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Li, Yang
19
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13
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4
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3
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3
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3
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2
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Journal of the American Statistical Association : JASA
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of marketing research : JMR
2
Small business economics : an internat. journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of the Institute of Statistical Mathematics : AISM
1
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Asia-Pacific journal of accounting & economics : APJAE
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1
International journal of management
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Journal of contemporary China
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Journal of econometrics
1
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Journal of technology management in China
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Nankai business review international
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Research in world economy
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OLC EcoSci
ECONIS (ZBW)
363
RePEc
76
Other ZBW resources
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EconStor
7
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1
Robust Regression Shrinkage and Consistent Variable Selection Through the LAD-Lasso
Wang, Hansheng
;
Li, Guodong
;
Jiang, Guohua
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
3
,
pp. 347-355
Persistent link: https://www.econbiz.de/10008221706
Saved in:
2
LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS
Li, Guodong
;
Li, Wai Keung
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1208-1227
Persistent link: https://www.econbiz.de/10008306948
Saved in:
3
Score Tests for Hyperbolic GARCH Models
Li, Muyi
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 579-587
Persistent link: https://www.econbiz.de/10009796515
Saved in:
4
ARTICLES - Improved Methods for Tests of Long-Run Abnormal Stock Returns
Lyon, John D.
;
Barber, Brad M.
;
Tsai, Chih-Ling
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 165-202
Persistent link: https://www.econbiz.de/10007344327
Saved in:
5
Theory and Methods - Constrained Inverse Regression for Incorporating Prior Information
Naik, Prasad A.
;
Tsai, Chih-Ling
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
469
,
pp. 204-211
Persistent link: https://www.econbiz.de/10006607860
Saved in:
6
Theory and Methods - The Invariance of Some Score Tests in the Linear Model With Classical Measurement Error
Cheng, Chi-Lun
;
Tsai, Chih-Ling
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
467
,
pp. 805-809
Persistent link: https://www.econbiz.de/10006608853
Saved in:
7
Theory and Methods - The Focused Information Criterion - Discussion: Improved, Corrected, and Profiled Focused Information Criteria
Tsai, Chih-Ling
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 928-930
Persistent link: https://www.econbiz.de/10006611368
Saved in:
8
Model Selection for Causal Models: The Global Procedure With AICc and AICu This paper introduces a model selection approach for causal models, and compares its performance with that of Hsiao's (1981) approach. Model selection criteria, AICc and AICu, for the selection of causal regression models are developed. In contrast to Akaike's (1973) AIC, and Akaike (1969) and Hsiao's (1981) FPE criteria, ...
Lee, Shyan-Yuan
;
Tsai, Chih-Ling
- In:
Global finance journal
9
(
1998
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10007691014
Saved in:
9
Theory and Methods - Extending the Akaike Information Criterion to Mixture Regression Models
Naik, Prasad A.
;
Shi, Peide
;
Tsai, Chih-Ling
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
477
,
pp. 244-254
Persistent link: https://www.econbiz.de/10007612026
Saved in:
10
Controlling Measurement Errors in Models of Advertising Competition
Naik, Prasad
;
Tsai, Chih-Ling
- In:
Journal of marketing research : JMR
37
(
2000
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10006663753
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