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type_genre:"Collection of articles of several authors"
~person:"Li, Guodong"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Kointegration"
~type_genre:"Article in journal"
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Li, Guodong
Francq, Christian
18
Phillips, Peter C. B.
14
Zakoïan, Jean-Michel
14
Kumar, Dilip
13
Rahbek, Anders
12
Maheswaran, S.
11
Teräsvirta, Timo
9
Ling, Shiqing
8
Linton, Oliver
8
Paruolo, Paolo
8
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8
Wagner, Martin
8
Demetrescu, Matei
7
Johansen, Søren
7
Tauchen, George Eugene
7
Taylor, Robert
7
Ardia, David
6
Bauwens, Luc
6
Bohn Nielsen, Heino
6
Boswijk, Herman Peter
6
Cavaliere, Giuseppe
6
Kristensen, Dennis
6
Kurita, Takamitsu
6
Lütkepohl, Helmut
6
McAleer, Michael
6
Rodrigues, Paulo M. M.
6
Tu, Yundong
6
Zhu, Ke
6
Chambers, Marcus J.
5
Chan, Ngai Hang
5
Hafner, Christian M.
5
Horváth, Lajos
5
Luger, Richard
5
Paolella, Marc S.
5
Shephard, Neil G.
5
Sucarrat, Genaro
5
Todorov, Viktor
5
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5
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
2
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
Saved in:
3
A new hyperbolic GARCH model
Li, Muyi
;
Li, Wai Keung
;
Li, Guodong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 428-436
Persistent link: https://www.econbiz.de/10011504608
Saved in:
4
Score tests for hyperbolic GARCH models
Li, Muyi
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 579-586
Persistent link: https://www.econbiz.de/10009355588
Saved in:
5
Least absolute deviation estimation for unit root processes with GARCH errors
Li, Guodong
;
Li, Wai Keung
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1208-1227
Persistent link: https://www.econbiz.de/10003885748
Saved in:
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