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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Li, Qi"
~subject:"Forecasting model"
~subject:"IV-Schätzung"
~subject:"Statistische Methodenlehre"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Forecasting model
IV-Schätzung
Statistische Methodenlehre
Zeitreihenanalyse
Estimation theory
27
Schätztheorie
27
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Theorie
9
Theory
9
Regression analysis
6
Time series analysis
5
Statistical test
3
Statistischer Test
3
Bootstrap
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Consistent test
2
Econometrics
2
Estimation
2
Induktive Statistik
2
Panel
2
Panel study
2
Schätzung
2
Statistical inference
2
Aktienmarkt
1
Bandwidth selection
1
Banking
1
Budget deficit
1
Cointegration
1
Constrained factor models
1
Correlation
1
Cross-validation
1
Discrete regressors
1
Empirical application
1
Factor analysis
1
Faktorenanalyse
1
Finanzpolitik
1
Fiscal policy
1
Fixed effects
1
Geldpolitik
1
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Undetermined
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Article
13
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Article in journal
Aufsatz im Buch
Aufsatzsammlung
Non-commercial literature
Aufsatz in Zeitschrift
13
Language
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English
13
Author
All
Li, Qi
Phillips, Peter C. B.
30
Linton, Oliver
19
Taylor, Robert
15
Su, Liangjun
13
Leybourne, Stephen James
12
Robinson, Peter M.
12
Cai, Zongwu
11
Chen, Songnian
11
White, Halbert
11
Sun, Yiguo
10
Xiao, Zhijie
10
Gao, Jiti
9
Wang, Qiying
9
Chambers, Marcus J.
8
Chen, Xiaohong
8
Ghysels, Eric
8
Johansen, Søren
8
Li, Degui
8
Fan, Yanqin
7
Florens, Jean-Pierre
7
Francq, Christian
7
Georgiev, Iliyan
7
Li, Jia
7
Park, Joon Y.
7
Perron, Pierre
7
Sun, Yixiao
7
Swanson, Norman R.
7
Zakoïan, Jean-Michel
7
Andersen, Torben
6
Chan, Ngai Hang
6
Davis, Richard A.
6
Hansen, Bruce E.
6
Harvey, David I.
6
Hong, Yongmiao
6
Lee, Ji Hyung
6
Newey, Whitney K.
6
Ng, Serena
6
Saikkonen, Pentti
6
Stengos, Thanasēs
6
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Econometric theory
Journal of econometrics
Journal of risk and financial management : JRFM
Department of Economics working paper series / McMaster University, Department of Economics
2
Econometric reviews
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The Oxford handbook of panel data
2
Annals of economics and finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Nonparametric econometric methods
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
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ECONIS (ZBW)
13
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1
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong
;
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
Saved in:
2
A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo
;
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
32
(
2016
)
4
,
pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
Saved in:
3
Gradient-based smoothing parameter selection for nonparametric regression estimation
Henderson, Daniel J.
;
Li, Qi
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 233-241
Persistent link: https://www.econbiz.de/10011339349
Saved in:
4
Smooth coefficient estimation of a seemingly unrelated regression
Henderson, Daniel J.
;
Kumbhakar, Subal
;
Li, Qi
; …
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 148-162
Persistent link: https://www.econbiz.de/10011502513
Saved in:
5
Misspecification test methods in econometrics : editoral
Cai, Zongwu
;
Hong, Yongmiao
;
Li, Qi
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10010254997
Saved in:
6
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
Lin, Zhongjian
;
Li, Qi
;
Sun, Yiguo
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 167-179
Persistent link: https://www.econbiz.de/10010255448
Saved in:
7
Functional coefficient regression models with time trend
Liang, Zhongwen
;
Li, Qi
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 15-31
Persistent link: https://www.econbiz.de/10009673164
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Nonparametric estimation of regression functions with discrete regressors
Ouyang, Desheng
;
Li, Qi
;
Racine, Jeffrey
- In:
Econometric theory
25
(
2009
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10003816210
Saved in:
1
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