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Lei Qi
Lei Qi
PhD
Verified email at alumni.princeton.edu
Title
Cited by
Cited by
Year
Sparse high-dimensional models in economics
J Fan, J Lv, L Qi
Annu. Rev. Econ. 3 (1), 291-317, 2011
2762011
Quasi-maximum likelihood estimation of GARCH models with heavy-tailed likelihoods
J Fan, L Qi, D Xiu
Journal of Business & Economic Statistics 32 (2), 178-191, 2014
1572014
Penalized least squares estimation with weakly dependent data
JQ Fan, L Qi, X Tong
Science China Mathematics 59, 2335-2354, 2016
82016
Non-Gaussian Quasi Maximum Likelihood Estimation of GARCH Models
L Qi, D Xiu, J Fan
arXiv preprint arXiv:1001.3895, 2010
12010
Essays on the Estimation of Time Series Models
L Qi
Princeton University, 2011
2011
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Articles 1–5