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Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Journal of econometrics 164 (2011) 2, pp. 252-267
Persistent link: https://www.econbiz.de/10009301926
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Consistent model specification tests for time series econometric models
Li, Qi - In: Journal of econometrics 92 (1999) 1, pp. 101-147
Persistent link: https://www.econbiz.de/10001400093
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Functional-coefficient models for nonstationary time series data
Cai, Zongwu; Li, Qi; Park, Joon Y. - In: Journal of econometrics 148 (2009) 2, pp. 101-113
Persistent link: https://www.econbiz.de/10003833742
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Functional coefficient regression models with time trend
Liang, Zhongwen; Li, Qi - In: Journal of econometrics 170 (2012) 1, pp. 15-31
Persistent link: https://www.econbiz.de/10009673164
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Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
Li, Dong; Li, Qi - In: Journal of econometrics 157 (2010) 1, pp. 179-190
Persistent link: https://www.econbiz.de/10008661718
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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
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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
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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
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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
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Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi; Hsiao, Cheng; Zinn, Joel - In: Journal of econometrics 112 (2003) 2, pp. 295-325
Persistent link: https://www.econbiz.de/10001731319