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Semiparametric smooth coefficient models
Li, Qi; Huang, Cliff J.; Li, Dong; Fu, Tsu-tan - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 412-422
Persistent link: https://www.econbiz.de/10001695291
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Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen; Hou, Yanxi; Li, Deyuan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
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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
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Improved estimation of duality gap in binary quadratic programming using a weighted distance measure
Xia, Yong; Sheu, Ruey-lin; Sun, Xiaoling; Li, Duan - In: European journal of operational research : EJOR 218 (2012) 2, pp. 351-357
Persistent link: https://www.econbiz.de/10009505414
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Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang; Li, Deyuan; Peng, Liang; Zhang, Rongmao - In: Econometric theory 29 (2013) 5, pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
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Asymptotic theory on the least squares estimation of threshold moving-average models
Li, Dong; Ling, Shiqing; Li, Wai Keung - In: Econometric theory 29 (2013) 3, pp. 482-516
Persistent link: https://www.econbiz.de/10009778522
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Nonlinearity and spatial lag dependence : tests based on double-length regressions
Li, Dong; Le, Canh Quang - In: Journal of time series econometrics 2 (2010) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10009623326
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Recent developments in semiparametric and nonparametric estimation of panel data models with incomplete information : a selected review
Zhang, Yu Yvette; Li, Qi; Li, Dong - 2011
Persistent link: https://www.econbiz.de/10009693823
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Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan; Chan, Ngai Hang; Lian, Peng - In: Econometric theory 30 (2014) 2, pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
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Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel - 2013
Persistent link: https://www.econbiz.de/10010348527