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Guodong Li
Guodong Li
Bestätigte E-Mail-Adresse bei hku.hk
Titel
Zitiert von
Zitiert von
Jahr
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
6452007
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
4012007
Network vector autoregression
X Zhu, R Pan, G Li, Y Liu, H Wang
2112017
Do RNN and LSTM have long memory?
J Zhao, F Huang, J Lv, Y Duan, Z Qin, G Li, G Tian
International Conference on Machine Learning, 11365-11375, 2020
2082020
Quantile correlations and quantile autoregressive modeling
G Li, Y Li, CL Tsai
Journal of the American Statistical Association 110 (509), 246-261, 2015
1782015
High-dimensional vector autoregressive time series modeling via tensor decomposition
D Wang, Y Zheng, H Lian, G Li
Journal of the American Statistical Association 117 (539), 1338-1356, 2022
832022
Climate change and macro-economic cycles in pre-industrial Europe
Q Pei, DD Zhang, HF Lee, G Li
PLoS One 9 (2), e88155, 2014
712014
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
602013
Hysteretic autoregressive time series models
G Li, B Guan, WK Li, PLH Yu
Biometrika 102 (3), 717-723, 2015
582015
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
482008
High-dimensional low-rank tensor autoregressive time series modeling
D Wang, Y Zheng, G Li
Journal of Econometrics 238 (1), 105544, 2024
462024
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
442016
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
442015
Testing a linear time series model against its threshold extension
G Li, WK Li
Biometrika 98 (1), 243-250, 2011
432011
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
422018
Testing for threshold moving average with conditional heteroscedasticity
G Li, WK Li
Statistica Sinica, 647-665, 2008
402008
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
392015
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
382005
A new hyperbolic GARCH model
M Li, WK Li, G Li
Journal of econometrics 189 (2), 428-436, 2015
322015
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
312012
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