Similar Search Results - EconBiz

Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity

Li, Dong; Shaojun, Guo; Zhu, Ke - In: Econometric reviews 38 (2019) 3, pp. 319-331

Persistent link: https://www.econbiz.de/10012181294

Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models

Guo, Shaojun; Li, Dong; Li, Muyi - 2018

In this article we develop a tractable procedure for testing strict stationarity in a double autoregressive model and formulate the problem as testing if the top Lyapunov exponent is negative. Without strict stationarity assumption, we construct a consistent estimator of the associated top...

Persistent link: https://www.econbiz.de/10012433198

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

Semiparametric smooth coefficient models

Li, Qi; Huang, Cliff J.; Li, Dong; Fu, Tsu-tan - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 412-422

Persistent link: https://www.econbiz.de/10001695291

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

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