14
H index
17
i10 index
579
Citations
Degui Li : Citation Profile
University of Macau | RESEARCH PRODUCTION: 40 Articles 56 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2007 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Degui Li. | Is cited by:
| Cites to:
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Main data
Where Degui Li has published?
Recent works citing Degui Li (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2025 | A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482. Full description at Econpapers || Download paper |
| 2024 | Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632. Full description at Econpapers || Download paper |
| 2024 | Testing for Peer Effects without Specifying the Network Structure. (2023). Liu, Xiaodong ; Jung, Hyunseok. In: Papers. RePEc:arx:papers:2306.09806. Full description at Econpapers || Download paper |
| 2024 | Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789. Full description at Econpapers || Download paper |
| 2024 | Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper |
| 2025 | Recovering latent linkage structures and spillover effects with structural breaks in panel data models. (2025). Okui, Ryo ; Wang, Wendun ; Sun, Yutao. In: Papers. RePEc:arx:papers:2501.09517. Full description at Econpapers || Download paper |
| 2025 | Panel Data Estimation and Inference: Homogeneity versus Heterogeneity. (2025). Peng, Bin ; Liu, Fei ; Gao, Jiti ; Yan, Yayi. In: Papers. RePEc:arx:papers:2502.03019. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Asymptotic Normality of Bias Reduction Estimation for Jump Intensity Function in Financial Markets. (2024). Qiu, Jiawei ; Zhu, Min ; Song, Yuping. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:558-583. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | A three-way dynamic panel threshold regression model for change point detection in bioimpedance data. (2024). Perazzini, Selene ; Marta, F. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps104. Full description at Econpapers || Download paper |
| 2024 | Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701. Full description at Econpapers || Download paper |
| 2024 | Time-varying minimum variance portfolio. (2024). Fan, Qingliang (Michael) ; Zhong, Wei ; Yang, Yanrong ; Wu, Ruike. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001646. Full description at Econpapers || Download paper |
| 2024 | Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174. Full description at Econpapers || Download paper |
| 2024 | Panel data models with time-varying latent group structures. (2024). Su, Liangjun ; Wang, Yiren. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319. Full description at Econpapers || Download paper |
| 2024 | Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393. Full description at Econpapers || Download paper |
| 2024 | GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; Dong, Chaohua ; Cheng, Tingting ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982. Full description at Econpapers || Download paper |
| 2024 | Private bank deposits and macro/fiscal risk in the euro-area. (2024). Kontonikas, Alexandros ; Gadea, Maria-Dolores ; Arghyrou, Michael G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936. Full description at Econpapers || Download paper |
| 2024 | Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England. (2024). Moscone, Francesco ; Xia, Yingcun ; Kim, Namhyun ; Wongsa-Art, Pipat. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s0166046224000334. Full description at Econpapers || Download paper |
| 2024 | A new approach for ultrahigh-dimensional covariance matrix estimation. (2024). Ma, Xiaoyan ; Liang, Wanfeng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:204:y:2024:i:c:s0167715223001530. Full description at Econpapers || Download paper |
| 2024 | Stein-like Common Correlated Effects Estimation under Structural Breaks. (2024). Parsaeian, Shahnaz. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:2:p:11-:d:1378087. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | Does State Dependence Matter in Relation to Oil Price Shocks on Global Economic Conditions ?. (2024). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles ; Sullivan, Adam. In: Post-Print. RePEc:hal:journl:hal-04678758. Full description at Econpapers || Download paper |
| 2025 | Prediction sets and conformal inference with censored outcomes. (2025). Liu, Weiguang ; Tamer, Elie ; de Paula, Ureo. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp04/25. Full description at Econpapers || Download paper |
| 2024 | Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x. Full description at Econpapers || Download paper |
| 2025 | Does the Kyoto Protocol have a structural impact on the environmental Kuznets curve? An application of the varying coefficient model. (2025). Chen, Wan-Jiun ; Wang, Chien-Ho ; Chu, Chi-Yang. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02655-3. Full description at Econpapers || Download paper |
| 2024 | Is the Relationship Between Clean/Non-clean Energy Consumption and Economic Growth Time-Varying? Non-parametric Evidence for MENA Region. (2024). Ghazouani, Tarek. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01906-z. Full description at Econpapers || Download paper |
| 2025 | Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors. (2025). Liu, Yuan ; Ge, Ling-Ling ; Zhao, Yan-Yong. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01620-7. Full description at Econpapers || Download paper |
Works by Degui Li:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 11 |
| 2009 | Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series.(2009) In: School of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2015 | UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES.(2015) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2011 | Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2009 | Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2009 | A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2010 | Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 79 |
| 2011 | Non‐parametric time‐varying coefficient panel data models with fixed effects.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
| 2010 | Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2011 | Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2013 | Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2013) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2010 | Semiparametric Trending Panel Data Models with Cross-Sectional Dependence In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 66 |
| 2012 | Semiparametric trending panel data models with cross-sectional dependence.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
| 2011 | Semiparametric Trending Panel Data Models with Cross-Sectional Dependence.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2010 | Estimation in Semiparametric Time Series Regression In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2013 | To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Generalized nonparametric smoothing with mixed discrete and continuous data In: LIDAM Reprints ISBA. [Citation analysis] | paper | 24 |
| 2016 | Generalized nonparametric smoothing with mixed discrete and continuous data.(2016) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 2023 | Estimating Time-Varying Networks for High-Dimensional Time Series In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Estimation of Grouped Time-Varying Network Vector Autoregression Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2024 | Estimation of Grouped Time-Varying Network Vector Autoregression Models.(2024) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure.(2024) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data.(2022) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures In: Papers. [Full Text][Citation analysis] | paper | 0 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2024 | Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data In: Papers. [Full Text][Citation analysis] | paper | 0 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| In: . [Full Text][Citation analysis] | paper | 4 | |
| 2016 | Semiparametric dynamic portfolio choice with multiple conditioning variables.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2015 | Semiparametric dynamic portfolio choice with multiple conditioning variables.(2015) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2015 | Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| In: . [Full Text][Citation analysis] | paper | 1 | |
| 2012 | A flexible semiparametric model for time series.(2012) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | A Flexible Semiparametric Model for Time Series.(2012) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2015 | Semiparametric model averaging of ultra-high dimensional time series.(2015) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Semiparametric Model Averaging of Ultra-High Dimensional Time Series.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | Local Linear M‐estimation in non‐parametric spatial regression In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 2020 | Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2021 | Local Whittle estimation of long‐range dependence for functional time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2010 | Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Loch linear fitting under near epoch dependence: uniform consistency with convergence rate.(2010) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 30 |
| 2012 | LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2011 | Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2016 | UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
| 2013 | Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression.(2013) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2013 | Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2013 | Estimating Smooth Structural Change in Cointegration Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
| 2017 | Estimating smooth structural change in cointegration models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
| 2013 | Estimating Smooth Structural Change in Cointegration Models.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2017 | Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2015 | Estimation in generalised varying-coefficient models with unspecified link functions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2015 | A flexible semiparametric forecasting model for time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
| 2016 | Local composite quantile regression smoothing for Harris recurrent Markov processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2019 | A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2018 | A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2019 | Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2021 | Nonparametric estimation of large covariance matrices with conditional sparsity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2021 | Robust nonlinear regression estimation in null recurrent time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2024 | Estimation of Large Dynamic Covariance Matrices: A Selective Review In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Robust estimation in a nonlinear cointegration model In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 5 |
| 2019 | Estimation of a rank-reduced functional-coefficient panel data model with serial correlation In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2007 | Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
| 2008 | Change point estimators by local polynomial fits under a dependence assumption In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
| 2022 | Detection of multiple structural breaks in large covariance matrices In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Detection of Multiple Structural Breaks in Large Covariance Matrices.(2023) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2011 | Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 29 |
| 2013 | Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
| 2012 | Nonlinear Regression with Harris Recurrent Markov Chains In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Non- and Semi-Parametric Panel Data Models: A Selective Review In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Kernel-based inference in time-varying coefficient models with multiple integrated regressors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Inference of Grouped Time-Varying Network Vector Autoregression Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2007 | Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors In: Metrika: International Journal for Theoretical and Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Spatial local M-estimation under association In: Metrika: International Journal for Theoretical and Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Estimation of semi-varying coefficient models with nonstationary regressors In: Econometric Reviews. [Full Text][Citation analysis] | article | 5 |
| 2009 | Variable selection in partially time-varying coefficient models In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 4 |
| 2021 | Nonparametric homogeneity pursuit in functional-coefficient models In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Nonparametric Homogeneity Pursuit in Functional-Coefficient Models.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 62 |
| 2018 | Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 20 |
| 2020 | Long-Range Dependent Curve Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 18 |
| 2018 | Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 21 |
| 2021 | Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Specification testing in nonstationary time series models In: Econometrics Journal. [Full Text][Citation analysis] | article | 4 |
| 2014 | Specification Testing in Nonstationary Time Series Models.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2014 | Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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