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An inflation-based ICAPM in China
Zhang, Han - In: Pacific-Basin finance journal 68 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10013332514
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Cointegration in China's log import demand : price endogeneity and structural change
Zhang, Han; Kuuluvainen, Jari; Lin, Ying; Gao, Penghui; … - In: Journal of forest economics : JFE 27 (2017), pp. 99-109
Persistent link: https://www.econbiz.de/10011802701
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Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market
Ji, Hongyun; Zhang, Han - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-15
This study proposes innovative methods for determining the starting point and estimating the parameters of the LPPL model for predicting stock market bubbles. These methods address the challenges in determining the starting point of irregularly staged bubbles and the issues of multiple local...
Persistent link: https://www.econbiz.de/10014491972
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A finite-sample hierarchical analysis of wage variation across public high schools : evidence from the NLSY and high school and beyond
Tobias, Justin L.; Li, Mingliang - In: Journal of applied econometrics 18 (2003) 3, pp. 315-336
Persistent link: https://www.econbiz.de/10001768138
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Bayesian analysis of structural effects in an ordered equation system
Li, Mingliang (contributor); Tobias, Justin L. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002640753
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Bayesian modeling of school effects using hierarchical models with smoothing priors
Li, Mingliang (contributor); Tobias, Justin L. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002640794
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Bayesian inference in a correlated random coefficients model : modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
Li, Mingliang; Tobias, Justin L. - In: Journal of econometrics 162 (2011) 2, pp. 345-361
Persistent link: https://www.econbiz.de/10009270625
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Regime switching models in the foreign exchange market
Chia, Wai-mun; Li, Mengling; Zheng, Huanhuan - In: Nonlinear economic dynamics and financial modelling : …, (pp. 201-223). 2014
Persistent link: https://www.econbiz.de/10011286585
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Bayesian modeling of school effects using hierarchical models with smoothing priors
Li, Mingliang (contributor); Tobias, Justin L. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10003283972