Degui Li : Citation Profile


Are you Degui Li?

12

H index

16

i10 index

529

Citations

RESEARCH PRODUCTION:

39

Articles

51

Papers

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 31
   Journals where Degui Li has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 42 (7.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli664
   Updated: 2024-04-18    RAS profile: 2024-03-07    
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Relations with other researchers


Works with:

Chen, Jia (4)

Shang, Han Lin (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 (103)

Peng, Bin (29)

LINTON, OLIVER (25)

Su, Liangjun (21)

Phillips, Peter (14)

Baltagi, Badi (11)

Zelenyuk, Valentin (11)

Smyth, Russell (10)

Simar, Leopold (10)

Chen, Jia (9)

Casas, Isabel (9)

Cites to:

GAO, Jiti (54)

LINTON, OLIVER (48)

Li, Qi (40)

Phillips, Peter (40)

Fan, Jianqing (37)

Chen, Jia (35)

CAI, ZONGWU (24)

Cai, Zongwu (23)

Racine, Jeffrey (20)

Bai, Jushan (18)

Park, Joon (17)

Main data


Where Degui Li has published?


Journals with more than one article published# docs
Journal of Econometrics11
Econometric Theory4
Journal of Multivariate Analysis4
Journal of Business & Economic Statistics4
Journal of the American Statistical Association3
Journal of Time Series Analysis3
Journal of Nonparametric Statistics2
Econometric Reviews2
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 Statistics14
School of Economics and Public Policy Working Papers / University of Adelaide, School of Economics and Public Policy7
Papers / arXiv.org6
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
CeMMAP working papers / Institute for Fiscal Studies3

Recent works citing Degui Li (2024 and 2023)


YearTitle of citing document
2023Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987.

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2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2023A 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.

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2023A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577.

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2023Estimation 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.

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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707.

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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631.

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2023The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2024Testing for Peer Effects without Specifying the Network Structure. (2023). Liu, Xiaodong ; Jung, Hyunseok. In: Papers. RePEc:arx:papers:2306.09806.

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2023Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

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2023Optimal Estimation under a Semiparametric Density Ratio Model. (2023). Chen, Jiahua ; Zhang, Archer Gong. In: Papers. RePEc:arx:papers:2309.09103.

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2023Smoothing the Nonsmoothness. (2023). Tu, Yundong ; Peng, Bin ; Gao, Jiti ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2309.16348.

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2024Estimation 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.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

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2023Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: Discussion Papers. RePEc:bir:birmec:23-02.

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2023.

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2023.

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2023.

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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps99.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2364.

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2023New asymptotics applied to functional coefficient regression and climate sensitivity analysis. (2023). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2365.

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2023Can grid-tied solar photovoltaics lead to residential heating electrification? A techno-economic case study in the midwestern U.S.. (2023). Pearce, Joshua M ; Sommerfeldt, Nelson. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923002027.

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2023A nonparametric panel data model for examining the contribution of tourism to economic growth. (2023). Zhang, Xibin ; Dogan, Ergun. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002997.

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2023Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000587.

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2023Nonparametric modeling for the time-varying persistence of inflation. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000654.

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2023A bi-integrative analysis of two-dimensional heterogeneous panel data models. (2023). Yan, Xiaodong ; Ren, Yanyan ; Xiao, Zhijie ; Wang, Wei. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002690.

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2023Sparse spatio-temporal autoregressions by profiling and bagging. (2023). Wang, Hansheng ; Guo, Shaojun ; Ma, Yingying. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:132-147.

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2023Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154.

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2023Estimation of panel group structure models with structural breaks in group memberships and coefficients. (2023). Okui, Ryo ; Wang, Wendun ; Lumsdaine, Robin L. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:45-65.

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2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

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2023Binary response models for heterogeneous panel data with interactive fixed effects. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Liu, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1654-1679.

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2023Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications. (2023). Wang, Bin ; Kim, Jihyun ; Bu, Ruijun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1934-1954.

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2023Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744.

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2023Profile GMM estimation of panel data models with interactive fixed effects. (2023). Su, Liangjun ; Jiang, Tao ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:927-948.

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2023Bayesian estimation of realized GARCH-type models with application to financial tail risk management. (2023). , Edward ; Watanabe, Toshiaki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:30-46.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2023Time-varying impact of information and communication technology on carbon emissions. (2023). Ren, Xiaohang ; Xu, Bing ; Xiao, Shiyi ; Sun, Xianming. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006211.

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2023Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245.

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2023Understanding energy poverty drivers in Europe. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine ; Nguyen, Duc Khuong. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523004032.

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2023Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045.

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2023Exploring volatility of crude oil intraday return curves: A functional GARCH-X model. (2023). Wirjanto, Tony ; Rice, Gregory ; Zhao, Yuqian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s240585132300051x.

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2023Rethinking social change: Does the permanent and transitory effects of electricity and solid fuel use predict health outcome in Africa?. (2023). Shobande, Olatunji A. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pb:s0040162522006904.

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2023Penalized Model Averaging for High Dimensional Quantile Regressions. (2023). Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202302.

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2023Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202309.

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2023Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors. (2023). Kapetanios, George ; Marcellino, Massimiliano ; Bai, YU. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-13.

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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). Tu, Yundong ; Peng, Bin ; Gao, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-2.

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2023Estimation and Inference for Three-Dimensional Panel Data Models. (2023). GAO, Jiti ; Peng, Bin ; Liu, Fei ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-20.

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2023Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-21.

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2023Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07.

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2023Tests for the existence of group effects and interactions for two-way models with dependent errors. (2023). Taniguchi, Masanobu ; Xu, Xiaofei ; Suzuki, Kotone ; Goto, Yuichi. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:3:d:10.1007_s10463-022-00853-3.

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2023Model averaging for semiparametric varying coefficient quantile regression models. (2023). Lin, Cunjie ; Yang, Yuhong ; Zhan, Zishu. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:4:d:10.1007_s10463-022-00857-z.

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2023A new quadratic asymmetric error correction model: does size matter?. (2023). Alsamara, Mouyad ; Mrabet, Zouhair ; Mnasri, Ayman. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02323-4.

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2023Does Inequality Affect Climate Change? A Regional and Sectoral Analysis. (2023). Ivanovski, Kris ; Marinucci, Nicholas. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:166:y:2023:i:3:d:10.1007_s11205-023-03085-x.

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2023Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049.

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2023Inference for extremal regression with dependent heavy-tailed data. (2022). Usseglio-Carleve, Antoine ; Stupfler, Gilles ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:126785.

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2023A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Liu, Yanbo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395.

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2023Deep learning on mixed frequency data. (2023). Wang, Zezhou ; Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2099-2120.

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2023Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves. (2023). Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2023rwp-211.

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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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2009Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series.(2009) In: School of Economics Working Papers.
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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 nother version. Agregated cites: 10
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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paper75
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: 75
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2010Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions In: School of Economics Working Papers.
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2011Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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2013Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2013) In: Econometric Reviews.
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article
2010Semiparametric Trending Panel Data Models with Cross-Sectional Dependence In: School of Economics Working Papers.
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paper61
2012Semiparametric trending panel data models with cross-sectional dependence.(2012) In: Journal of Econometrics.
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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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2010Estimation in Semiparametric Time Series Regression In: School of Economics Working Papers.
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paper6
2013To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression In: LIDAM Discussion Papers ISBA.
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2016Generalized nonparametric smoothing with mixed discrete and continuous data In: LIDAM Reprints ISBA.
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2016Generalized nonparametric smoothing with mixed discrete and continuous data.(2016) In: Computational Statistics & Data Analysis.
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2023Estimating Time-Varying Networks for High-Dimensional Time Series In: Papers.
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2024Estimation of Grouped Time-Varying Network Vector Autoregression Models In: Papers.
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2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure In: Papers.
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2023Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series In: Papers.
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2023Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data In: Papers.
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2022Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data.(2022) In: Working Papers.
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2024Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures In: Papers.
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2016Semiparametric dynamic portfolio choice with multiple conditioning variables.(2016) In: Journal of Econometrics.
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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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2012A flexible semiparametric model for time series.(2012) In: CeMMAP working papers.
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2012A Flexible Semiparametric Model for Time Series.(2012) In: Monash Econometrics and Business Statistics Working Papers.
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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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2009Local Linear M?estimation in non?parametric spatial regression In: Journal of Time Series Analysis.
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2020Nonlinear Factor?Augmented Predictive Regression Models with Functional Coefficients In: Journal of Time Series Analysis.
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2021Local Whittle estimation of long?range dependence for functional time series In: Journal of Time Series Analysis.
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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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2012LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES In: Econometric Theory.
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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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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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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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2015Estimation in generalised varying-coefficient models with unspecified link functions In: Journal of Econometrics.
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2015A flexible semiparametric forecasting model for time series In: Journal of Econometrics.
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2016Local composite quantile regression smoothing for Harris recurrent Markov processes In: Journal of Econometrics.
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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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