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Stengos, Thanasēs
Li, Qi
176
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92
Qi, Li
44
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21
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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1
Non-parametric specification testing of non-nested econometric models
Li, Qi
;
Stengos, Thanasēs
- In:
The refinement of econometric estimation and test …
,
(pp. 205-219)
.
2007
Persistent link: https://www.econbiz.de/10003461873
Saved in:
2
Adaptive estimation in the panel data error component model with heteroskedasticity of unknown form
Li, Qi
- In:
International economic review
35
(
1994
)
4
,
pp. 981-1000
Persistent link: https://www.econbiz.de/10001172622
Saved in:
3
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
Saved in:
4
Root-N-consistent semiparametric regression with conditionally heteroskedastic disturbances
Fan, Yanqin
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 229-240
Persistent link: https://www.econbiz.de/10001196284
Saved in:
5
On hotelling's approach to hypothesis testing when a nuisance parameter is present only under the alternative
Kim, Peter T.
;
Li, Qi
;
Naiman, Daniel
;
Stengos, Thanasēs
- In:
Journal of economic theory and econometrics : journal …
4
(
1998
)
2
,
pp. 105-130
Persistent link: https://www.econbiz.de/10001562240
Saved in:
6
A semi-parametric non-nested test in a dynamic panel data model
Li, Qi
- In:
Economics letters
49
(
1995
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10001188309
Saved in:
7
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
Saved in:
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