Guodong Li
Guodong Li
Verified email at hku.hk
Title
Cited by
Cited by
Year
Robust regression shrinkage and consistent variable selection through the LAD-Lasso
H Wang, G Li, G Jiang
Journal of Business & Economic Statistics 25 (3), 347-355, 2007
4612007
Regression coefficient and autoregressive order shrinkage and selection via the lasso
H Wang, G Li, CL Tsai
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2007
3132007
Quantile correlations and quantile autoregressive modeling
G Li, Y Li, CL Tsai
Journal of the American Statistical Association 110 (509), 246-261, 2015
812015
Network vector autoregression
X Zhu, R Pan, G Li, Y Liu, H Wang
The Annals of Statistics 45 (3), 1096-1123, 2017
792017
Climate change and macro-economic cycles in pre-industrial Europe
Q Pei, DD Zhang, HF Lee, G Li
PLoS One 9 (2), e88155, 2014
492014
Short-and long-term impacts of climate variations on the agrarian economy in pre-industrial Europe
Q Pei, DD Zhang, GD Li, H Lee
Climate Research 56 (2), 169-180, 2013
422013
Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity
G Li, WK Li
Biometrika 95 (2), 399-414, 2008
392008
Hysteretic autoregressive time series models
G Li, B Guan, WK Li, PLH Yu
Biometrika 102 (3), 717-723, 2015
362015
Temperature and precipitation effects on agrarian economy in late imperial China
Q Pei, DD Zhang, G Li, P Forêt, HF Lee
Environmental Research Letters 11 (6), 064008, 2016
352016
Testing for threshold moving average with conditional heteroscedasticity
G Li, WK Li
Statistica Sinica, 647-665, 2008
322008
Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach
G Li, WK Li
Biometrika 92 (3), 691-701, 2005
322005
Epidemics in Ming and Qing China: Impacts of changes of climate and economic well-being
Q Pei, DD Zhang, G Li, B Winterhalder, HF Lee
Social Science & Medicine 136, 73-80, 2015
302015
Climate change and the macroeconomic structure in pre-industrial Europe: New evidence from wavelet analysis
Q Pei, DD Zhang, G Li, HF Lee
PLoS One 10 (6), e0126480, 2015
302015
A new hyperbolic GARCH model
M Li, WK Li, G Li
Journal of econometrics 189 (2), 428-436, 2015
252015
On the estimation and diagnostic checking of the ARFIMA–HYGARCH model
W Kwan, WK Li, G Li
Computational Statistics & Data Analysis 56 (11), 3632-3644, 2012
252012
Testing a linear time series model against its threshold extension
G Li, WK Li
Biometrika 98 (1), 243-250, 2011
252011
On mixture memory GARCH models
M Li, WK Li, G Li
Journal of Time Series Analysis 34 (6), 606-624, 2013
212013
Ghrelin but not nesfatin-1 affects certain forms of learning and memory in both rats and mice
Q Zhu, K Xiao, M Yu, M Niu, C Li, Y Gao, GD Li, Y Zhou
Brain research 1541, 42-51, 2013
202013
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity
Y Zheng, Q Zhu, G Li, Z Xiao
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2018
182018
Moment-based tests for individual and time effects in panel data models
J Wu, G Li
Journal of Econometrics 178, 569-581, 2014
142014
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Articles 1–20