Narrow search
Showing 1 - 7 of 7
Cover Image
Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
Li, Dong; Li, Qi - In: Journal of econometrics 157 (2010) 1, pp. 179-190
Persistent link: https://www.econbiz.de/10008661718
Cover Image
On the least squares estimation of multiple-regime threshold autoregressive models
Li, Dong - In: Journal of econometrics 167 (2012) 1, pp. 240-253
Persistent link: https://www.econbiz.de/10009551421
Cover Image
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel - In: Journal of econometrics 189 (2015) 2, pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Cover Image
The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong; Zhang, Xingfa; Zhu, Ke; Ling, Shiqing - In: Journal of econometrics 202 (2018) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011974547
Cover Image
Strict stationarity testing and GLAD estimation of double autoregressive models
Shaojun, Guo; Li, Dong; Li, Muyi - In: Journal of econometrics 211 (2019) 2, pp. 319-337
Persistent link: https://www.econbiz.de/10012303800
Cover Image
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu; Li, Dong; Zhu, Ke - In: Journal of econometrics 215 (2020) 1, pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Cover Image
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu; Li, Dong; Zhu, Ke - In: Journal of econometrics 224 (2021) 2, pp. 306-329
Persistent link: https://www.econbiz.de/10013275393