolability using panel data
Baltagi, Badi H. - In: Journal of econometrics 75 (1996) 2, pp. 345-367
Persistent link: https://www.econbiz.de/10001204705
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Testing serial correlation in semiparametric panel data models
Li, Qi - In: Journal of econometrics 87 (1998) 2, pp. 207-237
Persistent link: https://www.econbiz.de/10001246647
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A simple consistent bootstrap test for a parametric regression function
Li, Qi - In: Journal of econometrics 87 (1998) 1, pp. 145-165
Persistent link: https://www.econbiz.de/10001248303
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Semiparametric estimation of partially linear panel data models
Li, Qi - In: Journal of econometrics 71 (1996) 1, pp. 389-397
Persistent link: https://www.econbiz.de/10001194725
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Efficiency of thin and thick markets
Gan, Li; Li, Qi - In: Journal of econometrics 192 (2016) 1, pp. 40-54
Persistent link: https://www.econbiz.de/10011610655
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Tail event driven networks of SIFIs
Chen, Yi-Hsuan; Härdle, Wolfgang; Okhrin, Yarema - In: Journal of econometrics 208 (2019) 1, pp. 282-298
Persistent link: https://www.econbiz.de/10012144998