← All authors Guodong Li University of Hong Kong (from arXiv:1911.09343, 2019) · ORCID · OpenAlex
63 papers in scope · 63 published · 1 on the econ.EM arXiv · 2,386 citations · h-index 21 (over the papers listed here)
Papers (1 of 63)
Panel Quantile GARCH Models under Homogeneity
published 2025 · Journal of Business and Economic Statistics · 1 citations
with Qianqian Zhu, Wenyu Li, Wenyang Zhang
Tucker tensor factor models: Matricization and mode-wise PCA estimation
published 2025 · Science China Mathematics · 1 citations · first circulated 2022
with Xu Zhang, Chunling Liu, Jianhua Guo
Barriers to digital services trade: Evaluation of their restrictiveness with application of Brier Score
published 2025 · Oeconomia Copernicana · 5 citations
with Xiaomei Wang, Zitong Wang
Supervised factor modeling for high-dimensional linear time series
published 2025 · Journal of Econometrics · 2 citations · first circulated 2023
with Feiqing Huang, Kexin Lü, Yao Zheng
On memory-augmented gated recurrent unit network
published 2024 · International Journal of Forecasting · 8 citations
with Maolin Yang, Muyi Li
Analysis and Value Evaluation of Carbon Emission Reduction Strategies in the Power Industry Based on Real Options Theory and XGboost Algorithm
published 2024 · Journal of Electrical Systems
Financialization, Heterogeneous EnvironmentalRegulation, and Corporate Green Innovation:Evidence from China
published 2024 · Polish Journal of Environmental Studies · 3 citations · first circulated 2023
with Xiaoyu Li, Di Ke, Sang-Bing Tsai, Sang-Bingi Tsa
High‐Frequency‐Based Volatility Model with Network Structure
published 2023 · Journal of Time Series Analysis · 1 citations · first circulated 2022
with Huiling Yuan, Kexin Lü, Junhui Wang
Volatility Analysis with High-frequency and Low-frequency Historical Data, and Options-Implied Information
published 2023 · Statistica Sinica · 1 citations
with Huiling Yuan, Kexin Lü
High-dimensional low-rank tensor autoregressive time series modeling
published 2023 · Journal of Econometrics · 42 citations · first circulated 2021
with Di Wang, Yao Zheng
Quantile autoregressive conditional heteroscedasticity
published 2023 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 5 citations
with Qianqian Zhu, Songhua Tan, Yao Zheng
Economic policy uncertainty and enterprise strategic change: Evidence from China
published 2023 · Strategic Change · 13 citations
with Chao Li, Mengjun Huo, Chun Guang Li, Renhuai Liu
Least absolute deviations estimation for nonstationary vector autoregressive time series models with pure unit roots
published 2023 · Statistics and Its Interface
with Yao Zheng, Jianhong Wu, Wai Keung Li
An Asymptotic Analysis of Random Partition Based Minibatch Momentum Methods for Linear Regression Models
published 2022 · Journal of Computational and Graphical Statistics · 3 citations · first circulated 2021
Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models
published 2022 · Journal of Business and Economic Statistics · 15 citations · first circulated 2021
with Xiaoyu Zhang, Di Wang, Heng Lian
A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
published 2021 · Journal of Business and Economic Statistics · 28 citations
QUANTILE DOUBLE AUTOREGRESSION
published 2021 · Econometric Theory · 12 citations · first circulated 2019
with Qianqian Zhu
High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition
published 2020 · Journal of the American Statistical Association · 78 citations · first circulated 2019
with Di Wang, Yao Zheng, Heng Lian
published 2020 · Journal of Econometrics · 12 citations · first circulated 2019
Compact Autoregressive Network
published 2020 · Proceedings of the AAAI Conference on Artificial Intelligence · 2 citations · first circulated 2019
with Di Wang, Feiqing Huang, Jingyu Zhao, Guangjian Tian
Quantile Estimation of Regression Models with GARCH-X Errors
published 2019 · Statistica Sinica · 16 citations
FUNCTIONAL ADDITIVE QUANTILE REGRESSION
published 2019 · Statistica Sinica · 8 citations
with Yingying Zhang, Heng Lian, Zhongyi Zhu
A quantile function approach to the distribution of financial returns following TGARCH models
published 2019 · Statistical Modelling · 3 citations
with Yuzhi Cai
Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation
published 2019 · Journal of Time Series Analysis · 5 citations
with Qianqian Zhu, Ruochen Zeng
A lack-of-fit test for quantile regression process models
published 2019 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 18 citations
Agricultural Internet Entrepreneurs’ Social Network Behaviors and Entrepreneurship Financing Performance
published 2018 · Sustainability · 15 citations
with Zichun Yan, Kai Wang, Zeyu Wang, Jian Yu, Sang-Bing Tsai
Linear double autoregression
published 2018 · Journal of Econometrics · 32 citations
with Qianqian Zhu, Yao Zheng
Conditional quantile estimation for hysteretic autoregressive models
published 2018 · Statistica Sinica · 2 citations
Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity
published 2018 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 44 citations · first circulated 2016
Moment-based tests for random effects in the two-way error component model with unbalanced panels
published 2018 · Economic Modelling · 4 citations
with Jianhong Wu, Qiang Xia
An Empirical Research on Bank Client Credit Assessments
published 2018 · Sustainability · 3 citations
with Quan Chen, Sang-Bing Tsai, Yuming Zhai, Chien-Chi Chu, Jie Zhou, Yuxiang Zheng, Jiangtao Wang, Li-Chung Chang, Chao-Feng Hsu
Micheliolide suppresses LPS-induced neuroinflammatory responses
published 2017 · PLoS ONE · 49 citations
with Zhaomeng Sun, Tanjun Tong, Jun Chen
A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models
published 2017 · Biometrika · 6 citations · first circulated 2015
Combining FMEA with DEMATEL models to solve production process problems
published 2017 · PLoS ONE · 93 citations
with Sang-Bing Tsai, Jie Zhou, Yang Gao, Jiangtao Wang, Yuxiang Zheng, Peng Ren, Wei Xu
Network vector autoregression
published 2017 · The Annals of Statistics · 186 citations · first circulated 2016
An empirical research on evaluating banks’ credit assessment of corporate customers
published 2016 · SpringerPlus · 26 citations
with Sang-Bing Tsai, Chia-Huei Wu, Yuxiang Zheng, Jiangtao Wang
On Fréchet autoregressive conditional duration models
published 2016 · Journal of Statistical Planning and Inference · 19 citations
with Yao Zheng, Yang Li
On Mixture Double Autoregressive Time Series Models
published 2015 · Journal of Business and Economic Statistics · 28 citations
On buffered threshold Garch models
published 2015 · Statistica Sinica · 10 citations
A Control Parameterization Approach with Variable Time Nodes for Optimal Control Problems
published 2015 · Asian Journal of Control · 16 citations
with Ping Liu, Xinggao Liu
Hysteretic autoregressive time series models
published 2015 · Biometrika · 54 citations
Climate Change and the Macroeconomic Structure in Pre-Industrial Europe: New Evidence from Wavelet Analysis
published 2015 · PLoS ONE · 38 citations
with Qing Pei, David Zhang, Harry F. Lee
A new hyperbolic GARCH model
published 2015 · Journal of Econometrics · 24 citations
Varying-coefficient mean–covariance regression analysis for longitudinal data
published 2014 · Journal of Statistical Planning and Inference · 15 citations
with Shu Liu
GMEnzy: A Genetically Modified Enzybiotic Database
published 2014 · PLoS ONE · 7 citations
with Hongyu Wu, Jinjiang Huang, Hairong Lu, Qingshan Huang
SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS
published 2014 · Journal of Time Series Analysis · 3 citations
with Degao Li, Jinhong You
Comment
published 2014 · Journal of Business and Economic Statistics
with Philip L. H. Yu
Quantile Correlations and Quantile Autoregressive Modeling
published 2014 · Journal of the American Statistical Association · 259 citations · first circulated 2012
with Yang Li, Chih-Ling Tsai
Climate Change and Macro-Economic Cycles in Pre-Industrial Europe
published 2014 · PLoS ONE · 58 citations
with Qing Pei, David Zhang, Harry F. Lee
Moment-based tests for individual and time effects in panel data models
published 2013 · Journal of Econometrics · 17 citations
with Jianhong Wu
ON MIXTURE MEMORY GARCH MODELS
published 2013 · Journal of Time Series Analysis · 23 citations
A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS
published 2013 · Journal of Time Series Analysis · 18 citations
Score Tests for Hyperbolic GARCH Models
published 2011 · Journal of Business and Economic Statistics · 9 citations
Testing a linear time series model against its threshold extension
published 2011 · Biometrika · 31 citations
with Wanxin Li
On the threshold hyperbolic GARCH models
published 2011 · Statistics and Its Interface · 5 citations
with Wilson Kwan, Wai Keung Li
On the estimation and diagnostic checking of the ARFIMA–HYGARCH model
published 2010 · Computational Statistics & Data Analysis · 17 citations
with Wilson Kwan, Wai Keung Li
LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS
published 2009 · Econometric Theory · 14 citations
‘Model selection for generalized linear models with factor‐augmented predictors’
published 2009 · Applied Stochastic Models in Business and Industry
with W. K. Li
Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity
published 2008 · Biometrika · 41 citations
with W. K. Li
Robust Regression Shrinkage and Consistent Variable Selection Through the LAD-Lasso
published 2007 · Journal of Business and Economic Statistics · 576 citations
Regression coefficient and autoregressive order shrinkage and selection via the lasso
published 2007 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 320 citations
Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach
published 2005 · Biometrika · 39 citations
Stationary solution and parametric estimation for bilinear model driven by ARCH noises
published 2002 · Science China Mathematics · 3 citations
with Pan Jiazhu
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