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A nonparametric bootstrap test of conditional distributions

Fan, Yanqin; Li, Qi; Min, Insik - In: Econometric theory 22 (2006) 4, pp. 587-613

Persistent link: https://www.econbiz.de/10003351873

Estimating endogenous switching regression model with a flexible parametric distribution function : application to Korean housing demand

Choi, Pilsun; Min, Insik - In: Applied economics 41 (2009) 22/24, pp. 3045-3055

Persistent link: https://www.econbiz.de/10003895060

A comparison of conditional and unconditional approaches in value-at-risk estimation

Choi, Pilsun; Min, Insik - In: The Japanese economic review : the journal of the … 62 (2011) 1, pp. 99-115

Persistent link: https://www.econbiz.de/10009158509

Marginal or copula : which one is critical?

Choi, Pilsun; Min, Insik - In: Applied economics letters 20 (2013) 16/18, pp. 1462-1465

Persistent link: https://www.econbiz.de/10010213173

The firm size distribution in a small open economy : theory and evidence

Li, Qi; Walsh, Patrick Paul - 2009

We construct a theoretical model of the dynamic processes (firm entry, growth, decline, and exit) that underpin the determination of a limiting firm size distribution (FSD). In particular, we model such dynamic processes using key structural parameters; sunk cost, exogenous entry constraints,...

Persistent link: https://www.econbiz.de/10003870856

A non-parametric test of the symmetry of PSID wage-change distributions

Christofidēs, Loizos N.; Stengos, Thanasēs - In: Economics letters 71 (2001) 3, pp. 363-368

Persistent link: https://www.econbiz.de/10001574270

A data-driven smooth test of symmetry

Fang, Ying; Li, Qi; Wu, Ximing; Zhang, Daiqiang - In: Journal of econometrics 188 (2015) 2, pp. 490-501

Persistent link: https://www.econbiz.de/10011503642

A consistent test for the parametric distribution of regression disturbances

Baltagi, Badi H.; Li, Qi - In: Applying Kernel and nonparametric estimation to …, (pp. 3-24). 2000

Persistent link: https://www.econbiz.de/10001548454

Kernel estimation of multivariate conditional distributions

Racine, Jeffrey; Li, Qi; Zhu, Xi - In: Annals of economics and finance 5 (2004) 2, pp. 211-235

Persistent link: https://www.econbiz.de/10002544874

Cross-validation and the estimation of conditional probability densities

Hall, Peter; Racine, Jeffrey; Li, Qi - In: Journal of the American Statistical Association : JASA 99 (2004) 468, pp. 1015-1026

Persistent link: https://www.econbiz.de/10002506601