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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

Classical Mean Variance Model Revisited : Pseudo Efficiency

Yan, Jia-an - 2009

Since Markowitz published his seminal work on mean-variance portfolio selection in 1952, almost all literature in the past half century adhere their investigation to a binding budget spending assumption on this classical investment issue. In the mean-variance world for a market of all risky...

Persistent link: https://www.econbiz.de/10013154329

Duality gap estimation of linear equality constrained binary quadratic programming

Zheng, Xiaojin; Sun, Xiaoling; Li, Duan; Xia, Yong - In: Mathematics of operations research 35 (2010) 4, pp. 864-880

Persistent link: https://www.econbiz.de/10008823100

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

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

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

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

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

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

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