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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
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Instrumental variable estimation of semiparametric dynamic panel data models : Monte Carlo results on several new and existing estimators
Berg, M. Douglas; Li, Qi; Ullah, Aman - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 297-315). 2000
Persistent link: https://www.econbiz.de/10001583151
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Monte Carlo results on pure and pretest estimators of an error component model with autocorrelated disturbances
Baltagi, Badi H. - In: Annales d'économie et de statistique (1997), pp. 69-82
Persistent link: https://www.econbiz.de/10001235270
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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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Recent developments in semiparametric and nonparametric estimation of panel data models with incomplete information : a selected review
Zhang, Yu Yvette; Li, Qi; Li, Dong - 2011
Persistent link: https://www.econbiz.de/10009693823
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A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
Lin, Zhongjian; Li, Qi; Sun, Yiguo - In: Journal of econometrics 178 (2014) 1, pp. 167-179
Persistent link: https://www.econbiz.de/10010255448
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Nonparametric panel data regression models
Sun, Yiguo; Zhang, Yu Yvette; Li, Qi - In: The Oxford handbook of panel data, (pp. 285-324). 2015
Persistent link: https://www.econbiz.de/10010472601
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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
This paper considers methods of estimating a static correlated random coefficient model with panel data. We mainly … the known correlation pattern, we derive the asymptotic properties of panel least squares estimators. Simulations are used …
Persistent link: https://www.econbiz.de/10012025649
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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 …
Persistent link: https://www.econbiz.de/10011895653
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Nonparametric panel estimation of labor supply
Ju, Gaosheng; Gan, Li; Li, Qi - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 260-274
Persistent link: https://www.econbiz.de/10012176622