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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 2015-12-29. Update your information in the RePEc Author Service.

Short-id: pli1032


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Working Papers

2014

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

2013

  1. China’s Internal Borders: Evidence from the Business Cycle Correlations across Chinese Cities
    WISE Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
  2. Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation
    Working Papers, University of Miami, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2015)
  3. Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models
    WISE Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
    See also Journal Article in Econometric Theory (2008)
  4. Some Recent Develop- ments on Nonparametric Econometrics
    WISE Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads View citations (2)
  5. The Demographic Consequences of Gender Selection Technology
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
  6. The “Curse of Resources” Revisited: A Different Story from China
    WISE Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads View citations (3)

2012

  1. Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions
    Department of Economics Working Papers, McMaster University Downloads
    See also Journal Article in Journal of Business & Economic Statistics (2013)

2009

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

2008

  1. A Nonparametric Test for Equality of Distributions with Mixed Categorical and Continuous Data
    Emory Economics, Department of Economics, Emory University (Atlanta) Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2009)

2007

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

2006

  1. A Consistent Model Specification Test with Mixed Discrete and Continuous Data
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (27)
    See also Journal Article in Journal of Econometrics (2007)

2005

  1. The Emerging Market Crisis and Stock Market Linkages: Further Evidence
    IEPR Working Papers, Institute of Economic Policy Research (IEPR)
    See also Journal Article in Journal of Applied Econometrics (2006)

2004

  1. Efficiency of Thin and Thick Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
  2. Life, Death, and the Economy: Mortality Change in Overlapping-Generations Model
    Working Papers, University of Michigan, Michigan Retirement Research Center Downloads
  3. Random Scenario Forecasts Versus Stochastic Forecasts
    Working Papers, University of Michigan, Michigan Retirement Research Center Downloads View citations (3)

1994

  1. A Consistent Test for Linearity in Partially Linear Regression Models
    Working Papers, University of Guelph, Department of Economics and Finance View citations (3)
  2. 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 in Economics Letters (1996)
  3. On Hotelling's Approach to Testing Nonnested Models
    Working Papers, University of Guelph, Department of Economics and Finance
  4. Semiparametric Estiomation of Stochastic Production Frontier
    Working Papers, University of Guelph, Department of Economics and Finance
  5. 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

  1. Adaptive Estimation in Semiparametric Regression Models with Conditionally Heteroskedastic Disturbances
    Working Papers, University of Guelph, Department of Economics and Finance
  2. 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 in International Economic Review (1994)

1992

  1. Root-Consistent Semiparametric Regression with Conditionally Heteroskedastic Disturbances
    Working Papers, University of Guelph, Department of Economics and Finance View citations (8)
  2. 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

  1. 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) Downloads

Undated

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

Journal Articles

2015

  1. A data-driven smooth test of symmetry
    Journal of Econometrics, 2015, 188, (2), 490-501 Downloads View citations (2)
  2. A large national survey of public perceptions of CCS technology in China
    Applied Energy, 2015, 158, (C), 366-377 Downloads View citations (7)
  3. Gradient-based smoothing parameter selection for nonparametric regression estimation
    Journal of Econometrics, 2015, 184, (2), 233-241 Downloads View citations (4)
    See also Working Paper (2013)
  4. Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution
    Econometric Reviews, 2015, 34, (6-10), 979-1010 Downloads View citations (2)
  5. Smooth coefficient estimation of a seemingly unrelated regression
    Journal of Econometrics, 2015, 189, (1), 148-162 Downloads View citations (8)
  6. The Special Issue in Honor of Aman Ullah: An Overview
    Econometric Reviews, 2015, 34, (6-10), 653-658 Downloads
  7. Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process
    Econometric Reviews, 2015, 34, (1-2), 127-145 Downloads

2014

  1. A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
    Journal of Econometrics, 2014, 178, (P1), 167-179 Downloads View citations (8)
  2. Agent-based hierarchical production planning and scheduling in make-to-order manufacturing system
    International Journal of Production Economics, 2014, 149, (C), 117-130 Downloads View citations (4)
  3. 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 Downloads
  4. Coevolution of Opinions and Directed Adaptive Networks in a Social Group
    Journal of Artificial Societies and Social Simulation, 2014, 17, (2), 4 Downloads
  5. Combination of CO2 geological storage with deep saline water recovery in western China: Insights from numerical analyses
    Applied Energy, 2014, 116, (C), 101-110 Downloads View citations (2)
  6. Lauric acid/intercalated kaolinite as form-stable phase change material for thermal energy storage
    Energy, 2014, 76, (C), 385-389 Downloads View citations (4)
  7. Multi-scale tracking dynamics and optimal index replication
    Applied Economics Letters, 2014, 21, (4), 252-256 Downloads
  8. Property taxes and home prices: A tale of two cities
    Journal of Econometrics, 2014, 180, (1), 1-15 Downloads View citations (26)
  9. Supply chain design under uncertainty for advanced biofuel production based on bio-oil gasification
    Energy, 2014, 74, (C), 576-584 Downloads View citations (4)

2013

  1. Categorical semiparametric varying‐coefficient models
    Journal of Applied Econometrics, 2013, 28, (4), 551-579 View citations (12)
  2. China's Internal Borders
    Chinese Economy, 2013, 46, (3), 41-60 Downloads View citations (1)
  3. Determinants of Firm Leverage
    Chinese Economy, 2013, 46, (2), 74-106 Downloads
  4. Erratum to: Simulating cold season snowpack: Impacts of snow albedo and multi-layer snow physics
    Climatic Change, 2013, 116, (2), 425-425 Downloads
  5. Fiscal deficits and mean reversion in real exchange rates
    Economics Letters, 2013, 118, (2), 300-303 Downloads
  6. Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions
    Journal of Business & Economic Statistics, 2013, 31, (1), 57-65 Downloads View citations (29)
    See also Working Paper (2012)
  7. SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES
    Econometric Theory, 2013, 29, (03), 659-672 Downloads View citations (3)

2012

  1. Functional coefficient regression models with time trend
    Journal of Econometrics, 2012, 170, (1), 15-31 Downloads View citations (4)
  2. 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 Downloads View citations (4)
  3. 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 Downloads View citations (2)
  4. The Way to Cultivate Characteristic Talents Majoring in Marketing in Agricultural Universities and Colleges
    Asian Agricultural Research, 2012, Volume 04, (Issue 09), 4 Downloads

2011

  1. An Experimental Investigation of Asset Pricing in Segmented Markets
    Southern Economic Journal, 2011, 77, (3), 585-598 Downloads
  2. Analysis of ordered categorical data with score averaging: with applications to case-control genetic associations
    Journal of Applied Statistics, 2011, 38, (9), 1833-1843 Downloads
  3. 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 Downloads View citations (14)
  4. Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models
    Journal of Business & Economic Statistics, 2011, 29, (4), 541-551 Downloads View citations (5)
    Also in Journal of Business & Economic Statistics, 2011, 29, (4), 541-551 (2011) Downloads View citations (3)
  5. Measuring correlations of integrated but not cointegrated variables: A semiparametric approach
    Journal of Econometrics, 2011, 164, (2), 252-267 Downloads View citations (2)
  6. 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 Downloads
  7. Nonparametric panel estimation of online auction price processes
    Empirical Economics, 2011, 40, (1), 51-68 Downloads View citations (3)
  8. Simulating cold season snowpack: Impacts of snow albedo and multi-layer snow physics
    Climatic Change, 2011, 109, (1), 95-117 Downloads

2010

  1. Analysis of Regional Differences of Energy Footprint in China Based on STIRPAT Model
    Asian Agricultural Research, 2010, Volume 02, (Issue 05), 3 Downloads
  2. Annals Journal of Econometrics: Nonlinear and Nonparametric Methods in Econometrics
    Journal of Econometrics, 2010, 157, (1), 3-5 Downloads
  3. Capital flows and domestic market integration in China
    Journal of Chinese Economic and Business Studies, 2010, 8, (1), 67-94 Downloads View citations (1)
  4. Initial Wage, Human Capital and Post Wage Differentials
    Hitotsubashi Journal of Economics, 2010, 51, (2), 23-42 Downloads
  5. Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
    Journal of Econometrics, 2010, 157, (1), 179-190 Downloads View citations (10)
  6. SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA
    Econometric Theory, 2010, 26, (06), 1607-1637 Downloads View citations (34)

2009

  1. A nonparametric test for equality of distributions with mixed categorical and continuous data
    Journal of Econometrics, 2009, 148, (2), 186-200 Downloads View citations (39)
    See also Working Paper (2008)
  2. Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data
    Journal of Business & Economic Statistics, 2009, 27, (2), 206-223 Downloads View citations (13)
  3. Functional-coefficient models for nonstationary time series data
    Journal of Econometrics, 2009, 148, (2), 101-113 Downloads View citations (56)
  4. Information Use and Transference among Legally Separated Share Markets— An Experimental Approach
    Southern Economic Journal, 2009, 76, (1), 99-129 Downloads View citations (1)
  5. Market reforms and consumption puzzles in China
    China Economic Review, 2009, 20, (3), 388-401 Downloads View citations (7)
  6. NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
    Econometric Theory, 2009, 25, (01), 1-42 Downloads View citations (11)

2008

  1. Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization
    American Economic Review, 2008, 98, (2), 357-62 Downloads View citations (9)
  2. Fiscal policy and asset markets: A semiparametric analysis
    Journal of Econometrics, 2008, 147, (1), 141-150 Downloads View citations (22)
  3. NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
    Econometric Theory, 2008, 24, (05), 1321-1342 Downloads View citations (32)
    See also Working Paper (2013)
  4. Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data
    Journal of Business & Economic Statistics, 2008, 26, 423-434 Downloads View citations (66)
  5. Nonparametric estimation and testing of fixed effects panel data models
    Journal of Econometrics, 2008, 144, (1), 257-275 Downloads View citations (85)
  6. Regulating Death in China’s Free Market: The Case of Mining Fatalities
    Journal of Current Chinese Affairs - China aktuell, 2008, 37, (1), 101-138
  7. 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 Downloads View citations (21)
  8. Two-level DEA approaches in research evaluation
    Omega, 2008, 36, (6), 950-957 Downloads View citations (18)

2007

  1. A consistent model specification test with mixed discrete and continuous data
    Journal of Econometrics, 2007, 140, (2), 802-826 Downloads View citations (56)
    See also Working Paper (2006)
  2. 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 Downloads View citations (17)
  3. MONEY GROWTH AND INFLATION IN THE UNITED STATES
    Macroeconomic Dynamics, 2007, 11, (01), 113-127 Downloads View citations (16)
  4. Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors
    The Review of Economics and Statistics, 2007, 89, (4), 784-789 Downloads View citations (82)

2006

  1. A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
    Econometric Theory, 2006, 22, (04), 587-613 Downloads View citations (8)
  2. An alternative series based consistent model specification test
    Economics Letters, 2006, 93, (1), 37-44 Downloads View citations (2)
  3. Cross-validation and non-parametric k nearest-neighbour estimation
    Econometrics Journal, 2006, 9, (3), 448-471 Downloads View citations (7)
  4. Investigation of Galilean invariance of multi-phase lattice Boltzmann methods
    Physica A: Statistical Mechanics and its Applications, 2006, 362, (1), 105-110 Downloads
  5. Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models
    Econometric Reviews, 2006, 25, (4), 523-544 Downloads View citations (73)
  6. The emerging market crisis and stock market linkages: further evidence
    Journal of Applied Econometrics, 2006, 21, (6), 727-744 Downloads View citations (27)
    See also Working Paper (2005)
  7. Transaction tax and stock market behavior: evidence from an emerging market
    Empirical Economics, 2006, 31, (2), 393-408 Downloads View citations (60)

2005

  1. E-Commerce Education in China: Driving Forces, Status, and Strategies
    Journal of Electronic Commerce in Organizations (JECO), 2005, 3, (3), 1-17 Downloads
  2. Regime switching in the dynamic relationship between stock returns and inflation
    Applied Financial Economics Letters, 2005, 1, (5), 273-277 Downloads View citations (10)
  3. THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS
    Econometric Theory, 2005, 21, (05), 1017-1025 Downloads View citations (6)
  4. The relationship between stock returns and volatility in international stock markets
    Journal of Empirical Finance, 2005, 12, (5), 650-665 Downloads View citations (31)
  5. Uniform convergence rate of kernel estimation with mixed categorical and continuous data
    Economics Letters, 2005, 86, (2), 291-296 Downloads View citations (5)

2004

  1. Collective Consultation and Industrial Relations in China
    British Journal of Industrial Relations, 2004, 42, (2), 235-254 Downloads View citations (19)
  2. Cross-Validation and the Estimation of Conditional Probability Densities
    Journal of the American Statistical Association, 2004, 99, 1015-1026 Downloads View citations (164)
  3. Investigation of patterns in food-away-from-home expenditure for China
    China Economic Review, 2004, 15, (4), 457-476 Downloads View citations (13)
  4. Kernel Estimation of Multivariate Conditional Distributions
    Annals of Economics and Finance, 2004, 5, (2), 211-235 Downloads View citations (4)
  5. Nonlinearity in medical expenditures: a new semiparametric approach
    Applied Economics, 2004, 36, (9), 911-916 Downloads View citations (3)
  6. Nonparametric estimation of regression functions with both categorical and continuous data
    Journal of Econometrics, 2004, 119, (1), 99-130 Downloads View citations (276)
  7. Predictor relevance and extramarital affairs
    Journal of Applied Econometrics, 2004, 19, (4), 533-535 Downloads View citations (5)

2003

  1. Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
    Journal of Econometrics, 2003, 112, (2), 295-325 Downloads View citations (29)
  2. European Stock Market Integration: Does EMU Matter?
    Journal of Business Finance & Accounting, 2003, 30, (9-10), 1253-1276 Downloads View citations (37)
  3. Nonparametric estimation of distributions with categorical and continuous data
    Journal of Multivariate Analysis, 2003, 86, (2), 266-292 Downloads View citations (65)

2002

  1. A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
    Econometric Reviews, 2002, 21, (3), 337-352 Downloads View citations (4)
  2. Market Opening and Stock Market Behavior: Taiwan's Experience
    International Journal of Business and Economics, 2002, 1, (1), 9-16 Downloads View citations (1)
  3. Nonlinearity in dynamic adjustment: Semiparametric estimation of panel labor supply
    Empirical Economics, 2002, 27, (1), 131-148 Downloads View citations (17)
  4. On instrumental variable estimation of semiparametric dynamic panel data models
    Economics Letters, 2002, 76, (1), 1-9 Downloads View citations (17)
  5. SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
    Econometric Theory, 2002, 18, (03), 625-645 Downloads View citations (25)
  6. Semiparametric Smooth Coefficient Models
    Journal of Business & Economic Statistics, 2002, 20, (3), 412-22 View citations (97)

2001

  1. A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS
    Econometric Theory, 2001, 17, (01), 188-221 Downloads View citations (8)
  2. ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
    Econometric Reviews, 2001, 20, (4), 445-460 Downloads View citations (3)
  3. Model check by kernel methods under weak moment conditions
    Computational Statistics & Data Analysis, 2001, 36, (3), 403-409 Downloads

2000

  1. CONSISTENT MODEL SPECIFICATION TESTS
    Econometric Theory, 2000, 16, (06), 1016-1041 Downloads View citations (25)
  2. Efficient Estimation of Additive Partially Linear Models
    International Economic Review, 2000, 41, (4), 1073-92 View citations (70)
  3. 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 Downloads View citations (3)
  4. Nonparametric model check based on local polynomial fitting
    Statistics & Probability Letters, 2000, 48, (4), 327-334 Downloads View citations (5)
  5. SEMIPARAMETRIC METHODS IN ECONOMETRICS
    Econometric Theory, 2000, 16, (04), 611-617 Downloads View citations (1)

1999

  1. Consistent model specification tests for time series econometric models
    Journal of Econometrics, 1999, 92, (1), 101-147 Downloads View citations (40)

1998

  1. A simple consistent bootstrap test for a parametric regression function
    Journal of Econometrics, 1998, 87, (1), 145-165 Downloads View citations (118)
  2. Estimating partially linear panel data models with one-way error components
    Econometric Reviews, 1998, 17, (2), 145-166 Downloads View citations (12)
  3. Testing serial correlation in semiparametric panel data models
    Journal of Econometrics, 1998, 87, (2), 207-237 Downloads View citations (25)

1997

  1. A consistent nonparametric test for linearity of AR(p) models
    Economics Letters, 1997, 55, (1), 53-59 Downloads View citations (6)
  2. Testing independence by nonparametric kernel method
    Statistics & Probability Letters, 1997, 34, (2), 201-210 Downloads View citations (11)

1996

  1. A nonparametric test for poolability using panel data
    Journal of Econometrics, 1996, 75, (2), 345-367 Downloads View citations (42)
  2. Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
    Econometrica, 1996, 64, (4), 865-90 Downloads View citations (137)
  3. Estimating a stochastic production frontier when the adjusted error is symmetric
    Economics Letters, 1996, 52, (3), 221-228 Downloads View citations (4)
    See also Working Paper (1994)
  4. On the root-N-consistent semiparametric estimation of partially linear models
    Economics Letters, 1996, 51, (3), 277-285 Downloads View citations (19)
  5. Semiparametric Estimation of Stochastic Production Frontier Models
    Journal of Business & Economic Statistics, 1996, 14, (4), 460-68 View citations (86)
  6. Semiparametric estimation of partially linear panel data models
    Journal of Econometrics, 1996, 71, (1-2), 389-397 Downloads View citations (56)

1995

  1. A semi-parametric non-nested test in a dynamic panel data model
    Economics Letters, 1995, 49, (1), 1-6 Downloads
  2. Bootstrapping J-type tests for non-nested regression models
    Economics Letters, 1995, 48, (2), 107-112 Downloads View citations (15)
  3. ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations
    Econometric Theory, 1995, 11, (03), 641-642 Downloads
  4. Nash-Implementation of the Lindahl Correspondence with Decreasing Returns to Scale Technologies
    International Economic Review, 1995, 36, (1), 37-52 Downloads View citations (6)
  5. On Nash-Implementation in the Presence of Withholding
    Games and Economic Behavior, 1995, 9, (2), 222-233 Downloads View citations (6)
  6. Ratio-Lindahl equilibria and an informationally efficient and implementable mixed-ownership system
    Journal of Economic Behavior & Organization, 1995, 26, (3), 391-411 Downloads
  7. Testing AR(1) against MA(1) disturbances in an error component model
    Journal of Econometrics, 1995, 68, (1), 133-151 Downloads View citations (66)

1994

  1. Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
    International Economic Review, 1994, 35, (4), 981-1000 Downloads View citations (13)
    See also Working Paper (1993)
  2. An Implementable State-Ownership System with General Variable Returns
    Journal of Economic Theory, 1994, 64, (1), 286-297 Downloads
  3. Estimating Error Component Models With General MA(q) Disturbances
    Econometric Theory, 1994, 10, (02), 396-408 Downloads View citations (6)
  4. Ratio-Lindahl and Ratio Equilibria with Many Goods
    Games and Economic Behavior, 1994, 7, (3), 441-460 Downloads View citations (2)

1993

  1. An Approximate Transformation for the Error Component Model with MA(q) Disturbances
    Econometric Theory, 1993, 9, (04), 692-694 Downloads
    Also in Econometric Theory, 1992, 8, (04), 582-583 (1992) Downloads
  2. 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 Downloads

1992

  1. A Hausman specification test based on root-N-consistent semiparametric estimators
    Economics Letters, 1992, 40, (2), 141-146 Downloads View citations (3)
  2. A Note on the Estimation of Simultaneous Equations with Error Components
    Econometric Theory, 1992, 8, (01), 113-119 Downloads View citations (24)
  3. A monotonic property for iterative GLS in the two-way random effects model
    Journal of Econometrics, 1992, 53, (1-3), 45-51 Downloads View citations (5)
  4. 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 Downloads View citations (4)
  5. Monte Carlo results on several new and existing tests for the error component model
    Journal of Econometrics, 1992, 54, (1-3), 95-120 Downloads View citations (25)
  6. Variance Component Estimation Under Misspecification
    Econometric Theory, 1992, 8, (03), 430-433 Downloads
    Also in Econometric Theory, 1991, 7, (03), 418-419 (1991) Downloads View citations (1)

1991

  1. A joint test for serial correlation and random individual effects
    Statistics & Probability Letters, 1991, 11, (3), 277-280 Downloads View citations (21)
  2. A transformation that will circumvent the problem of autocorrelation in an error-component model
    Journal of Econometrics, 1991, 48, (3), 385-393 Downloads View citations (39)
  3. Completely feasible and continuous implementation of the Lindahl correspondence with any number of goods
    Mathematical Social Sciences, 1991, 21, (1), 67-79 Downloads View citations (6)

1990

  1. A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data
    Econometric Theory, 1990, 6, (02), 283-285 Downloads View citations (3)

Books

2006

  1. Nonparametric Econometrics: Theory and Practice
    Economics Books, Princeton University Press View citations (398)

Chapters

2006

  1. Density Estimation, from Nonparametric Econometrics: Theory and Practice
    A chapter in Nonparametric Econometrics: Theory and Practice, 2006 Downloads View citations (49)
 
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