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Using all bids in parametric estimation of first-price auctions

Li, Tong - In: Economics letters 55 (1997) 3, pp. 321-325

Persistent link: https://www.econbiz.de/10001227236

[Rezension von: Wooldridge, Jeffrey M., Econometric analysis of cross section and panel data]

Li, Tong - In: Journal of economic literature 40 (2002) 4, pp. 1239-1241

Persistent link: https://www.econbiz.de/10001734702

Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation

Hubbard, Timothy P.; Li, Tong; Paarsch, Harry J. - In: Journal of econometrics 168 (2012) 1, pp. 4-16

Persistent link: https://www.econbiz.de/10009612842

A new class of asymptotically efficient estimators for moment condition models

Fan, Yanqin; Gentry, Matthew; Li, Tong - In: Journal of econometrics 162 (2011) 2, pp. 268-277

Persistent link: https://www.econbiz.de/10009270634

Set identification of the censored quantile regression model for short panels with fixed effects

Li, Tong; Oka, Tatsushi - In: Journal of econometrics 188 (2015) 2, pp. 363-377

Persistent link: https://www.econbiz.de/10011503074

Dimension reduction via penalized GLMs for non-Gaussian response : application to stock market volatility

Li, Tao; Desmond, Anthony F.; Stengos, Thanasēs - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-26

We fit U.S. stock market volatilities on macroeconomic and financial market indicators and some industry level financial ratios. Stock market volatility is non-Gaussian distributed. It can be approximated by an inverse Gaussian (IG) distribution or it can be transformed by Box-Cox transformation...

Persistent link: https://www.econbiz.de/10012798738

Annals issue: Econometrics estimation and testing: essays in honour of Maxwell King

Gao, Jiti (ed.); Anderson, Heather M. (ed.); Li, Tong (ed.); … - International Conference on Econometrics <2016, Melbourne> - 2020

Persistent link: https://www.econbiz.de/10012483651

Special Issue of the Journal of Econometrics on "Econometric Estimation and Testing : essays in Honour of Maxwell King"

Gao, Jiti; Anderson, Heather M.; Li, Tong - In: Journal of econometrics 219 (2020) 2, pp. 201-203

Persistent link: https://www.econbiz.de/10012483215

Econometric analyses of auctions : a selective review

Li, Tong; Zheng, Xiaoyong - In: Handbook of research methods and applications in …, (pp. 42-81). 2021

Persistent link: https://www.econbiz.de/10013165908