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Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation

Baltagi, Badi H.; Li, Dong - In: Economics letters 69 (2000) 1, pp. 9-14

Persistent link: https://www.econbiz.de/10001512715

The impact of settlement time on the volatility of stock markets

Li, Dong - In: Applied financial economics 7 (1997) 6, pp. 689-694

Persistent link: https://www.econbiz.de/10001240752

LM tests for functional form and spatial error correlation

Baltagi, Badi H.; Li, Dong - In: International regional science review 24 (2001) 2, pp. 194-225

Persistent link: https://www.econbiz.de/10001601855

Double length artificial regressions for testing spatial dependence

Baltagi, Badi H.; Li, Dong - In: Econometric reviews 20 (2001) 1, pp. 31-40

Persistent link: https://www.econbiz.de/10001582447

Testing for linear and log-linear models against box-cox alternatives with spatial lag dependence

Baltagi, Badi H.; Li, Dong - In: Spatial and spatiotemporal econometrics, (pp. 35-74). 2004

Persistent link: https://www.econbiz.de/10002581366

Series estimation of partially linear panel data models with fixed effects

Baltagi, Badi H.; Li, Dong - In: Annals of economics and finance 3 (2002) 1, pp. 103-116

Persistent link: https://www.econbiz.de/10001731879

Nonlinearity in medical expenditures : a new semiparametric approach

Fan, Yanqin; Li, Dong; Li, Qi - In: Applied economics 36 (2004) 9, pp. 911-916

Persistent link: https://www.econbiz.de/10002091463

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

Sample path properties of an explosive double autoregressive model

Liu, Feng; Li, Dong; Kang, Xinmei - In: Econometric reviews 37 (2018) 1/5, pp. 484-490

Persistent link: https://www.econbiz.de/10012039365

Prediction in the Panel Data Model with Spatial Correlation : The Case of Liquor

Baltagi, Badi H.; Li, Dong - 2011

This paper considers the problem of prediction in a panel data regression model with spatial auto-correlation in the context of a simple demand equation for liquor. This is based on a panel of 43 states over the period 1965-1994. The spatial auto-correlation due to neighboring states and the...

Persistent link: https://www.econbiz.de/10014183179