Degui Li : Citation Profile


Are you Degui Li?

8

H index

8

i10 index

288

Citations

RESEARCH PRODUCTION:

31

Articles

37

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 22
   Journals where Degui Li has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 29 (9.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli664
   Updated: 2021-01-23    RAS profile: 2020-04-24    
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Relations with other researchers


Works with:

GAO, Jiti (6)

Chen, Jia (6)

Phillips, Peter (5)

LINTON, OLIVER (3)

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 (66)

LINTON, OLIVER (15)

Su, Liangjun (13)

Zelenyuk, Valentin (10)

Baltagi, Badi (9)

Chen, Jia (9)

Simar, Leopold (9)

Smyth, Russell (9)

Feng, Guohua (7)

Arghyrou, Michael (6)

Koerber, Lena (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
Econometric Reviews2
Journal of Time Series Analysis2
Journal of the American Statistical Association2
Journal of Business & Economic Statistics2
Metrika: International Journal for Theoretical and Applied 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 (2021 and 2020)


YearTitle of citing document
2020Shrinkage Estimation of Network Spillovers with Factor Structured Errors. (2019). Martellosio, Federico ; Higgins, Ayden. In: Papers. RePEc:arx:papers:1909.02823.

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2020Locally trimmed least squares: conventional inference in possibly nonstationary models. (2020). Kasparis, Ioannis ; Hu, Zhishui ; Wang, Qiying. In: Papers. RePEc:arx:papers:2006.12595.

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2020Local Composite Quantile Regression for Regression Discontinuity. (2020). Zhan, Zhaoguo ; Huang, Xiao. In: Papers. RePEc:arx:papers:2009.03716.

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2020A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application. (2020). GAO, Jiti ; Peng, Bin ; Yan, Yayi. In: Papers. RePEc:arx:papers:2010.01492.

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2020Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). GAO, Jiti ; Liu, Fei ; Peng, Bin. In: Papers. RePEc:arx:papers:2012.03182.

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2020Penalized Averaging of Parametric and Non-Parametric Quantile Forecasts. (2020). Gooijer, Jan G. ; Dawit, Zerom ; Jan, De Gooijer. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:15:n:4.

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2020Adaptative predictability of stock market returns. (2020). Veiga, Helena ; Lopes, Maria Helena ; Casas, Maria Isabel ; Mao, Xiuping. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31648.

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

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2020Model averaging assisted sufficient dimension reduction. (2020). Yu, Zhou ; Fang, Fang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320300840.

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2020Model detection and estimation for varying coefficient panel data models with fixed effects. (2020). Li, Feng ; He, Wenqi ; Feng, Sanying. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301456.

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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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2020Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve. (2020). Xia, Huizhu ; Chen, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:595-604.

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2020Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching. (2020). Wei, YU ; Lei, Likun ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302293.

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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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2020Robust kernels for kernel density estimation. (2020). Wu, Ximing ; Wen, Kuangyu ; Li, Ang ; Wang, Shaoping. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301105.

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2020Determining the number of factors in approximate factor models by twice K-fold cross validation. (2020). Chen, Hui ; Wei, Jie. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301191.

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2020Time-varying cointegration with an application to the UK Great Ratios. (2020). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301543.

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2020An alternative test for conditional unconfoundedness using auxiliary variables. (2020). Lin, Ming ; Cai, Zongwu ; Tang, Shengfang ; Fang, Ying. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302111.

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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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2020Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:175-191.

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2020Efficient estimation of heterogeneous coefficients in panel data models with common shocks. (2020). Cui, Guowei ; Li, Kunpeng ; Lu, Lina. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:327-353.

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2020Panel threshold models with interactive fixed effects. (2020). Su, Liangjun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:137-170.

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2020Estimation and inference of change points in high-dimensional factor models. (2020). Han, XU ; Bai, Jushan ; Shi, Yutang . In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:66-100.

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

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2020Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel. (2020). Smyth, Russell ; liddle, brantley ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300207.

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2020Income inequality and CO2 emissions in the G7, 1870–2014: Evidence from non-parametric modelling. (2020). Smyth, Russell ; Mishra, Vinod ; Uddin, Md Main ; Mainuddin, MD. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301201.

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2020The Environmental Kuznets Curve across Australian states and territories. (2020). Smyth, Russell ; Inekwe, John ; Ivanovski, Kris ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302097.

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2020Human capital and CO2 emissions in the long run. (2020). Smyth, Russell ; Yao, Yao ; Inekwe, John ; Ivanovski, Kris. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302474.

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2020The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828.

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2020Drivers of CO 2 -Emissions in Fossil Fuel Abundant Settings: (Pooled) Mean Group and Nonparametric Panel Analyses. (2020). Loewenstein, Wilhelm ; Sadik-Zada, Elkhan Richard. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3956-:d:393254.

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2020Testing Capital Asset Pricing Models using Functional-Coefficient Panel Data Models with Cross-Sectional Dependence. (2020). Xu, Qiuhua ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202009.

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2020Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models. (2020). Bu, Ruijun ; Wang, Bin ; Kim, Jihyun. In: Working Papers. RePEc:liv:livedp:202021.

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2020Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries. (2020). BRESSON, Georges ; Etienne, Jean-Michel ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:229.

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2020A Class of Time-Varying Vector Moving Average (infinity) Models. (2020). GAO, Jiti ; Peng, Bin ; Yan, Yayi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-39.

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2020Time-Varying Panel Data Models with an Additive Factor Structure. (2020). GAO, Jiti ; Liu, Fei ; Yang, Yanrong. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-42.

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2020Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). Liu, Fei ; Gao, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-44.

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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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2020A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates. (2020). Yang, Jing ; Li, Ning. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:5:d:10.1007_s00362-018-1013-1.

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2020Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects. (2020). Fan, Guo-Liang ; Hong, Xing-Jian ; He, Bang-Qiang . In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-1049-2.

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2020Change point estimation in panel data with time‐varying individual effects. (2020). Gan, Zhuojiong ; Drepper, Bettina ; Boldea, Otilia. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:6:p:712-727.

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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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paper7
2009Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series.(2009) In: School of Economics Working Papers.
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paper
2015UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES.(2015) In: Econometric Theory.
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article
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: 7
paper
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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paper44
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: 44
article
2010Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions In: School of Economics Working Papers.
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paper11
2011Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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paper
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
article
2010Semiparametric Trending Panel Data Models with Cross-Sectional Dependence In: School of Economics Working Papers.
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paper40
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: 40
article
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: 40
paper
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
2020Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients In: Journal of Time Series Analysis.
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article0
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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article23
2012LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES In: Econometric Theory.
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article7
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: 7
paper
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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2013Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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2013Estimating Smooth Structural Change in Cointegration Models In: Cowles Foundation Discussion Papers.
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2017Estimating smooth structural change in cointegration models.(2017) In: Journal of Econometrics.
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article
2013Estimating Smooth Structural Change in Cointegration Models.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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2017Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression In: Cowles Foundation Discussion Papers.
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2020Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression.(2020) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 0
article
2016Generalized nonparametric smoothing with mixed discrete and continuous data In: Computational Statistics & Data Analysis.
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article21
2015Estimation in generalised varying-coefficient models with unspecified link functions In: Journal of Econometrics.
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article3
2015A flexible semiparametric forecasting model for time series In: Journal of Econometrics.
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article7
2016Local composite quantile regression smoothing for Harris recurrent Markov processes In: Journal of Econometrics.
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article3
2016Semiparametric dynamic portfolio choice with multiple conditioning variables In: Journal of Econometrics.
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article2
2015Semiparametric dynamic portfolio choice with multiple conditioning variables.(2015) In: CeMMAP working papers.
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2015Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables.(2015) In: Discussion Papers.
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2019A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables In: Journal of Econometrics.
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article3
2018A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables.(2018) In: Discussion Papers.
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2019Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates In: Journal of Econometrics.
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article3
2010Robust estimation in a nonlinear cointegration model In: Journal of Multivariate Analysis.
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article2
2019Estimation of a rank-reduced functional-coefficient panel data model with serial correlation In: Journal of Multivariate Analysis.
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article0
2007Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence In: Journal of Multivariate Analysis.
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article3
2008Change point estimators by local polynomial fits under a dependence assumption In: Journal of Multivariate Analysis.
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article1
2012A flexible semiparametric model for time series In: CeMMAP working papers.
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paper1
2012A Flexible Semiparametric Model for Time Series.(2012) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 1
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2015Semiparametric model averaging of ultra-high dimensional time series In: CeMMAP working papers.
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2015Semiparametric Model Averaging of Ultra-High Dimensional Time Series.(2015) In: Discussion Papers.
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2011Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects In: Monash Econometrics and Business Statistics Working Papers.
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2013Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects.(2013) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 19
article
2012Nonlinear Regression with Harris Recurrent Markov Chains In: Monash Econometrics and Business Statistics Working Papers.
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2013Non- and Semi-Parametric Panel Data Models: A Selective Review In: Monash Econometrics and Business Statistics Working Papers.
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2013Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors In: Monash Econometrics and Business Statistics Working Papers.
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2013Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models In: Monash Econometrics and Business Statistics Working Papers.
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paper2
2017Kernel-based inference in time-varying coefficient models with multiple integrated regressors In: Monash Econometrics and Business Statistics Working Papers.
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2015Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks In: Working Papers.
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paper2
2007Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors In: Metrika: International Journal for Theoretical and Applied Statistics.
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article0
2008Spatial local M-estimation under association In: Metrika: International Journal for Theoretical and Applied Statistics.
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2017Estimation of semi-varying coefficient models with nonstationary regressors In: Econometric Reviews.
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article3
2009Variable selection in partially time-varying coefficient models In: Journal of Nonparametric Statistics.
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article4
2016Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks In: Journal of the American Statistical Association.
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2018Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series In: Journal of the American Statistical Association.
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article7
2018Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models In: Journal of Business & Economic Statistics.
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article6
2015Specification testing in nonstationary time series models In: Econometrics Journal.
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2014Specification Testing in Nonstationary Time Series Models.(2014) In: Discussion Papers.
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2014Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data In: Discussion Papers.
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2015New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models In: Discussion Papers.
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2019Nonparametric Homogeneity Pursuit in Functional-Coefficient Models In: Discussion Papers.
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