Details about Qi Li

E-mail:
Homepage:	http://econweb.tamu.edu/li/
Workplace:	Department of Economics, Texas A&M University, (more information at EDIRC)

Access statistics for papers by Qi Li.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pli1032

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Working Papers

2023

1. Monetary Policy and Racial Inequality in Housing Markets: A Study of 140 US Metropolitan Areas
   Staff Working Papers, Bank of Canada

2018

2. Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models
   Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston View citations (2)

2014

3. Social Security Benefits, Life Expectancy and Early Retirement
   2014 Meeting Papers, Society for Economic Dynamics

2013

4. China’s Internal Borders: Evidence from the Business Cycle Correlations across Chinese Cities
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
5. Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation
   Working Papers, University of Miami, Department of Economics View citations (1)
   See also Journal Article Gradient-based smoothing parameter selection for nonparametric regression estimation, Journal of Econometrics, Elsevier (2015) View citations (14) (2015)
6. Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
   See also Journal Article NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS, Econometric Theory, Cambridge University Press (2008) View citations (60) (2008)
7. Some Recent Develop- ments on Nonparametric Econometrics
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University View citations (2)
8. The Demographic Consequences of Gender Selection Technology
   2013 Meeting Papers, Society for Economic Dynamics View citations (1)
9. The “Curse of Resources” Revisited: A Different Story from China
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University View citations (4)

2012

10. Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions
    Department of Economics Working Papers, McMaster University
    See also Journal Article Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions, Journal of Business & Economic Statistics, Taylor & Francis Journals (2013) View citations (67) (2013)

2009

11. The Firm Size Distribution in a Small Open Economy: Theory and Evidence
    Working Papers, Geary Institute, University College Dublin

2007

12. Jobless Growth through Creative Destruction: Ireland’s Industrial Development Path 1972–2003
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)

2006

13. A Consistent Model Specification Test with Mixed Discrete and Continuous Data
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (36)
    See also Journal Article A consistent model specification test with mixed discrete and continuous data, Journal of Econometrics, Elsevier (2007) View citations (112) (2007)

2005

14. The Emerging Market Crisis and Stock Market Linkages: Further Evidence
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (1)
    See also Journal Article The emerging market crisis and stock market linkages: further evidence, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) View citations (44) (2006)

2004

15. Efficiency of Thin and Thick Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
16. Life, Death, and the Economy: Mortality Change in Overlapping-Generations Model
    Working Papers, University of Michigan, Michigan Retirement Research Center
17. Random Scenario Forecasts Versus Stochastic Forecasts
    Working Papers, University of Michigan, Michigan Retirement Research Center View citations (4)

1994

18. A Consistent Test for Linearity in Partially Linear Regression Models
    Working Papers, University of Guelph, Department of Economics and Finance View citations (6)
19. Estimating a Stochastic Production Frontier when the Adjusted Error is Symmetric
    Working Papers, University of Guelph, Department of Economics and Finance
    See also Journal Article Estimating a stochastic production frontier when the adjusted error is symmetric, Economics Letters, Elsevier (1996) View citations (8) (1996)
20. On Hotelling's Approach to Testing Nonnested Models
    Working Papers, University of Guelph, Department of Economics and Finance
21. Semiparametric Estiomation of Stochastic Production Frontier
    Working Papers, University of Guelph, Department of Economics and Finance
22. Semiparametric Panel Date Models with Hetergeneous Dynamic Adjustment: Theoretical Considerations and an Application to Labor Supply
    Working Papers, University of Guelph, Department of Economics and Finance View citations (3)

1993

23. Adaptive Estimation in Semiparametric Regression Models with Conditionally Heteroskedastic Disturbances
    Working Papers, University of Guelph, Department of Economics and Finance
24. Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
    Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
    See also Journal Article Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1994) View citations (18) (1994)

1992

25. Root-Consistent Semiparametric Regression with Conditionally Heteroskedastic Disturbances
    Working Papers, University of Guelph, Department of Economics and Finance View citations (9)
26. Root-N-Consistent Semiparametric Estimation of a Dynamic Panel Data Model
    Working Papers, University of Guelph, Department of Economics and Finance View citations (2)

1990

27. AGGREGATION AND THE "RANDON OBJECTIVE" JUSTIFICATION FOR DITURBANCES IN COMPLETE DEMAND SYSTEMS
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990)

Undated

28. Exporting, FDI, and Labour Demand Adjustment: Evidence from the UK Manufacturing
    Working Papers, Business School - Economics, University of Glasgow
29. Exporting, R&D and Absorptive Capacity in UK Establishments: Evidence from the 2001 Community Innovation Survey
    Working Papers, Business School - Economics, University of Glasgow View citations (1)
30. The Productivity Impact of Skills in English Manufacturing, 2001: Evidence from Plant-Level Matched Data
    Working Papers, Business School - Economics, University of Glasgow

Journal Articles

2015

1. A data-driven smooth test of symmetry
   Journal of Econometrics, 2015, 188, (2), 490-501 View citations (6)
2. A large national survey of public perceptions of CCS technology in China
   Applied Energy, 2015, 158, (C), 366-377 View citations (22)
3. Gradient-based smoothing parameter selection for nonparametric regression estimation
   Journal of Econometrics, 2015, 184, (2), 233-241 View citations (14)
   See also Working Paper Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation, Working Papers (2013) View citations (1) (2013)
4. Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution
   Econometric Reviews, 2015, 34, (6-10), 979-1010 View citations (9)
5. Smooth coefficient estimation of a seemingly unrelated regression
   Journal of Econometrics, 2015, 189, (1), 148-162 View citations (19)
6. The Special Issue in Honor of Aman Ullah: An Overview
   Econometric Reviews, 2015, 34, (6-10), 653-658 View citations (2)
7. Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process
   Econometric Reviews, 2015, 34, (1-2), 127-145 View citations (2)

2014

8. A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
   Journal of Econometrics, 2014, 178, (P1), 167-179 View citations (24)
9. Agent-based hierarchical production planning and scheduling in make-to-order manufacturing system
   International Journal of Production Economics, 2014, 149, (C), 117-130 View citations (9)
10. Challenging combination of CO 2 geological storage and coal mining in the Ordos basin, China
    Greenhouse Gases: Science and Technology, 2014, 4, (4), 452-467 View citations (3)
11. Coevolution of Opinions and Directed Adaptive Networks in a Social Group
    Journal of Artificial Societies and Social Simulation, 2014, 17, (2), 4 View citations (1)
12. Combination of CO2 geological storage with deep saline water recovery in western China: Insights from numerical analyses
    Applied Energy, 2014, 116, (C), 101-110 View citations (11)
13. Lauric acid/intercalated kaolinite as form-stable phase change material for thermal energy storage
    Energy, 2014, 76, (C), 385-389 View citations (13)
14. Multi-scale tracking dynamics and optimal index replication
    Applied Economics Letters, 2014, 21, (4), 252-256 View citations (1)
15. Property taxes and home prices: A tale of two cities
    Journal of Econometrics, 2014, 180, (1), 1-15 View citations (69)
16. Supply chain design under uncertainty for advanced biofuel production based on bio-oil gasification
    Energy, 2014, 74, (C), 576-584 View citations (12)

2013

17. Categorical semiparametric varying‐coefficient models
    Journal of Applied Econometrics, 2013, 28, (4), 551-579 View citations (19)
18. China's Internal Borders
    Chinese Economy, 2013, 46, (3), 41-60 View citations (1)
19. Determinants of Firm Leverage
    Chinese Economy, 2013, 46, (2), 74-106 View citations (2)
20. Erratum to: Simulating cold season snowpack: Impacts of snow albedo and multi-layer snow physics
    Climatic Change, 2013, 116, (2), 425-425
21. Fiscal deficits and mean reversion in real exchange rates
    Economics Letters, 2013, 118, (2), 300-303
22. Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions
    Journal of Business & Economic Statistics, 2013, 31, (1), 57-65 View citations (67)
    See also Working Paper Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions, Department of Economics Working Papers (2012) (2012)

2012

23. Functional coefficient regression models with time trend
    Journal of Econometrics, 2012, 170, (1), 15-31 View citations (3)
24. Irrationality and beliefs in a laboratory asset market: Is it me or is it you?
    Journal of Economic Behavior & Organization, 2012, 84, (1), 278-291 View citations (5)
25. Research on the elliptic aerodynamic field in a 1000 MW dual circle tangential firing single furnace ultra supercritical boiler
    Energy, 2012, 46, (1), 364-373 View citations (5)
26. The Way to Cultivate Characteristic Talents Majoring in Marketing in Agricultural Universities and Colleges
    Asian Agricultural Research, 2012, 04, (09), 4

2011

27. Analysis of ordered categorical data with score averaging: with applications to case-control genetic associations
    Journal of Applied Statistics, 2011, 38, (9), 1833-1843
28. Compact heat exchangers: A review and future applications for a new generation of high temperature solar receivers
    Renewable and Sustainable Energy Reviews, 2011, 15, (9), 4855-4875 View citations (30)
29. Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models
    Journal of Business & Economic Statistics, 2011, 29, (4), 541-551 View citations (7)
    Also in Journal of Business & Economic Statistics, 2011, 29, (4), 541-551 (2011) View citations (8)
30. Measuring correlations of integrated but not cointegrated variables: A semiparametric approach
    Journal of Econometrics, 2011, 164, (2), 252-267 View citations (6)
31. Nonautonomous helical motion of magnetization in ferromagnetic nanowire driven by spin-polarized current and magnetic field
    The European Physical Journal B: Condensed Matter and Complex Systems, 2011, 84, (2), 197-202
32. Nonparametric panel estimation of online auction price processes
    Empirical Economics, 2011, 40, (1), 51-68 View citations (5)
33. Simulating cold season snowpack: Impacts of snow albedo and multi-layer snow physics
    Climatic Change, 2011, 109, (1), 95-117

2010

34. Analysis of Regional Differences of Energy Footprint in China Based on STIRPAT Model
    Asian Agricultural Research, 2010, 02, (05), 3
35. Annals Journal of Econometrics: Nonlinear and Nonparametric Methods in Econometrics
    Journal of Econometrics, 2010, 157, (1), 3-5
36. Capital flows and domestic market integration in China
    Journal of Chinese Economic and Business Studies, 2010, 8, (1), 67-94 View citations (2)
37. Initial Wage, Human Capital and Post Wage Differentials
    Hitotsubashi Journal of Economics, 2010, 51, (2), 23-42
38. Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
    Journal of Econometrics, 2010, 157, (1), 179-190 View citations (15)
39. SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA
    Econometric Theory, 2010, 26, (6), 1607-1637 View citations (61)

2009

40. A nonparametric test for equality of distributions with mixed categorical and continuous data
    Journal of Econometrics, 2009, 148, (2), 186-200 View citations (85)
41. Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data
    Journal of Business & Economic Statistics, 2009, 27, (2), 206-223 View citations (23)
42. Functional-coefficient models for nonstationary time series data
    Journal of Econometrics, 2009, 148, (2), 101-113 View citations (85)
43. Market reforms and consumption puzzles in China
    China Economic Review, 2009, 20, (3), 388-401 View citations (9)
44. NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
    Econometric Theory, 2009, 25, (1), 1-42 View citations (14)

2008

45. Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization
    American Economic Review, 2008, 98, (2), 357-62 View citations (11)
46. Fiscal policy and asset markets: A semiparametric analysis
    Journal of Econometrics, 2008, 147, (1), 141-150 View citations (29)
47. NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
    Econometric Theory, 2008, 24, (5), 1321-1342 View citations (60)
    See also Working Paper Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models, Working Papers (2013) (2013)
48. Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data
    Journal of Business & Economic Statistics, 2008, 26, 423-434 View citations (111)
49. Nonparametric estimation and testing of fixed effects panel data models
    Journal of Econometrics, 2008, 144, (1), 257-275 View citations (129)
50. Regulating Death in China’s Free Market: The Case of Mining Fatalities
    Journal of Current Chinese Affairs - China aktuell, 2008, 37, (1), 101-138
51. SHOULD OIL PRICES RECEIVE SO MUCH ATTENTION? AN EVALUATION OF THE PREDICTIVE POWER OF OIL PRICES FOR THE U.S. ECONOMY
    Economic Inquiry, 2008, 46, (4), 528-539 View citations (39)
52. Two-level DEA approaches in research evaluation
    Omega, 2008, 36, (6), 950-957 View citations (30)

2007

53. A consistent model specification test with mixed discrete and continuous data
    Journal of Econometrics, 2007, 140, (2), 802-826 View citations (112)
    See also Working Paper A Consistent Model Specification Test with Mixed Discrete and Continuous Data, IEPR Working Papers (2006) View citations (36) (2006)
54. Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests
    Journal of International Money and Finance, 2007, 26, (1), 86-103 View citations (29)
55. MONEY GROWTH AND INFLATION IN THE UNITED STATES
    Macroeconomic Dynamics, 2007, 11, (1), 113-127 View citations (20)
56. Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors
    The Review of Economics and Statistics, 2007, 89, (4), 784-789 View citations (125)

2006

57. A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
    Econometric Theory, 2006, 22, (4), 587-613 View citations (11)
58. An alternative series based consistent model specification test
    Economics Letters, 2006, 93, (1), 37-44 View citations (3)
59. Cross-validation and non-parametric k nearest-neighbour estimation
    Econometrics Journal, 2006, 9, (3), 448-471 View citations (9)
60. Investigation of Galilean invariance of multi-phase lattice Boltzmann methods
    Physica A: Statistical Mechanics and its Applications, 2006, 362, (1), 105-110
61. Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models
    Econometric Reviews, 2006, 25, (4), 523-544 View citations (104)
62. The emerging market crisis and stock market linkages: further evidence
    Journal of Applied Econometrics, 2006, 21, (6), 727-744 View citations (44)
    See also Working Paper The Emerging Market Crisis and Stock Market Linkages: Further Evidence, IEPR Working Papers (2005) View citations (1) (2005)
63. Transaction tax and stock market behavior: evidence from an emerging market
    Empirical Economics, 2006, 31, (2), 393-408 View citations (93)

2005

64. THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS
    Econometric Theory, 2005, 21, (5), 1017-1025 View citations (7)
65. The relationship between stock returns and volatility in international stock markets
    Journal of Empirical Finance, 2005, 12, (5), 650-665 View citations (63)
66. Uniform convergence rate of kernel estimation with mixed categorical and continuous data
    Economics Letters, 2005, 86, (2), 291-296 View citations (10)

2004

67. Collective Consultation and Industrial Relations in China
    British Journal of Industrial Relations, 2004, 42, (2), 235-254 View citations (30)
68. Cross-Validation and the Estimation of Conditional Probability Densities
    Journal of the American Statistical Association, 2004, 99, 1015-1026 View citations (231)
69. Investigation of patterns in food-away-from-home expenditure for China
    China Economic Review, 2004, 15, (4), 457-476 View citations (19)
70. Kernel Estimation of Multivariate Conditional Distributions
    Annals of Economics and Finance, 2004, 5, (2), 211-235 View citations (9)
71. Nonlinearity in medical expenditures: a new semiparametric approach
    Applied Economics, 2004, 36, (9), 911-916 View citations (3)
72. Nonparametric estimation of regression functions with both categorical and continuous data
    Journal of Econometrics, 2004, 119, (1), 99-130 View citations (391)
73. Predictor relevance and extramarital affairs
    Journal of Applied Econometrics, 2004, 19, (4), 533-535 View citations (5)

2003

74. Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
    Journal of Econometrics, 2003, 112, (2), 295-325 View citations (38)
75. Nonparametric estimation of distributions with categorical and continuous data
    Journal of Multivariate Analysis, 2003, 86, (2), 266-292 View citations (100)

2002

76. A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
    Econometric Reviews, 2002, 21, (3), 337-352 View citations (5)
77. Market Opening and Stock Market Behavior: Taiwan's Experience
    International Journal of Business and Economics, 2002, 1, (1), 9-16 View citations (1)
78. Nonlinearity in dynamic adjustment: Semiparametric estimation of panel labor supply
    Empirical Economics, 2002, 27, (1), 131-148 View citations (21)
79. On instrumental variable estimation of semiparametric dynamic panel data models
    Economics Letters, 2002, 76, (1), 1-9 View citations (28)
80. SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
    Econometric Theory, 2002, 18, (3), 625-645 View citations (38)
81. Semiparametric Smooth Coefficient Models
    Journal of Business & Economic Statistics, 2002, 20, (3), 412-22 View citations (144)

2001

82. A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS
    Econometric Theory, 2001, 17, (1), 188-221 View citations (12)
83. ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
    Econometric Reviews, 2001, 20, (4), 445-460 View citations (6)
84. Model check by kernel methods under weak moment conditions
    Computational Statistics & Data Analysis, 2001, 36, (3), 403-409

2000

85. CONSISTENT MODEL SPECIFICATION TESTS
    Econometric Theory, 2000, 16, (6), 1016-1041 View citations (53)
86. Efficient Estimation of Additive Partially Linear Models
    International Economic Review, 2000, 41, (4), 1073-92 View citations (134)
87. Estimating Semiparametric Econometrics Models by Local Linear Method: With an Application to Cross-Country Growth
    Annals of Economics and Finance, 2000, 1, (2), 337-357 View citations (4)
88. Nonparametric model check based on local polynomial fitting
    Statistics & Probability Letters, 2000, 48, (4), 327-334 View citations (8)
89. SEMIPARAMETRIC METHODS IN ECONOMETRICS
    Econometric Theory, 2000, 16, (4), 611-617 View citations (1)

1999

90. Consistent model specification tests for time series econometric models
    Journal of Econometrics, 1999, 92, (1), 101-147 View citations (66)

1998

91. A simple consistent bootstrap test for a parametric regression function
    Journal of Econometrics, 1998, 87, (1), 145-165 View citations (166)
92. Estimating partially linear panel data models with one-way error components
    Econometric Reviews, 1998, 17, (2), 145-166 View citations (15)
93. Testing serial correlation in semiparametric panel data models
    Journal of Econometrics, 1998, 87, (2), 207-237 View citations (28)

1997

94. A consistent nonparametric test for linearity of AR(p) models
    Economics Letters, 1997, 55, (1), 53-59 View citations (6)
95. Testing independence by nonparametric kernel method
    Statistics & Probability Letters, 1997, 34, (2), 201-210 View citations (12)

1996

96. A nonparametric test for poolability using panel data
    Journal of Econometrics, 1996, 75, (2), 345-367 View citations (57)
97. Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
    Econometrica, 1996, 64, (4), 865-90 View citations (243)
98. Estimating a stochastic production frontier when the adjusted error is symmetric
    Economics Letters, 1996, 52, (3), 221-228 View citations (8)
    See also Working Paper Estimating a Stochastic Production Frontier when the Adjusted Error is Symmetric, Working Papers (1994) (1994)
99. On the root-N-consistent semiparametric estimation of partially linear models
    Economics Letters, 1996, 51, (3), 277-285 View citations (34)
100. Semiparametric Estimation of Stochastic Production Frontier Models
     Journal of Business & Economic Statistics, 1996, 14, (4), 460-68 View citations (154)
101. Semiparametric estimation of partially linear panel data models
     Journal of Econometrics, 1996, 71, (1-2), 389-397 View citations (75)

1995

102. A semi-parametric non-nested test in a dynamic panel data model
     Economics Letters, 1995, 49, (1), 1-6
103. Bootstrapping J-type tests for non-nested regression models
     Economics Letters, 1995, 48, (2), 107-112 View citations (18)
104. Nash-Implementation of the Lindahl Correspondence with Decreasing Returns to Scale Technologies
     International Economic Review, 1995, 36, (1), 37-52 View citations (7)
105. On Nash-Implementation in the Presence of Withholding
     Games and Economic Behavior, 1995, 9, (2), 222-233 View citations (9)
106. Ratio-Lindahl equilibria and an informationally efficient and implementable mixed-ownership system
     Journal of Economic Behavior & Organization, 1995, 26, (3), 391-411
107. Testing AR(1) against MA(1) disturbances in an error component model
     Journal of Econometrics, 1995, 68, (1), 133-151 View citations (88)

1994

108. Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
     International Economic Review, 1994, 35, (4), 981-1000 View citations (18)
     See also Working Paper Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form, Working Papers (1993) View citations (2) (1993)
109. An Implementable State-Ownership System with General Variable Returns
     Journal of Economic Theory, 1994, 64, (1), 286-297 View citations (4)
110. Ratio-Lindahl and Ratio Equilibria with Many Goods
     Games and Economic Behavior, 1994, 7, (3), 441-460 View citations (3)

1993

111. Monte Carlo results on several new and existing tests for the error component model (Vol. 54, No. 1-3 (1992) pp. 95-120)
     Journal of Econometrics, 1993, 59, (3), 405-405 View citations (1)

1992

112. A Hausman specification test based on root-N-consistent semiparametric estimators
     Economics Letters, 1992, 40, (2), 141-146 View citations (3)
113. A Note on the Estimation of Simultaneous Equations with Error Components
     Econometric Theory, 1992, 8, (1), 113-119 View citations (29)
114. A monotonic property for iterative GLS in the two-way random effects model
     Journal of Econometrics, 1992, 53, (1-3), 45-51 View citations (5)
115. Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations
     Journal of Econometrics, 1992, 52, (3), 371-380 View citations (6)
116. Monte Carlo results on several new and existing tests for the error component model
     Journal of Econometrics, 1992, 54, (1-3), 95-120 View citations (32)

1991

117. A joint test for serial correlation and random individual effects
     Statistics & Probability Letters, 1991, 11, (3), 277-280 View citations (27)
118. A transformation that will circumvent the problem of autocorrelation in an error-component model
     Journal of Econometrics, 1991, 48, (3), 385-393 View citations (48)
119. Completely feasible and continuous implementation of the Lindahl correspondence with any number of goods
     Mathematical Social Sciences, 1991, 21, (1), 67-79 View citations (6)

Books

2006

1. Nonparametric Econometrics: Theory and Practice
   Economics Books, Princeton University Press View citations (518)

Chapters

2006

1. Density Estimation, from Nonparametric Econometrics: Theory and Practice
   A chapter in Nonparametric Econometrics: Theory and Practice, 2006 View citations (104)