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Nonparametric estimation of a conditional quantile function in a fixed effects panel data model
Yan, Karen X.; Li, Qi - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-10
This paper develops a nonparametric method to estimate a conditional quantile function for a panel data model with an additive individual fixed effects. The proposed method is easy to implement, it does not require numerical optimization and automatically ensures quantile monotonicity by...
Persistent link: https://www.econbiz.de/10011895653
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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
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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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Nonparametric Knn estimation with monotone constraints
Li, Zheng; Liu, Guannan; Li, Qi - In: Econometric reviews 36 (2017) 6/9, pp. 988-1006
Persistent link: https://www.econbiz.de/10011795554
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A consistent model specification test with mixed discrete and continuous data
Hsiao, Cheng; Li, Qi; Racine, Jeffrey - In: Journal of econometrics 140 (2007) 2, pp. 802-826
Persistent link: https://www.econbiz.de/10003569974
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Testing the significance of categorical preditor variables in nonparametric regression models
Racine, Jeffrey; Hart, Jeffrey D.; Li, Qi - In: Econometric reviews 25 (2006) 4, pp. 523-544
Persistent link: https://www.econbiz.de/10003403264
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Marginal indirect tax reform in Australia
Creedy, John - In: Economic analysis and policy 29 (1999) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001393816
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Demografic [Demographic] effects and aggregation in a life cycle model
Creedy, John - In: Metroeconomica : international review of economics 39 (1988) 1, pp. 67-81
Persistent link: https://www.econbiz.de/10001065679
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Testing Ricardian neutrality with an intertemporal stochastic model
Leiderman, Leonardo - In: Journal of money, credit and banking : JMCB 20 (1988) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001046975
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The distributional effects of inflation in Australia 1980 - 1995
Creedy, John - In: The Australian economic review 30 (1997) 2, pp. 125-143
Persistent link: https://www.econbiz.de/10001227026