ADL tests for threshold cointegration J Li, J Lee Journal of Time Series Analysis 31 (4), 241-254, 2010 | 82 | 2010 |
Testing Granger Causality in the presence of threshold effects J Li International Journal of Forecasting 22 (4), 771-780, 2006 | 40 | 2006 |
A note on the oil price trend and GARCH shocks J Li, H Thompson The Energy Journal 31 (3), 159-166, 2010 | 23 | 2010 |
Trend-cycle decomposition allowing for multiple smooth structural changes in the trend of US real GDP W Enders, J Li Journal of Macroeconomics 44, 71-81, 2015 | 21 | 2015 |
Bootstrap prediction intervals for SETAR models J Li International Journal of Forecasting 27 (2), 320-332, 2011 | 21 | 2011 |
Do fewer guns lead to less crime? Evidence from Australia B Taylor, J Li International Review of Law and Economics 42, 72-78, 2015 | 20 | 2015 |
Value-Based Marketing: A Dsicussion of Issues and Trends in the Slaughter Cattle Market SW Fausti, MA Diersen, BA Qasmi, J Li Journal of Agribusiness 27, 89-110, 2010 | 19 | 2010 |
The effect of sex offender registration laws on rape victimization L Shao, J Li Unpublished manuscript, 2006 | 19 | 2006 |
Foreign Exchange Market Inefficiency andExchange Rate Anomalies J Li, NC Miller Journal of International Financial Markets, Institutions & Money 34, 311-320, 2015 | 17 | 2015 |
Flexible Fourier form for volatility breaks J Li, W Enders Studies in Nonlinear Dynamics & Econometrics 22 (1), 20160039, 2018 | 13 | 2018 |
Improved autoregressive forecasts in the presence of non-normal errors J Li, J Lee Journal of Statistical Computation and Simulation 85 (14), 2936-2952, 2015 | 11 | 2015 |
System‐Equation ADL Test for Threshold Cointegration with an Application to the Term Structure of Interest Rates J Li Oxford Bulletin of Economics and Statistics 79 (1), 1-24, 2017 | 7 | 2017 |
Rethinking cointegration and the expectation hypothesis of the term structure J Li, G Davis Journal of Empirical Finance 44, 177-189, 2017 | 6 | 2017 |
The block bootstrap test of Hausman's exogeneity in the presence of serial correlation J Li Economics Letters 91 (1), 76-82, 2006 | 6 | 2006 |
The empirical relationship between commitment enhancement devices and terrorism K Morales, P Raynold, J Li Applied economics 50 (50), 5366-5380, 2018 | 5 | 2018 |
Does dollar-pegging matter? A closer look at US trade deficits with China and Germany C Shi, J Li The Journal of International Trade & Economic Development 26 (4), 451-472, 2017 | 5 | 2017 |
Assessing economic impact of sovereignty transfer over Hong Kong: a synthetic control approach J Li, S Sangal, L Shao Applied Economics 53 (30), 3499-3514, 2021 | 3 | 2021 |
The Affect of Animal Gender on Fed Cattle Producer Marketing Behavior SW Fausti, BA Qasmi, MA Diersen, J Li, B Lange | 2 | 2011 |
Block bootstrap prediction intervals for parsimonious first‐order vector autoregression J Li Journal of Forecasting 40 (3), 512-527, 2021 | 1 | 2021 |
Effects of filtering data on testing asymmetry in threshold autoregressive models J Li Studies in Nonlinear Dynamics & Econometrics 20 (5), 549-565, 2016 | 1 | 2016 |