Narrow search
Showing 1 - 10 of 17
Cover Image
A consistent model specification test based on the kernel sum of squares of residuals
Fan, Yanqin; Li, Qi - In: Econometric reviews 21 (2002) 3, pp. 337-352
Persistent link: https://www.econbiz.de/10001718759
Cover Image
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 91 (1999) 2, pp. 373-401
Persistent link: https://www.econbiz.de/10001382096
Cover Image
A consistent test for the parametric specification of the hazard function
Fan, Yanqin; Rilstone, Paul - In: Annals of economics and finance 2 (2001) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10001732256
Cover Image
Wald, QLR, and score tests when parameters are subject to linear inequality constraints
Fan, Yanqin; Shi, Xuetao - In: Journal of econometrics 235 (2023) 2, pp. 2005-2026
Persistent link: https://www.econbiz.de/10014471442
Cover Image
A consistent test for the parametric distribution of regression disturbances
Baltagi, Badi H.; Li, Qi - In: Applying Kernel and nonparametric estimation to …, (pp. 3-24). 2000
Persistent link: https://www.econbiz.de/10001548454
Cover Image
On hotelling's approach to hypothesis testing when a nuisance parameter is present only under the alternative
Kim, Peter T.; Li, Qi; Naiman, Daniel; Stengos, Thanasēs - In: Journal of economic theory and econometrics : journal … 4 (1998) 2, pp. 105-130
Persistent link: https://www.econbiz.de/10001562240
Cover Image
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi; Hsiao, Cheng; Zinn, Joel - In: Journal of econometrics 112 (2003) 2, pp. 295-325
Persistent link: https://www.econbiz.de/10001731319
Cover Image
Misspecification test methods in econometrics : editoral
Cai, Zongwu; Hong, Yongmiao; Li, Qi - In: Journal of econometrics 178 (2014) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10010254997
Cover Image
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
Lin, Zhongjian; Li, Qi; Sun, Yiguo - In: Journal of econometrics 178 (2014) 1, pp. 167-179
Persistent link: https://www.econbiz.de/10010255448
Cover Image
Nonparametric panel data regression models
Sun, Yiguo; Zhang, Yu Yvette; Li, Qi - In: The Oxford handbook of panel data, (pp. 285-324). 2015
Persistent link: https://www.econbiz.de/10010472601