Degui Li : Citation Profile


Are you Degui Li?

7

H index

7

i10 index

238

Citations

RESEARCH PRODUCTION:

30

Articles

37

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 19
   Journals where Degui Li has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 28 (10.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli664
   Updated: 2020-05-23    RAS profile: 2020-04-24    
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Relations with other researchers


Works with:

GAO, Jiti (14)

Chen, Jia (13)

Phillips, Peter (9)

LINTON, OLIVER (8)

Su, Liangjun (2)

Kanaya, Shin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Degui Li.

Is cited by:

GAO, Jiti (60)

LINTON, OLIVER (15)

Su, Liangjun (12)

Chen, Jia (9)

Zelenyuk, Valentin (9)

Simar, Leopold (7)

Feng, Guohua (7)

Arghyrou, Michael (6)

Koerber, Lena (6)

Gadea, María (6)

Feng, Qu (6)

Cites to:

GAO, Jiti (37)

LINTON, OLIVER (32)

Fan, Jianqing (31)

Li, Qi (30)

Chen, Jia (28)

Phillips, Peter (20)

CAI, ZONGWU (17)

Cai, Zongwu (17)

Racine, Jeffrey (16)

Bollerslev, Tim (15)

Hansen, Bruce (12)

Main data


Where Degui Li has published?


Journals with more than one article published# docs
Journal of Econometrics9
Econometric Theory4
Journal of Multivariate Analysis4
Journal of the American Statistical Association2
Metrika: International Journal for Theoretical and Applied Statistics2
Econometric Reviews2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics13
School of Economics Working Papers / University of Adelaide, School of Economics7
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies3

Recent works citing Degui Li (2020 and 2019)


YearTitle of citing document
2017Time-varying coefficient estimation in SURE models. Application to portfolio management. (2017). Ferreira, Eva ; Casas, Isabel ; Orbe, Susan. In: CREATES Research Papers. RePEc:aah:create:2017-33.

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2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD. (2018). Casas, Isabel ; Xie, Shangyu ; Gao, Jiti. In: CREATES Research Papers. RePEc:aah:create:2018-29.

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2019The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

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2019An Integrated Panel Data Approach to Modelling Economic Growth. (2019). GAO, Jiti ; Peng, Bin ; Feng, Guohua. In: Papers. RePEc:arx:papers:1903.07948.

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2019Estimation of Cross-Sectional Dependence in Large Panels. (2019). GAO, Jiti ; Zhang, BO ; Yang, Yanrong ; Pan, Guangming. In: Papers. RePEc:arx:papers:1904.06843.

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2019A Vine-copula extension for the HAR model. (2019). Magris, Martin. In: Papers. RePEc:arx:papers:1907.08522.

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2019Shrinkage Estimation of Network Spillovers with Factor Structured Errors. (2019). Martellosio, Federico ; Higgins, Ayden. In: Papers. RePEc:arx:papers:1909.02823.

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2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

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2019Statistical Inference on Partially Linear Panel Model under Unobserved Linearity. (2019). Shang, Zuofeng ; Boukai, Ben ; Liu, Ruiqi. In: Papers. RePEc:arx:papers:1911.08830.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

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2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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2019Heterogeneous Decision-Making and Market Power. (2019). Tsionas, Mike G ; Sickles, Robin ; Kutlu, Levent. In: Working Papers. RePEc:ecl:riceco:19-008.

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2017Thoughts on the inequality of opportunities: new evidence. (2017). Santos, Wallace Patrick ; de Oliveira, Victor Rodrigues ; Annegues, Ana Claudia . In: Revista CEPAL. RePEc:ecr:col070:42012.

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2019Computation and application of robust data-driven bandwidth selection for gradient function estimation. (2019). Sun, Qiankun ; Xie, Qichang. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:361:y:2019:i:c:p:274-293.

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2018Identification of local sparsity and variable selection for varying coefficient additive hazards models. (2018). Qu, Lianqiang ; Sun, Liuquan ; Song, Xinyuan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:125:y:2018:i:c:p:119-135.

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2019A novel partial-linear single-index model for time series data. (2019). Wang, Huixia ; Jiang, Hui ; Huang, Lei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:134:y:2019:i:c:p:110-122.

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2019A goodness-of-fit test for variable-adjusted models. (2019). ZHU, LI XING ; Xie, Chuanlong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:138:y:2019:i:c:p:27-48.

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2020Corrected Mallows criterion for model averaging. (2020). Liao, Jun ; Zou, Guohua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302579.

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2020More effective than we thought: Central bank independence and inflation in developing countries. (2020). Garriga, Ana Carolina ; Rodriguez, Cesar M. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:87-105.

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2019Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets. (2019). Li, Weiping ; Teng, Yuxin ; Qiao, Gaoxiu ; Liu, Wenwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:133-151.

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2019Regime switching panel data models with interactive fixed effects. (2019). GAO, Jiti ; Yan, Yayi ; Cheng, Tingting. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:47-51.

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2020Common factors and common breaks in panels: An empirical investigation. (2020). Feng, Qu. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304525.

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2017Asymptotics for recurrent diffusions with application to high frequency regression. (2017). Kim, Jihyun ; Park, Joon Y. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:37-54.

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2017A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks. (2017). GAO, Jiti ; Feng, Guohua ; Zhang, Xiaohui ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:68-82.

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2017On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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2017Specification testing for nonlinear multivariate cointegrating regressions. (2017). GAO, Jiti ; Yin, Jiying ; Tjostheim, Dag ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:104-117.

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2018Nonparametric testing for smooth structural changes in panel data models. (2018). Chen, Bin ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:245-267.

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2018Nonparametric fixed effects model for panel data with locally stationary regressors. (2018). Pei, Youquan ; You, Jinhong ; Huang, Tao. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:286-305.

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2018Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics. (2018). Botosaru, Irene ; Sasaki, Yuya. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:283-296.

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2018Additive nonparametric models with time variable and both stationary and nonstationary regressors. (2018). LINTON, OLIVER ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:212-236.

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2019Model averaging based on leave-subject-out cross-validation for vector autoregressions. (2019). Zou, Guohua ; Zhang, Xinyu ; Zong, Xianpeng ; Liao, Jun. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:1:p:35-60.

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2019Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice. (2019). Su, Liangjun ; Peng, Bin ; Feng, Guohua ; Yang, Thomas Tao. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:607-622.

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2019Non-separable models with high-dimensional data. (2019). Su, Liangjun ; Ura, Takuya ; Zhang, Yichong. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:646-677.

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2020Determining individual or time effects in panel data models. (2020). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:60-83.

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2020Firm-Heterogeneous Biased Technological Change: A nonparametric approach under endogeneity. (2020). Rayp, Glenn ; Merlevede, Bruno ; Dumont, Michel ; Verschelde, Marijn ; Dewitte, Ruben. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:1172-1182.

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2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

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2019R&D intensity and carbon emissions in the G7: 1870–2014. (2019). Smyth, Russell ; Churchill, Sefa Awaworyi ; Zhang, Xibin ; Inekwe, John. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:30-37.

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2019How to effectively stabilize Chinas commodity price fluctuations?. (2019). Lin, Boqiang ; Xu, Bin. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303391.

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2019How population and energy price affect Chinas environmental pollution?. (2019). He, Lerong ; Fang, Liting ; Li, Kunming. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:386-396.

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2019Semiparametric quantile averaging in the presence of high-dimensional predictors. (2019). Gooijer, Jan G. ; de Gooijer, Jan G ; Zerom, Dawit. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:891-909.

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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2019Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. (2019). Horvath, Lajos ; Rice, Gregory. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:138-165.

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2019Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects. (2019). Rodriguez-Poo, Juan M ; Arteaga-Molina, Luis A. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:110-124.

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2019Forecasting downside risk in China’s stock market based on high-frequency data. (2019). Xie, Nan ; Gong, XU ; Chen, Sicen ; Wang, Zongrun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:530-541.

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2019Forecasting the Chinese stock volatility across global stock markets. (2019). Zhang, Yaojie ; Ma, Feng ; Liu, Jing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:466-477.

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2019The income elasticity of housing demand in New South Wales, Australia. (2019). Liu, Xiangling. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:75:y:2019:i:c:p:70-84.

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2019On nonparametric inference for spatial regression models under domain expanding and infill asymptotics. (2019). Kurisu, Daisuke. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:16.

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2018Time varying cointegration and the UK great ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George. In: CAMA Working Papers. RePEc:een:camaaa:2018-53.

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2018Time varying cointegration and the UK Great Ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:23320.

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2017Bayesian Treatments for Panel Data Stochastic Frontier Models with Time Varying Heterogeneity. (2017). Liu, Junrong ; Tsionas, E G ; Sickles, Robin C. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:33-:d:106177.

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2018Inference on a semiparametric model with global power law and local nonparametric trends. (2018). LINTON, OLIVER ; GAO, Jiti ; Peng, Bin. In: CeMMAP working papers. RePEc:ifs:cemmap:05/18.

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2019Nuclear norm regularized estimation of panel regression models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: CeMMAP working papers. RePEc:ifs:cemmap:14/19.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0022017.

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2019Efficiency of hospitals in the Czech Republic: Conditional efficiency approach. (2019). Votapkova, Jana ; Stastna, Lenka ; Mastromarco, Camilla. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:51:y:2019:i:1:d:10.1007_s11123-019-00543-y.

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2019Structural Changes in Heterogeneous Panels with Endogenous Regressors. (2019). Feng, Qu ; Kao, Chihwa ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:214.

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2017Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends. (2017). LINTON, OLIVER ; GAO, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-10.

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2017Heterogeneous panel data models with cross-sectional dependence. (2017). GAO, Jiti ; Xia, Kai. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-16.

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2018Varying-coefficient panel data models with partially observed factor structure. (2018). GAO, Jiti ; Peng, Bin ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-1.

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2018Modelling time-varying income elasticities of health care expenditure for the OECD. (2018). GAO, Jiti ; Casas, Isabel ; Xie, Shangyu. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-22.

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2018Series estimation for single-index models under constraints. (2018). GAO, Jiti ; Peng, Bin ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-5.

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2019Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness. (2019). GAO, Jiti ; Yang, Yanrong ; Liu, Fei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-24.

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2019Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects. (2019). Gong, Xiaodong ; GAO, Jiti ; Liang, Xuan. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-26.

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2019An Integrated Panel Data Approach to Modelling Economic Growth. (2019). Zhang, BO ; Yang, Yanrong ; Pan, Guangming ; Gao, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-9.

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2019Predicting Recessions: A New Measure of Output Gap as Predictor. (2019). Zelenyuk, Valentin ; Simar, Leopold ; Mastromarco, Camilla. In: CEPA Working Papers Series. RePEc:qld:uqcepa:141.

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2019Weighted composite quantile regression for single index model with missing covariates at random. (2019). Peng, Changgen ; Yang, HU ; Liu, Huilan . In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00886-y.

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2020Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008). (2020). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01708-2.

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2020Estimation for varying coefficient panel data model with cross-sectional dependence. (2020). Xu, Qunfang ; Pei, Youquan ; Liu, Hua. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:83:y:2020:i:3:d:10.1007_s00184-019-00739-0.

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2019Nonparametric Time-Varying Coefficient Models for Panel Data. (2019). Yang, Baoying ; Hong, Hyokyoung G ; Lin, Huazhen ; Fan, Gang-Zhi ; Zhang, Yong ; Liu, Wei. In: Statistics in Biosciences. RePEc:spr:stabio:v:11:y:2019:i:3:d:10.1007_s12561-019-09248-0.

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2019Identification and estimation in quantile varying-coefficient models with unknown link function. (2019). Li, Gaorong ; Yue, Lili ; Lian, Heng. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:4:d:10.1007_s11749-019-00638-6.

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2018Multidimensional Parameter Heterogeneity in Panel Data Models. (2018). Neal, Timothy. In: Discussion Papers. RePEc:swe:wpaper:2016-15a.

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2017Specification Test for Spatial Autoregressive Models. (2017). Su, Liangjun ; Qu, XI. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:4:p:572-584.

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2019Essays in econometric theory. (2019). Sadikoglu, Serhan . In: Other publications TiSEM. RePEc:tiu:tiutis:99d83644-f9dc-49e3-a4e1-5ca8a8d3f784.

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2019A New Structural Break Test for Panels with Common Factors. (2019). Sarafidis, Vasilis ; Silvapulle, Mervyn ; Zhu, Huanjun . In: Working Papers. RePEc:wyi:wpaper:002481.

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2019Heterogeneous Panel Data Models with Cross-Sectional Dependence. (2019). GAO, Jiti ; Zhu, Huanjun ; Xia, Kai. In: Working Papers. RePEc:wyi:wpaper:002482.

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2018Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models. (2018). Chen, Jia. In: Discussion Papers. RePEc:yor:yorken:18/15.

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Works by Degui Li:


YearTitleTypeCited
2013Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series In: CREATES Research Papers.
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paper6
2009Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series.(2009) In: School of Economics Working Papers.
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This paper has another version. Agregated cites: 6
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2015UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES.(2015) In: Econometric Theory.
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2011Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 6
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2009Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series In: School of Economics Working Papers.
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paper4
2009A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model In: School of Economics Working Papers.
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paper7
2010Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects In: School of Economics Working Papers.
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paper34
2011Non‐parametric time‐varying coefficient panel data models with fixed effects.(2011) In: Econometrics Journal.
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This paper has another version. Agregated cites: 34
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2010Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions In: School of Economics Working Papers.
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2011Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 11
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2013Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2013) In: Econometric Reviews.
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This paper has another version. Agregated cites: 11
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2010Semiparametric Trending Panel Data Models with Cross-Sectional Dependence In: School of Economics Working Papers.
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2012Semiparametric trending panel data models with cross-sectional dependence.(2012) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 33
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2011Semiparametric Trending Panel Data Models with Cross-Sectional Dependence.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 33
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2010Estimation in Semiparametric Time Series Regression In: School of Economics Working Papers.
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paper5
2009Local Linear M‐estimation in non‐parametric spatial regression In: Journal of Time Series Analysis.
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article4
2010Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate In: STICERD - Econometrics Paper Series.
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2010Loch linear fitting under near epoch dependence: uniform consistency with convergence rate.(2010) In: LSE Research Online Documents on Economics.
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2012A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS In: Econometric Theory.
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article21
2012LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES In: Econometric Theory.
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article6
2011Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 6
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2016UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION In: Econometric Theory.
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2013Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression.(2013) In: Cowles Foundation Discussion Papers.
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