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A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10006748294
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Oracally Efficient Two-Step Estimation of Generalized Additive Model
Liu, Rong; Yang, Lijian; Hrdle, Wolfgang K. - In: Journal of the American Statistical Association : JASA 108 (2013) 502, pp. 619-631
Persistent link: https://www.econbiz.de/10010141617
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Theory and Methods - Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration
Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 1212-1227
Persistent link: https://www.econbiz.de/10007292882
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NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS
Yang, Lijian; Tschernig, Rolf - In: Econometric theory 18 (2002) 6, pp. 1408-1448
Persistent link: https://www.econbiz.de/10006972300
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Nonparametric Estimation and Testing of Interaction in Additive Models
Sperlich, Stefan; Tjöstheim, Dag; Yang, Lijian - In: Econometric theory 18 (2002) 2, pp. 197-251
Persistent link: https://www.econbiz.de/10006974579
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Efficient and fast spline-backfitted kernel smoothing of additive models
Wang, Jing; Yang, Lijian - In: Annals of the Institute of Statistical Mathematics : AISM 61 (2009) 3, pp. 663-690
Persistent link: https://www.econbiz.de/10008282467
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INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
Bierens, Herman J.; Wang, Li - In: Econometric theory 28 (2011) 2, pp. 328-363
Persistent link: https://www.econbiz.de/10009847392
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Characterizations of myosin essential light chain’s N-terminal truncation mutant Δ43 in transgenic mouse papillary muscles by using tension transients in response to sinusoidal length alterations
Wang, Li; Muthu, Priya; Szczesna-Cordary, Danuta; … - In: Journal of muscle research and cell motility 34 (2013) 2, pp. 93-105
Persistent link: https://www.econbiz.de/10010107457
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THE IMPACTS OF RENMINBI APPRECIATION ON TRADES FLOWS AND RESERVE ACCUMULATION IN A MONETARY TRADE MODEL
Wang, Li; Whalley, John - 2007
Persistent link: https://www.econbiz.de/10007887038
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EVALUATING THE IMPURE CHINESE VAT RELATIVE TO A PURE FORM IN A SIMPLE MONETARY TRADE MODEL WITH AN ENDOGENOUS TRADE SURPLUS
Whalley, John; Wang, Li - 2007
Persistent link: https://www.econbiz.de/10007887040