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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:"Lewbel, Arthur"
~person:"Li, Qi"
~person:"Lucas, André"
~person:"Westerlund, Joakim"
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Clark, Todd E.
Lewbel, Arthur
Li, Qi
Lucas, André
Westerlund, Joakim
Su, Liangjun
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Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
4
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
Saved in:
5
Nonparametric panel estimation of labor supply
Ju, Gaosheng
;
Gan, Li
;
Li, Qi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 260-274
Persistent link: https://www.econbiz.de/10012176622
Saved in:
6
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:
7
On the estimation and inference in factor-augmented panel regressions with correlated loadings
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Economics letters
119
(
2013
)
3
,
pp. 247-250
Persistent link: https://www.econbiz.de/10009755754
Saved in:
8
Testing additive versus interactive effects in fixed-T panels
Westerlund, Joakim
- In:
Economics letters
174
(
2019
),
pp. 5-8
Persistent link: https://www.econbiz.de/10012120997
Saved in:
9
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:
10
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
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