Jia Chen : Citation Profile

University of Macau

8

H index

8

i10 index

329

Citations

RESEARCH PRODUCTION:

24

Articles

32

Papers

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 18
   Journals where Jia Chen has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 16 (4.64 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1085
   Updated: 2025-07-05    RAS profile: 2025-06-09    
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Relations with other researchers

Works with:

Li, Degui (4)

LINTON, OLIVER (3)

shin, yongcheol (2)

Zheng, Chaowen (2)

Yamagata, Takashi (2)

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

Is cited by:

GAO, Jiti (84)

LINTON, OLIVER (23)

Peng, Bin (20)

Li, Degui (19)

Smyth, Russell (11)

Ivanovski, Kris (9)

Inekwe, John (8)

Su, Liangjun (8)

Baltagi, Badi (7)

Feng, Guohua (7)

Phillips, Peter (7)

Cites to:

Li, Degui (35)

GAO, Jiti (33)

Fan, Jianqing (21)

LINTON, OLIVER (20)

Bai, Jushan (17)

Pesaran, Mohammad (16)

Phillips, Peter (16)

CAI, ZONGWU (15)

Cai, Zongwu (14)

Li, Qi (11)

Sarafidis, Vasilis (10)

Main data

Where Jia Chen has published?

Journals with more than one article published# docs
Journal of Econometrics5
Journal of Multivariate Analysis3
Metrika: International Journal for Theoretical and Applied Statistics3
Journal of Nonparametric Statistics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
School of Economics and Public Policy Working Papers / University of Adelaide, School of Economics and Public Policy6
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics5
Papers / arXiv.org3
CeMMAP working papers / Institute for Fiscal Studies2
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2

Recent works citing Jia Chen (2025 and 2024)

YearTitle of citing document
2024Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation. (2024). Whang, Yoon-Jae ; Oka, Tatsushi ; GAO, Jiti ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2024Estimation of Grouped Time-Varying Network Vector Autoregression Models. (2024). Li, Degui ; Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin. In: Papers. RePEc:arx:papers:2303.10117.

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2024Testing for Peer Effects without Specifying the Network Structure. (2024). Liu, Xiaodong ; Jung, Hyun Seok. In: Papers. RePEc:arx:papers:2306.09806.

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2024Estimation and Inference for a Class of Generalized Hierarchical Models. (2024). GAO, Jiti ; Yan, Yayi ; Dong, Chaohua ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2024Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2024). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Papers. RePEc:arx:papers:2401.05784.

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2025Panel Data Estimation and Inference: Homogeneity versus Heterogeneity. (2025). GAO, Jiti ; Peng, Bin ; Liu, Fei ; Yan, Yayi. In: Papers. RePEc:arx:papers:2502.03019.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2024Asymptotic 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.

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2024Deciphering the U.S. metropolitan house price dynamics. (2024). Plakandaras, Vasilios ; Pragidis, Ioannis ; Karypidis, Paris. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:2:p:434-485.

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2025Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2025). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Working Papers. RePEc:boa:wpaper:202524.

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2024Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?. (2024). LINTON, OLIVER ; Su, W ; Liu, W ; Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2427.

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2025Estimation of Large Dynamic Precision Matrices with a Latent Semiparametric Structure. (2025). Linton, O B ; Chen, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2536.

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2024Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?. (2024). LINTON, OLIVER ; Su, W ; Liu, W ; Ge, S. In: Janeway Institute Working Papers. RePEc:cam:camjip:2416.

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2025Estimation of Large Dynamic Precision Matrices with a Latent Semiparametric Structure. (2025). Linton, O B ; Chen, J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2514.

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2024The European Carbon Bond Premium. (2024). Broeders, Dirk ; de Jonge, Marleen ; Rijsbergen, David. In: Working Papers. RePEc:dnb:dnbwpp:798.

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2024Time-varying minimum variance portfolio. (2024). Fan, Qingliang (Michael) ; Yang, Yanrong ; Zhong, Wei ; Wu, Ruike. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001646.

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2024GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua ; Cheng, Tingting. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982.

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2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

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2024Semiparametric Averaging of Nonlinear Marginal Logistic Regressions and Forecasting for Time Series Classification. (2024). Lu, Zudi ; Peng, Rong. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:19-37.

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2024Local predictability of stock returns and cash flows. (2024). Chen, LI ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000203.

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2024Does economic growth cause energy intensity of well-being in the very long run? Semi-parametric evidence for selected OECD countries. (2024). Smyth, Russell ; Bhattacharya, Mita ; Le, Ha Chi ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005978.

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2024Investigating the dynamic link between globalization and carbon emissions in BRICS nations: Insights from a non-parametric perspective. (2024). Ghazouani, Tarek. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000763.

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2024Private bank deposits and macro/fiscal risk in the euro-area. (2024). Arghyrou, Michael G ; Gadea, Maria-Dolores ; Kontonikas, Alexandros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936.

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2024Asymmetric effects between economic development and fertility: What do 140 years of data tell us?. (2024). Bampinas, Georgios ; Mavropoulos, Georgios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000173.

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2024Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England. (2024). Xia, Yingcun ; Wongsa-Art, Pipat ; Kim, Namhyun ; Moscone, Francesco. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s0166046224000334.

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2025Energy transition, institutional quality, and financial development in Africa. (2025). ben Zaied, Younes ; ben Cheikh, Nidhaleddine ; Mahmoud, Faisal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004598.

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2024Estimation and Simultaneous Confidence Bands for Fixed-Effects Panel Data Partially Linear Models. (2024). Wang, Xuefei ; Yang, Xiujuan. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3774-:d:1533181.

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2024Does 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.

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2025Penalized Optimal Forecast Combination for Quantile Regressions. (2025). Wang, Shouyang ; Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202514.

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2024Oil 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.

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2025Unraveling Financial Fragility of Global Markets Using Machine Learning. (2025). GUPTA, RANGAN ; Ji, Qiang ; Plakandaras, Vasilios. In: Working Papers. RePEc:pre:wpaper:202511.

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2024Is 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.

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2025Estimation 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.

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2024A flexible stochastic production frontier model with panel data. (2024). Wang, Taining ; Kumbhakar, Subal C ; Yao, Feng. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:4:p:564-588.

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2025Nonparametric analysis of the relationship between income inequality and energy consumption in African countries. (2025). Ghazouani, Tarek ; Beldi, Lamia. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:2:p:1401-1423.

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Works by Jia Chen:

YearTitleTypeCited
2009Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series In: School of Economics Working Papers.
[Full Text][Citation analysis]		paper5
2009A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model In: School of Economics Working Papers.
[Full Text][Citation analysis]		paper6
2010Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects In: School of Economics Working Papers.
[Full Text][Citation analysis]		paper84
2011Non‐parametric time‐varying coefficient panel data models with fixed effects.(2011) In: Econometrics Journal.
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This paper has nother version. Agregated cites: 84		article
2010Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions In: School of Economics Working Papers.
[Full Text][Citation analysis]		paper15
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 nother version. Agregated cites: 15		paper
2013Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2013) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 15		article
2010Semiparametric Trending Panel Data Models with Cross-Sectional Dependence In: School of Economics Working Papers.
[Full Text][Citation analysis]		paper65
2012Semiparametric trending panel data models with cross-sectional dependence.(2012) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 65		article
2011Semiparametric 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: 65		paper
2010Estimation in Semiparametric Time Series Regression In: School of Economics Working Papers.
[Full Text][Citation analysis]		paper6
2023Estimating Time-Varying Networks for High-Dimensional Time Series In: Papers.
[Full Text][Citation analysis]		paper2
2022Estimating Time-Varying Networks for High-Dimensional Time Series.(2022) In: Cambridge Working Papers in Economics.
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This paper has nother version. Agregated cites: 2		paper
2022Estimating Time-Varying Networks for High-Dimensional Time Series.(2022) In: Janeway Institute Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2025Estimating time-varying networks for high-dimensional time series.(2025) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 2		article
2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure In: Papers.
[Full Text][Citation analysis]		paper0
2024Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure.(2024) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 0		article
2025IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects In: Papers.
[Full Text][Citation analysis]		paper0
2025IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects.(2025) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2015Semiparametric dynamic portfolio choice with multiple conditioning variables In: CeMMAP working papers.
[Full Text][Citation analysis]		paper6
2016Semiparametric dynamic portfolio choice with multiple conditioning variables.(2016) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 6		article
2015Semiparametric dynamic portfolio choice with multiple conditioning variables.(2015) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 6		paper
2015Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables.(2015) In: Discussion Papers.
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This paper has nother version. Agregated cites: 6		paper
2015Semiparametric model averaging of ultra-high dimensional time series In: CeMMAP working papers.
[Full Text][Citation analysis]		paper0
2015Semiparametric model averaging of ultra-high dimensional time series.(2015) 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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2018A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper20
2019A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables.(2019) In: Journal of Econometrics.
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2018A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables.(2018) In: Discussion Papers.
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2012A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article30
2022Estimation and inference in heterogeneous spatial panels with a multifactor error structure In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
2010Robust estimation in a nonlinear cointegration model In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article11
2019Estimation of a rank-reduced functional-coefficient panel data model with serial correlation In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article0
2008Change point estimators by local polynomial fits under a dependence assumption In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article2
2008Asymptotics of kernel density estimators on weakly associated random fields In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2023Response and Adaptation of Farmers’ Livelihood Transformation under the Background of Rural Transformation: Evidence from the Qinling Mountains, China In: Sustainability.
[Full Text][Citation analysis]		article0
2011Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper28
2013Estimation 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: 28		article
2013Non- and Semi-Parametric Panel Data Models: A Selective Review In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper4
2014Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2025Potentially causal associations between placental DNA methylation and schizophrenia and other neuropsychiatric disorders In: Nature Communications.
[Full Text][Citation analysis]		article0
2019Estimating latent group structure in time-varying coefficient panel data models In: The Econometrics Journal.
[Full Text][Citation analysis]		article6
2018Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models.(2018) In: Discussion Papers.
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This paper has nother version. Agregated cites: 6		paper
2007Asymptotic 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]		article0
2008Spatial local M-estimation under association In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article0
2010Local linear M-estimation for spatial processes in fixed-design models In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article0
2009Variable selection in partially time-varying coefficient models In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]		article4
2021Nonparametric homogeneity pursuit in functional-coefficient models In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]		article0
2019Nonparametric Homogeneity Pursuit in Functional-Coefficient Models.(2019) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2018Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article23
2015Specification testing in nonstationary time series models In: Econometrics Journal.
[Full Text][Citation analysis]		article4
2014Specification Testing in Nonstationary Time Series Models.(2014) In: Discussion Papers.
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This paper has nother version. Agregated cites: 4		paper
2020Modelling healthcare costs: a semiparametric extension of generalised linear models In: Health, Econometrics and Data Group (HEDG) Working Papers.
[Full Text][Citation analysis]		paper0
2014Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data In: Discussion Papers.
[Full Text][Citation analysis]		paper2
2015New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure In: Discussion Papers.
[Full Text][Citation analysis]		paper1

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