| 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 | 650 | 2007 |
| 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 | 399 | 2007 |
| Network vector autoregression X Zhu, R Pan, G Li, Y Liu, H Wang | 221 | 2017 |
| 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 | 211 | 2020 |
| Quantile correlations and quantile autoregressive modeling G Li, Y Li, CL Tsai Journal of the American Statistical Association 110 (509), 246-261, 2015 | 183 | 2015 |
| 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 | 86 | 2022 |
| Climate change and macro-economic cycles in pre-industrial Europe Q Pei, DD Zhang, HF Lee, G Li PLoS One 9 (2), e88155, 2014 | 70 | 2014 |
| 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 | 59 | 2013 |
| Hysteretic autoregressive time series models G Li, B Guan, WK Li, PLH Yu Biometrika 102 (3), 717-723, 2015 | 58 | 2015 |
| High-dimensional low-rank tensor autoregressive time series modeling D Wang, Y Zheng, G Li Journal of Econometrics 238 (1), 105544, 2024 | 50 | 2024 |
| 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 | 48 | 2008 |
| 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 | 43 | 2018 |
| 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 | 43 | 2016 |
| 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 | 43 | 2015 |
| Testing a linear time series model against its threshold extension G Li, WK Li Biometrika 98 (1), 243-250, 2011 | 42 | 2011 |
| Testing for threshold moving average with conditional heteroscedasticity G Li, WK Li Statistica Sinica, 647-665, 2008 | 40 | 2008 |
| 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 | 38 | 2015 |
| 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 | 38 | 2005 |
| A new hyperbolic GARCH model M Li, WK Li, G Li Journal of econometrics 189 (2), 428-436, 2015 | 32 | 2015 |
| Linear double autoregression Q Zhu, Y Zheng, G Li Journal of Econometrics 207 (1), 162-174, 2018 | 29 | 2018 |
Wai Keung LiProfessor of Statistics, University of Hong KongZweryfikowany adres z hku.hk
