Narrow search
Showing 1 - 10 of 19
Cover Image
Marginal or copula : which one is critical?
Choi, Pilsun; Min, Insik - In: Applied economics letters 20 (2013) 16/18, pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
Cover Image
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
Cover Image
A consistent test for conditional heteroskedasticity in time-series regression models
Hsiao, Cheng; Li, Qi - In: Econometric theory 17 (2001) 1, pp. 188-221
Persistent link: https://www.econbiz.de/10001556097
Cover Image
Adaptive estimation in the panel data error component model with heteroskedasticity of unknown form
Li, Qi - In: International economic review 35 (1994) 4, pp. 981-1000
Persistent link: https://www.econbiz.de/10001172622
Cover Image
Efficient estimation of additive partially linear models
Li, Qi - In: International economic review 41 (2000) 4, pp. 1073-1092
Persistent link: https://www.econbiz.de/10001525651
Cover Image
Nonparametric and Semiparametric Estimation and Hypothesis Testing with Nonstationary Time Series
Sun, Yiguo; Li, Qi - In: The Oxford handbook of applied nonparametric and …. 2014
Persistent link: https://www.econbiz.de/10012881209
Cover Image
Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
Li, Dong; Li, Qi - In: Journal of econometrics 157 (2010) 1, pp. 179-190
Persistent link: https://www.econbiz.de/10008661718
Cover Image
Data-driven bandwidth selection for nonstationary semiparametric models
Sun, Yiguo; Li, Qi - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 541-551
Persistent link: https://www.econbiz.de/10009355610
Cover Image
Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Journal of econometrics 164 (2011) 2, pp. 252-267
Persistent link: https://www.econbiz.de/10009301926
Cover Image
Optimal bandwidth selection for nonparametric conditional distribution and quantile functions
Li, Qi; Lin, Juan; Racine, Jeffrey - 2012
Persistent link: https://www.econbiz.de/10009630634