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Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel - In: Journal of econometrics 189 (2015) 2, pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
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Testing for linear and log-linear models against box-cox alternatives with spatial lag dependence
Baltagi, Badi H.; Li, Dong - In: Spatial and spatiotemporal econometrics, (pp. 35-74). 2004
Persistent link: https://www.econbiz.de/10002581366
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On a threshold double autoregressive model
Li, Dong; Ling, Shiqing; Zhang, Rongmao - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
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Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong; Shaojun, Guo; Zhu, Ke - In: Econometric reviews 38 (2019) 3, pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
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Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel - 2013
Persistent link: https://www.econbiz.de/10010348527
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Maximum likelihood estimation for α-stable double autoregressive models
Li, Dong; Tao, Yuxin; Yang, Yaxing; Zhang, Rongmao - In: Journal of econometrics 236 (2023) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10014332316