The following pages link to Qi Li (Q197823):
Displaying 46 items.
- A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series (Q2826009) (← links)
- Semiparametric functional coefficient models with integrated covariates (Q2845027) (← links)
- SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA (Q2995416) (← links)
- MONEY GROWTH AND INFLATION IN THE UNITED STATES (Q3182107) (← links)
- A lagrange multiplier test for the error components model with incomplete panels (Q3350611) (← links)
- THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS (Q3375349) (← links)
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS (Q3408513) (← links)
- (Q3428623) (← links)
- Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models (Q3430301) (← links)
- NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS (Q3551015) (← links)
- Some recent developments on nonparametric econometrics (Q3573041) (← links)
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS (Q3632420) (← links)
- Nonparametric testing the similarity of two unknown density functions: local power and bootstrap analysis (Q3836395) (← links)
- Root-n-consistent estimation of partially linear time series models (Q3836400) (← links)
- Estimating partially linear panel data models with one-way error components (Q3842860) (← links)
- Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing (Q4265792) (← links)
- Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form (Q4320065) (← links)
- Testing symmetry of an unknown density function by kernel method (Q4344558) (← links)
- Nonparametric testing of closeness between two unknown distribution functions (Q4355135) (← links)
- (Q4438060) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
- Multivariate local polynomial regression for estimating average derivatives (Q4470134) (← links)
- ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS (Q4471133) (← links)
- OPTIMAL MODEL AVERAGING OF VARYING COEFFICIENT MODELS (Q4558614) (← links)
- Cross-validation and the estimation of conditional probability densities (Q4651029) (← links)
- SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS (Q4807303) (← links)
- (Q4818530) (← links)
- Nash-Implementation of the Lindahl Correspondence with Decreasing Returns to Scale Technologies (Q4834692) (← links)
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms (Q4895050) (← links)
- DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793) (← links)
- Kernel smoothed probability mass functions for ordered datatypes (Q4987542) (← links)
- Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (Q5080530) (← links)
- Cross-validation and the estimation of probability distributions with categorical data (Q5291821) (← links)
- Estimation of average treatment effect based on a semiparametric propensity score (Q5861053) (← links)
- Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution (Q5863569) (← links)
- Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method (Q5864461) (← links)
- Nonparametric Knn estimation with monotone constraints (Q5864658) (← links)
- Model check by kernel methods under weak moment conditions. (Q5941112) (← links)
- Efficiency of thin and thick markets (Q5964749) (← links)
- A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS (Q6042895) (← links)
- Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions (Q6190736) (← links)
- Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data (Q6617794) (← links)
- Nonparametric Panel Estimation of Labor Supply (Q6634859) (← links)
- Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application (Q6664666) (← links)
- Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models (Q6666825) (← links)
- Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions (Q6666902) (← links)
