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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

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Cross-validation and non-parametric k nearest-neighbour estimation

Ouyang, Desheng; Li, Dong; Li, Qi - In: The econometrics journal 9 (2006) 3, pp. 448-471

Persistent link: https://www.econbiz.de/10003390165

Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity

Li, Dong; Shaojun, Guo; Zhu, Ke - In: Econometric reviews 38 (2019) 3, pp. 319-331

Persistent link: https://www.econbiz.de/10012181294

Strict stationarity testing and GLAD estimation of double autoregressive models

Shaojun, Guo; Li, Dong; Li, Muyi - In: Journal of econometrics 211 (2019) 2, pp. 319-337

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Toward a unified interval estimation of autoregressions

Chan, Ngai Hang; Li, Deyuan; Peng, Liang - In: Econometric theory 28 (2012) 3, pp. 705-717

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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

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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