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Consistent model specification tests for time series econometric models
Li, Qi - In: Journal of econometrics 92 (1999) 1, pp. 101-147
Persistent link: https://www.econbiz.de/10001400093
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Nonparametric testing of closeness between two unknown distribution functions
Li, Qi - In: Econometric reviews 15 (1996) 3, pp. 261-274
Persistent link: https://www.econbiz.de/10001212114
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Estimating a stochastic production frontier when the adjusted error is symmetric
Li, Qi - In: Economics letters 52 (1996) 3, pp. 221-228
Persistent link: https://www.econbiz.de/10001212521
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On the root-N-consistent semiparametric estimation of partially linear models
Li, Qi - In: Economics letters 51 (1996) 3, pp. 277-285
Persistent link: https://www.econbiz.de/10001200992
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Monte Carlo results on pure and pretest estimators of an error component model with autocorrelated disturbances
Baltagi, Badi H. - In: Annales d'économie et de statistique (1997), pp. 69-82
Persistent link: https://www.econbiz.de/10001235270
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Estimating partially linear panel data models with one-way error components
Li, Qi - In: Econometric reviews 17 (1998) 2, pp. 145-166
Persistent link: https://www.econbiz.de/10001240679
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Testing for random individual and time effects using unbalanced panel data
Baltagi, Badi H.; Chang, Young-jae; Li, Qi - 1998
Persistent link: https://www.econbiz.de/10001353411
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Testing serial correlation in semiparametric panel data models
Li, Qi - In: Journal of econometrics 87 (1998) 2, pp. 207-237
Persistent link: https://www.econbiz.de/10001246647
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A simple consistent bootstrap test for a parametric regression function
Li, Qi - In: Journal of econometrics 87 (1998) 1, pp. 145-165
Persistent link: https://www.econbiz.de/10001248303
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Nash-implementation of the Lindahl correspondence with decreasing returns to scale technologies
Li, Qi - In: International economic review 36 (1995) 1, pp. 37-52
Persistent link: https://www.econbiz.de/10001177595