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Optimal Smoothing in Nonparametric Conditional Quantile Derivative Function Estimation 林蔚,苏立
Journal of Econometrics, 2015
Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes 李晓宇,James Davidson
Journal of Empirical Finance ,2016
Modelling Multivariate Volatilities via Latent Common Factors 李委明,李鲲鹏,高静,姚琦伟(特聘)
Journal of Business & Economic Statistics, 2016
Estimation of dynamic discrete models from time aggregated data 李委明
Journal of Econometrics, 2015
Efficiency of thin and thick markets 李奇(特聘)
Journal of Econometrics, 2016
Smooth coefficient estimation of a seemingly unrelated regression 李奇(特聘)
Journal of Econometrics, 2015
A Data-driven Smooth Test of Symmetry 李奇(特聘)
Journal of Econometrics, 2015
Property Taxes and Home Prices: A tale of two cities 李奇(特聘)
Journal of Econometrics, 2014
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models 李奇(特聘)
Journal of Econometrics, 2014
Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions 李奇(特聘)
Journal of Business and Economic Statistics, 2013
Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models 李鲲鹏,李奇(特聘)
Journal of Econometrics, 2018
Fixed-effects dynamic spatial panel data models and impulse response analysis 李鲲鹏
Journal of Econometrics, 2017
Estimation and inference of FAVAR models 李鲲鹏
Journal of Business & Economic Statistics, 2016
Maximum likelihood estimation and inference for approximate factor models of high dimension 李鲲鹏
Review of Economics and Statistics ,2016
Determining the Number of Factors when the Number of Factors Increases with Sample Size 李红军,李奇(特聘)
Journal of Econometrics ,2017
Consistent model specification tests based on k-nearest-neighbor estimation method 李红军,李奇(特聘)
Journal of Econometrics ,2016
Estimation of panel data partly specified Tobit regression with fixed effects 李红军
Journal of Econometrics,2015
Biomarker Detection in Association Studies: ModelingSNPs Simultaneously via Logistic ANOVA 黄建华(特聘)
Journal of the American Statistical Association, 2014
Financial Structure, Productivity, and Risk of Foreign Direct Investment 侯蕾
Journal of Comparative Economics, 2014
Risks of Large Portfolios 范剑青(特聘)
Journal of Econometrics ,2015
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