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Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
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Fiscal policy and asset markets: A semiparametric analysis
Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150
Persistent link: https://www.econbiz.de/10008143197
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Fiscal policy and asset markets: A semiparametric analysis
Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-151
Persistent link: https://www.econbiz.de/10008898198
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Testing cointegration relationship in a semiparametric varying coefficient model
Gu, Jingping; Liang, Zhongwen - In: Journal of econometrics 178 (2014) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
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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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Consistent model specification tests for time series econometric models
Li, Qi - In: Journal of econometrics 92 (1999) 1, pp. 101-148
Persistent link: https://www.econbiz.de/10006784943
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A simple consistent bootstrap test for a parametric regression function
Li, Qi; Wang, Suojin - In: Journal of econometrics 87 (1998) 1, pp. 145-166
Persistent link: https://www.econbiz.de/10006788226
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Semiparametric estimation of partially linear panel data models
Li, Qi; Stengos, Thanasis - In: Journal of econometrics 71 (1996) 1-2, pp. 389-398
Persistent link: https://www.econbiz.de/10006794470
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A nonparametric test for poolability using panel data
Baltagi, Badi H.; Hidalgo, Javier; Li, Qi - In: Journal of econometrics 75 (1996) 2, pp. 345-367
Persistent link: https://www.econbiz.de/10006796237
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Testing AR (1) against MA (1) disturbances in an error component model
Baltagi, Badi H.; Li, Qi - In: Journal of econometrics 68 (1995) 1, pp. 133-152
Persistent link: https://www.econbiz.de/10006797950