Haiqi Li

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Time-varying complete subset averaging in a data-rich environment Econometric Theory	2026-07-24	Paper
Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity Econometric Reviews	2026-02-10	Paper
A new self-normalized forecast comparison test Economics Letters	2025-11-21	Paper
Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure Journal of Econometrics	2025-09-12	Paper
Functional-coefficient quantile cointegrating regression with stationary covariates Statistics & Probability Letters	2025-02-19	Paper
Estimating and testing for smooth structural changes in moment condition models Journal of Econometrics	2025-01-16	Paper
Time-varying forecast combination for factor-augmented regressions with smooth structural changes Journal of Econometrics	2024-03-21	Paper
Complete subset averaging approach for high-dimensional generalized linear models Economics Letters	2023-09-12	Paper
Testing for a unit root in a nonlinear quantile autoregression framework Econometric Reviews	2022-03-09	Paper
Shrinkage estimation of panel data models with interactive effects Economics Letters	2022-01-21	Paper
Admissibility of simultaneous prediction for actual and average values in finite population Journal of Inequalities and Applications	2021-12-15	Paper
A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence Economics Letters	2021-09-16	Paper
Simultaneous prediction in the generalized linear model Open Mathematics	2019-03-29	Paper
Generalized empirical likelihood specification test robust to local misspecification Economics Letters	2018-10-08	Paper
Estimation and test for quantile nonlinear cointegrating regression Economics Letters	2018-09-11	Paper

Research outcomes over time

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