Jing Li

Economics and Econometrics · with Lee · 2010

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jing Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. B. Hansen
  2. W. Enders
  3. George Kapetanios
  4. Byeongseon Seo
  5. Yongcheol Shin
  6. Donald W. K. Andrews

Papers from Jing Li's perspective

Ordered by how strongly the researchers Jing Li trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Testing for two-regime threshold cointegration in vector error-correction models
  2. Testing for a unit root in the nonlinear STAR framework
  3. Cointegration and Threshold Adjustment
  4. THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE (Macroeconomic Dynamics)
  5. Forecasting Using Principal Components From a Large Number of Predictors
  6. Specification tests in econometrics
  7. TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME (Econometric Theory)
  8. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  9. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  10. Trends and random walks in macroeconmic time series: Some evidence and implications

Their papers