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Efficient estimation of average treatment effects with mixed categorical and continuous data

Li, Qi; Racine, Jeffrey; Wooldridge, Jeffrey M. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 206-223

Persistent link: https://www.econbiz.de/10003885782

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

Multivariate local polynomial kernel estimators : leading bias and asymptotic distribution

Gu, Jingping; Li, Qi; Yang, Jui-Chung - In: Econometric reviews 34 (2015) 6/10, pp. 979-1010

Persistent link: https://www.econbiz.de/10011483447

Local constant kernel estimation of a partially linear varying coeefficient cointegration model

Wang, Luya; Liang, Zhongwen; Lin, Juan; Li, Qi - In: Annals of economics and finance 16 (2015) 2, pp. 353-369

Persistent link: https://www.econbiz.de/10011428164

Smooth coefficient estimation of a seemingly unrelated regression

Henderson, Daniel J.; Kumbhakar, Subal; Li, Qi; … - In: Journal of econometrics 189 (2015) 1, pp. 148-162

Persistent link: https://www.econbiz.de/10011502513

Gradient-based smoothing parameter selection for nonparametric regression estimation

Henderson, Daniel J.; Li, Qi; Parmeter, Christopher F.; … - In: Journal of econometrics 184 (2015) 2, pp. 233-241

Persistent link: https://www.econbiz.de/10011339349

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

Consistent model specification tests based on k-nearest-neighbor estimation method

Li, Hongjun; Li, Qi; Liu, Ruixuan - In: Journal of econometrics 194 (2016) 1, pp. 187-202

Persistent link: https://www.econbiz.de/10011705081

A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series

Sun, Yiguo; Cai, Zongwu; Li, Qi - In: Econometric theory 32 (2016) 4, pp. 988-1022

Persistent link: https://www.econbiz.de/10011644226

Optimal model averaging of varying coefficient models

Li, Cong; Li, Qi; Racine, Jeffrey; Zhang, Daiqiang - 2017

Persistent link: https://www.econbiz.de/10011590272