Degui Li : Citation Profile


Are you Degui Li?

7

H index

7

i10 index

200

Citations

RESEARCH PRODUCTION:

26

Articles

34

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 18
   Journals where Degui Li has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 25 (11.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli664
   Updated: 2019-09-14    RAS profile: 2018-09-07    
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Relations with other researchers


Works with:

GAO, Jiti (16)

Chen, Jia (13)

LINTON, OLIVER (7)

Phillips, Peter (7)

Liang, Zhongwen (2)

hsiao, cheng (2)

Kanaya, Shin (2)

Su, Liangjun (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 (52)

LINTON, OLIVER (18)

Chen, Jia (12)

Feng, Guohua (7)

Zelenyuk, Valentin (7)

Su, Liangjun (7)

Gadea, María (6)

Arghyrou, Michael (6)

Koerber, Lena (6)

Baltagi, Badi (5)

Feng, Qu (5)

Cites to:

GAO, Jiti (34)

LINTON, OLIVER (28)

Fan, Jianqing (25)

Chen, Jia (24)

Li, Qi (22)

Phillips, Peter (20)

Bollerslev, Tim (15)

Cai, Zongwu (14)

CAI, ZONGWU (14)

Park, Joon (12)

Hansen, Bruce (12)

Main data


Where Degui Li has published?


Journals with more than one article published# docs
Journal of Econometrics6
Econometric Theory4
Journal of Multivariate Analysis3
Journal of Business & Economic Statistics2
Metrika: International Journal for Theoretical and Applied Statistics2
Journal of the American Statistical Association2
Econometric Reviews2

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
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2

Recent works citing Degui Li (2018 and 2017)


YearTitle of citing document
2017Time-varying coefficient estimation in SURE models. Application to portfolio management. (2017). Casas, Isabel ; Orbe, Susan ; Ferreira, Eva. 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). Xie, Shangyu ; Gao, Jiti ; Casas, Isabel. In: CREATES Research Papers. RePEc:aah:create:2018-29.

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2018Is There Too Much History in Historical Yield Data. (2018). Liu, Y ; Ker, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277293.

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2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Change Point Estimation in Panel Data with Time-Varying Individual Effects. (2018). Gan, Zhuojiong ; Boldea, Otilia ; Drepper, Bettina. In: Papers. RePEc:arx:papers:1808.03109.

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2018The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Juodis, Arturas ; Reese, Simon. 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). Zhang, BO ; Yang, Yanrong ; Pan, Guangming ; Gao, Jiti. 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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2018A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables. (2018). Chen, J ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1876.

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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). Arghyrou, Michael ; Gadea, Maria Dolores. 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, Maria Dolores ; Arghyrou, Michael G. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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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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2017Nonparametric estimation of dynamic discrete choice models for time series data. (2017). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:108:y:2017:i:c:p:97-120.

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2017On discrete Epanechnikov kernel functions. (2017). Parmeter, Christopher ; Henderson, Daniel ; Chu, Chi-Yang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:116:y:2017:i:c:p:79-105.

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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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2018Balanced estimation for high-dimensional measurement error models. (2018). Zheng, Zemin ; Li, Gaorong ; Yu, Chongxiu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:78-91.

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2018Estimation and hypothesis test for partial linear multiplicative models. (2018). Zhang, Jun ; Peng, Heng ; Feng, Zhenghui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:87-103.

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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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2018What do panel data say on inequality and GDP? New evidence at US state-level. (2018). Costantini, Mauro ; Paradiso, Antonio. In: Economics Letters. RePEc:eee:ecolet:v:168:y:2018:i:c:p:115-117.

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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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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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2017Forecasting cointegrated nonstationary time series with time-varying variance. (2017). Yi, Yanping ; Tu, Yundong . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:83-98.

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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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2018Efficient estimation and computation for the generalised additive models with unknown link function. (2018). Lin, Huazhen ; Zhang, Wenyang ; Lv, Shaogao ; Pan, Lixian. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:230-244.

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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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2018Identifying latent grouped patterns in panel data models with interactive fixed effects. (2018). Su, Liangjun. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:554-573.

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2018Estimation of large dimensional factor models with an unknown number of breaks. (2018). Su, Liangjun ; Ma, Shujie. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:1-29.

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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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2017Exploring factors affecting the level of happiness across countries: A conditional robust nonparametric frontier analysis. (2017). Cordero, Jose Manuel ; Salinas-Jimenez, Mar M. In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:2:p:663-672.

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2018Measuring and explaining organizational effectiveness of school districts: Evidence from a robust and conditional Benefit-of-the-Doubt approach. (2018). de Witte, Kristof ; Schiltz, Fritz. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:3:p:1172-1181.

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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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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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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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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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2017Semi-parametric inference for semi-varying coefficient panel data model with individual effects. (2017). Hu, Xuemei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:262-281.

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2017Varying coefficient functional autoregressive model with application to the U.S. treasuries. (2017). Xu, Meng ; Chen, Ying ; Li, Jialiang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:168-183.

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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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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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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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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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2018A BAYESIAN INFERENCE OF MULTIPLE STRUCTURAL BREAKS IN MEAN AND ERROR VARIANCE IN PANEL AR (1) MODEL. (2018). Kumar, Jitendra ; Shangodoyin, Dahud Kehinde ; Agiwal, Varun. In: Statistics in Transition New Series. RePEc:exl:29stat:v:19:y:2018:i:1:p:7-23.

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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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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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2018Labor productivity growth: disentangling technology and capital accumulation. (2018). Parmeter, Christopher ; Del Gatto, Massimo ; Battisti, Michele. In: Journal of Economic Growth. RePEc:kap:jecgro:v:23:y:2018:i:1:d:10.1007_s10887-017-9143-1.

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2017Nonparametric least squares methods for stochastic frontier models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; Keilegom, Ingrid . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:47:y:2017:i:3:d:10.1007_s11123-016-0474-2.

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2018Reconciling the Porter hypothesis with the traditional paradigm about environmental regulation: a nonparametric approach. (2018). Huiban, Jean Pierre ; Simioni, Michel ; Musolesi, Antonio ; Mastromarco, Camilla. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0536-8.

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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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2018Nonparametric Estimation and Inference for Panel Data Models. (2018). Racine, Jeffrey ; Parmeter, Christopher. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-02.

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2017Stochastic Frontier Analysis: Foundations and Advances. (2017). Zelenyuk, Valentin ; Parmeter, Christopher ; Kumbhakar, Subal. In: Working Papers. RePEc:mia:wpaper:2017-10.

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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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2018Regime switching panel data models with interative fixed effects. (2018). GAO, Jiti ; Yan, Yayi ; Cheng, Tingting. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-21.

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2018Modelling time-varying income elasticities of health care expenditure for the OECD. (2018). GAO, Jiti ; Xie, Shangyu ; Casas, Isabel. 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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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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2017Revisiting Forecasting of Recessions via Dynamic Probit for Time Series by Kauppi and Saikkonen (2008). (2017). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:120.

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2018Stochastic Frontier Analysis: Foundations and Advances. (2018). Zelenyuk, Valentin ; Kumbhakar, Subal ; Parameter, Christopher F. In: CEPA Working Papers Series. RePEc:qld:uqcepa:123.

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2018Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008). (2018). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: CEPA Working Papers Series. RePEc:qld:uqcepa:130.

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2018A penalized spline estimator for fixed effects panel data models. (2018). Putz, Peter ; Kneib, Thomas. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:102:y:2018:i:2:d:10.1007_s10182-017-0296-1.

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2018Semi-parametric Dynamic Models for Longitudinal Ordinal Categorical Data. (2018). Sutradhar, Brajendra C. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:80:y:2018:i:1:d:10.1007_s13171-017-0100-z.

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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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2018Semiparametric model average prediction in panel data analysis. (2018). Huang, Tao ; Li, Jialiang. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:30:y:2018:i:1:p:125-144.

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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). Silvapulle, Mervyn ; Sarafidis, Vasilis ; Zhu, Huanjun . In: Working Papers. RePEc:wyi:wpaper:002481.

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

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2018A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables. (2018). LINTON, OLIVER ; Chen, Jia. In: Discussion Papers. RePEc:yor:yorken:18/14.

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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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This paper has another version. Agregated cites: 6
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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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paper28
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: 28
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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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paper10
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: 10
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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: 10
article
2010Semiparametric Trending Panel Data Models with Cross-Sectional Dependence In: School of Economics Working Papers.
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paper28
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: 28
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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: 28
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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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