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~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Clark, Todd E."
~person:"Diebold, Francis X."
~person:"Lewbel, Arthur"
~person:"Li, Qi"
~subject:"Forecasting model"
~subject:"Regression analysis"
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Forecasting model
Regression analysis
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Estimation theory
12
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12
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11
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11
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7
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Clark, Todd E.
Diebold, Francis X.
Lewbel, Arthur
Li, Qi
Anatolyev, Stanislav
5
Koop, Gary
5
Ullah, Aman
5
Wang, Hansheng
5
Cai, Zongwu
4
Kapetanios, George
4
Marcellino, Massimiliano
4
Rossi, Barbara
4
Silva, João Santos
4
Su, Liangjun
4
Tu, Yundong
4
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4
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3
Choi, Jin-young
3
Galvão Júnior, Antônio Fialho
3
Godfrey, L. G.
3
Guérin, Pierre
3
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3
Härdle, Wolfgang
3
Lan, Wei
3
Lee, Myoung-jae
3
Lee, Sangyeol
3
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3
Li, Guodong
3
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3
Lin, Yuanyuan
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Martins-Filho, Carlos
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Montes-Rojas, Gabriel
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Yang, Zhenlin
3
You, Jinhong
3
Yu, Ping
3
Zhang, Xinyu
3
Zhao, Zhibiao
3
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2
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Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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15
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13
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7
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7
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7
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5
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
The Oxford handbook of panel data
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1
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ECONIS (ZBW)
14
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1
Optimal model averaging of mixed-data kernel-weighted spline regressions
Racine, Jeffrey
;
Li, Qi
;
Yu, Dalei
;
Zheng, Li
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1251-1261
Persistent link: https://www.econbiz.de/10014448627
Saved in:
2
Nonparametric quantile regression estimation with mixed discrete and continuous data
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 741-756
Persistent link: https://www.econbiz.de/10012587976
Saved in:
3
An alternative bandwidth selection method for estimating functional coefficient models
Chen, Xirong
;
Huang, Ta-Cheng
;
Li, Qi
- In:
Economics letters
156
(
2017
),
pp. 27-31
Persistent link: https://www.econbiz.de/10011822342
Saved in:
4
Using entropic tilting to combine BVAR forecasts with external nowcasts
Krüger, Fabian
;
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 470-485
Persistent link: https://www.econbiz.de/10011705954
Saved in:
5
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
6
An alternative series based consistent model specification test
Sun, Yun
;
Li, Qi
- In:
Economics letters
93
(
2006
)
1
,
pp. 37-44
Persistent link: https://www.econbiz.de/10003380146
Saved in:
7
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments
Chen, Xiaohong
;
Hu, Yingyao
;
Lewbel, Arthur
- In:
Economics letters
100
(
2008
)
3
,
pp. 381-384
Persistent link: https://www.econbiz.de/10003768802
Saved in:
8
Identification and estimation using heteroscedasticity without instruments : the binary endogenous regressor case
Lewbel, Arthur
- In:
Economics letters
165
(
2018
),
pp. 10-12
Persistent link: https://www.econbiz.de/10011973796
Saved in:
9
Uniform convergence rate of kernel estimation with mixed categorical and continuous data
Li, Qi
;
Ouyang, Desheng
- In:
Economics letters
86
(
2005
)
2
,
pp. 291-296
Persistent link: https://www.econbiz.de/10002584474
Saved in:
10
Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Clark, Todd E.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
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