Similar Search Results - EconBiz

Is housing the business cycle? : a multiresolution analysis for OECD countries

Huang, Yuting; Li, Qiang; Liow, Kim Hiang; Zhou, Xiaoxia - In: Journal of housing economics 49 (2020), pp. 1-23

Persistent link: https://www.econbiz.de/10012590867

Time-scale relationship between securitized real estate and local stock markets : some wavelet evidence

Liow, Kim Hiang; Zhou, Xiaoxia; Li, Qiang; Huang, Yuting - In: Journal of risk and financial management : JRFM 12 (2019) 1/16, pp. 1-23

This study revisits the relationship between securitized real estate and local stock markets by focusing on their time-scale co-movement and contagion dynamics across five developed countries. Since securitized real estate market is an important capital component of the domestic stock market in...

Persistent link: https://www.econbiz.de/10011961522

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

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

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

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

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

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

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

Optimal bandwidth selection for nonparametric conditional distribution and quantile functions

Li, Qi; Lin, Juan; Racine, Jeffrey - 2012

Persistent link: https://www.econbiz.de/10009630634

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