Similar Search Results - EconBiz

Panel data estimation for correlated random coefficients models

Hsiao, Cheng; Li, Qi; Liang, Zhongwen; Xie, Wei - In: Econometrics : open access journal 7 (2019) 1/7, pp. 1-18

estimator, we show that when T is large, a generalized least squares estimator that ignores the correlation between the … the known correlation pattern, we derive the asymptotic properties of panel least squares estimators. Simulations are used …

Persistent link: https://www.econbiz.de/10012025649

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

Comovement of home prices : a conditional copula approach

Hou, Lei; Long, Wei; Li, Qi - In: Annals of economics and finance 20 (2019) 1, pp. 297-318

Persistent link: https://www.econbiz.de/10012110498

Multivariate models of commodity futures markets : a dynamic copula approach

Chen, Sihong; Li, Qi; Wang, Qiaoyu; Zhang, Yu Yvette - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3037-3057

Persistent link: https://www.econbiz.de/10014329023

Central limit theorem for degenerate U-statistics of absolutely regular processes with applications to model specification testing

Fan, Yanqin; Li, Qi - 1996

Persistent link: https://www.econbiz.de/10000961590

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

A Hausman specification test based on root-N-consistent semiparametric estimators

Li, Qi - In: Economics letters 40 (1992) 2, pp. 141-146

Persistent link: https://www.econbiz.de/10001138448

A simple recursive estimation method for linear regression models with AR(p) disturbances

Baltagi, Badi H. - In: Statistical papers 35 (1994) 2, pp. 93-100

Persistent link: https://www.econbiz.de/10001162834

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

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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