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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Davidson, James E. H."
~person:"Li, Qi"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
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Li, Qi
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ECONIS (ZBW)
15
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1
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
2
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes
Davidson, James E. H.
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 243-269
Persistent link: https://www.econbiz.de/10001638897
Saved in:
3
Consistent model specification tests : Kernel-based tests versus Bierens' ICM tests
Fan, Yanqin
;
Li, Qi
- In:
Econometric theory
16
(
2000
)
6
,
pp. 1016-1041
Persistent link: https://www.econbiz.de/10001548359
Saved in:
4
The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 1 : weakly dependent processes
Jong, Robert M. de
;
Davidson, James E. H.
- In:
Econometric theory
16
(
2000
)
5
,
pp. 621-642
Persistent link: https://www.econbiz.de/10001533160
Saved in:
5
The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 2 : fractionally integrated processes
Davidson, James E. H.
;
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
5
,
pp. 643-666
Persistent link: https://www.econbiz.de/10001533165
Saved in:
6
Semiparametric estimation of partially linear panel data models
Li, Qi
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 389-397
Persistent link: https://www.econbiz.de/10001194725
Saved in:
7
Estimating error component models with general MA(q) disturbances
Baltagi, Badi H.
- In:
Econometric theory
10
(
1994
)
2
,
pp. 396-408
Persistent link: https://www.econbiz.de/10001164898
Saved in:
8
The central limit theorem for globally nonstationary near-epoch dependent functions of mixing processes : the asymptotically degenerate case
Davidson, James E. H.
- In:
Econometric theory
9
(
1993
)
3
,
pp. 402-412
Persistent link: https://www.econbiz.de/10001151127
Saved in:
9
Testing serial correlation in semiparametric panel data models
Li, Qi
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 207-237
Persistent link: https://www.econbiz.de/10001246647
Saved in:
10
A simple consistent bootstrap test for a parametric regression function
Li, Qi
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 145-165
Persistent link: https://www.econbiz.de/10001248303
Saved in:
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