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[Rezension von: Wooldridge, Jeffrey M., Econometric analysis of cross section and panel data]
Li, Tong - In: Journal of economic literature 40 (2002) 4, pp. 1239-1241
Persistent link: https://www.econbiz.de/10001734702
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Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity
Li, Tong; Zheng, Xiaoyong - In: Journal of applied econometrics 23 (2008) 6, pp. 699-728
Persistent link: https://www.econbiz.de/10003766756
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A new class of asymptotically efficient estimators for moment condition models
Fan, Yanqin; Gentry, Matthew; Li, Tong - In: Journal of econometrics 162 (2011) 2, pp. 268-277
Persistent link: https://www.econbiz.de/10009270634
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Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation
Hubbard, Timothy P.; Li, Tong; Paarsch, Harry J. - In: Journal of econometrics 168 (2012) 1, pp. 4-16
Persistent link: https://www.econbiz.de/10009612842
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Using all bids in parametric estimation of first-price auctions
Li, Tong - In: Economics letters 55 (1997) 3, pp. 321-325
Persistent link: https://www.econbiz.de/10001227236
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Indirect inference in structural econometric models
Li, Tong - In: Journal of econometrics 157 (2010) 1, pp. 120-128
Persistent link: https://www.econbiz.de/10008661771