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A consistent bootstrap procedure for nonparametric symmetry tests
Henderson, Daniel J.; Parmeter, Christopher F. - In: Economics letters 131 (2015), pp. 78-82
Persistent link: https://www.econbiz.de/10011422658
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A simple method to visualize results in nonlinear regression models
Henderson, Daniel J.; Kumbhakar, Subal; Parmeter, … - In: Economics letters 117 (2012) 3, pp. 578-581
Persistent link: https://www.econbiz.de/10009679148
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A robust test for predictability with unknown persistence
Liu, Guannan; Yao, Shuang - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
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Estimating a stochastic production frontier when the adjusted error is symmetric
Li, Qi - In: Economics letters 52 (1996) 3, pp. 221-228
Persistent link: https://www.econbiz.de/10001212521
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On the root-N-consistent semiparametric estimation of partially linear models
Li, Qi - In: Economics letters 51 (1996) 3, pp. 277-285
Persistent link: https://www.econbiz.de/10001200992
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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
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Fiscal deficits and mean reversion in real exchange rates
Gu, Jingping; Li, Qi; Yang, Jian - In: Economics letters 118 (2013) 2, pp. 300-303
Persistent link: https://www.econbiz.de/10009708914
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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
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A consistent nonparametric test for linearity of AR(p) models
Fan, Yanqin - In: Economics letters 55 (1997) 1, pp. 53-59
Persistent link: https://www.econbiz.de/10001225284
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On instrumental variable estimation of semiparametric dynamic panel data models
Baltagi, Badi H.; Li, Qi - In: Economics letters 76 (2002) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001671967