The following pages link to Q. Li (Q197823):
Displaying 50 items.
- (Q250871) (redirect page) (← links)
- Nonparametric estimation of regression functions with both categorical and continuous data (Q269234) (← links)
- Nonparametric estimation and testing of fixed effects panel data models (Q292157) (← links)
- Fiscal policy and asset markets: a semiparametric analysis (Q299268) (← links)
- Functional-coefficient models for nonstationary time series data (Q301966) (← links)
- A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Property taxes and home prices: a tale of two cities (Q469563) (← links)
- Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
- Determining the number of factors when the number of factors can increase with sample size (Q506051) (← links)
- Functional coefficient regression models with time trend (Q528015) (← links)
- Estimating a stochastic production frontier when the adjusted error is symmetric (Q673190) (← links)
- Bootstrapping J-type tests for non-nested regression models (Q673559) (← links)
- Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
- Completely feasible and continuous implementation of the Lindahl correspondence with any number of goods (Q809860) (← links)
- A nonparametric test for poolability using panel data (Q1126479) (← links)
- A transformation that will circumvent the problem of autocorrelation in an error-component model (Q1176603) (← links)
- A monotonic property for iterative GLS in the two-way random effects model (Q1194025) (← links)
- Monte Carlo results on several new and existing tests for the error component model (Q1203086) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- An implementable state-ownership system with general variable returns (Q1339754) (← links)
- Ratio-Lindahl and ratio equilibria with many goods (Q1342406) (← links)
- A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances (Q1342788) (← links)
- Testing independence by nonparametric kernel method (Q1380650) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- Nonparametric estimation of distributions with categorical and continuous data (Q1403418) (← links)
- Nonparametric model check based on local polynomial fitting (Q1573258) (← links)
- On instrumental variable estimation of semiparametric dynamic panel data models. (Q1603848) (← links)
- An alternative bandwidth selection method for estimating functional coefficient models (Q1673516) (← links)
- Efficient estimation of a semiparametric partially linear varying coefficient model (Q1781161) (← links)
- Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465) (← links)
- A Hausman specification test based on root-\(N\)-consistent semiparametric estimators (Q1801817) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- On Nash-implementation in the presence of withholding (Q1893378) (← links)
- Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
- Semiparametric estimation of partially linear panel data models (Q1915459) (← links)
- Uniform convergence rate of kernel estimation with mixed categorical and continuous data (Q1927750) (← links)
- An alternative series based consistent model specification test (Q1929440) (← links)
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
- Gradient-based smoothing parameter selection for nonparametric regression estimation (Q2343743) (← links)
- On the root-\(n\)-consistent semiparametric estimation of partially linear models (Q2442558) (← links)
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (Q2512606) (← links)
- A data-driven smooth test of symmetry (Q2516319) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
- A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS (Q2716439) (← links)
- CONSISTENT MODEL SPECIFICATION TESTS (Q2716480) (← links)
- (Q2767965) (← links)
