Narrow search
Showing 1 - 10 of 10
Cover Image
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of financial econometrics : official journal of … 5 (2007) 3, pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Cover Image
Improved estimation of duality gap in binary quadratic programming using a weighted distance measure
Xia, Yong; Sheu, Ruey-lin; Sun, Xiaoling; Li, Duan - In: European journal of operational research : EJOR 218 (2012) 2, pp. 351-357
Persistent link: https://www.econbiz.de/10009505414
Cover Image
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
Cover Image
Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan; Chan, Ngai Hang; Lian, Peng - In: Econometric theory 30 (2014) 2, pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
Cover Image
Cross-validation and non-parametric k nearest-neighbour estimation
Ouyang, Desheng; Li, Dong; Li, Qi - In: The econometrics journal 9 (2006) 3, pp. 448-471
Persistent link: https://www.econbiz.de/10003390165
Cover Image
Nonlinearity in medical expenditures : a new semiparametric approach
Fan, Yanqin; Li, Dong; Li, Qi - In: Applied economics 36 (2004) 9, pp. 911-916
Persistent link: https://www.econbiz.de/10002091463
Cover Image
Semiparametric smooth coefficient models
Li, Qi; Huang, Cliff J.; Li, Dong; Fu, Tsu-tan - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 412-422
Persistent link: https://www.econbiz.de/10001695291
Cover Image
Series estimation of partially linear panel data models with fixed effects
Baltagi, Badi H.; Li, Dong - In: Annals of economics and finance 3 (2002) 1, pp. 103-116
Persistent link: https://www.econbiz.de/10001731879
Cover Image
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu; Li, Dong; Zhu, Ke - In: Journal of econometrics 224 (2021) 2, pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Cover Image
Portfolio optimization with nonparametric value at risk : a block coordinate descent method
Cui, Xueting; Sun, Xiaoling; Zhu, Shushang; Jiang, Rujun; … - In: INFORMS journal on computing : JOC 30 (2018) 3, pp. 454-471
Persistent link: https://www.econbiz.de/10011948064