7
H index
7
i10 index
231
Citations
Jia Chen : Citation Profile
University of Macau | RESEARCH PRODUCTION: 21 Articles 30 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 Jia Chen. | Is cited by:
| Cites to:
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Main data
Where Jia Chen has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 4 |
| Metrika: International Journal for Theoretical and Applied Statistics | 3 |
| Journal of Multivariate Analysis | 3 |
| Journal of Nonparametric Statistics | 2 |
| Journal of Business & Economic Statistics | 2 |
Recent works citing Jia Chen (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577. 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 | Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117. 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 |
| 2023 | Optimal Estimation under a Semiparametric Density Ratio Model. (2023). Chen, Jiahua ; Zhang, Archer Gong. In: Papers. RePEc:arx:papers:2309.09103. 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 |
| 2023 | Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32. Full description at Econpapers || Download paper |
| 2023 | Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404. Full description at Econpapers || Download paper |
| 2023 | Sparse 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. Full description at Econpapers || Download paper |
| 2023 | Penalized 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. Full description at Econpapers || Download paper |
| 2023 | Binary 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. Full description at Econpapers || Download paper |
| 2023 | Identifying latent group structures in spatial dynamic panels. (2023). Su, Liangjun ; Xu, Xingbai ; Wang, Wuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1955-1980. Full description at Econpapers || Download paper |
| 2023 | Optimal model averaging based on forward-validation. (2023). Zhang, Xiaomeng. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s030440762200094x. 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 | Estimation 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. 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 |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Penalized 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. Full description at Econpapers || Download paper |
| 2023 | Optimal 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. Full description at Econpapers || Download paper |
| 2023 | Estimation 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. Full description at Econpapers || Download paper |
| 2023 | Estimation 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. Full description at Econpapers || Download paper |
| 2023 | Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Weibiao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-5. Full description at Econpapers || Download paper |
| 2023 | IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk. (2023). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:2:p:124-146.. Full description at Econpapers || Download paper |
| 2023 | Heterogeneous spatial models in R: spatial regimes models. (2023). Sarrias, Mauricio ; Piras, Gianfranco. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:4:y:2023:i:1:d:10.1007_s43071-023-00034-1. Full description at Econpapers || Download paper |
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | Inference for extremal regression with dependent heavy-tailed data. (2022). Usseglio-Carleve, Antoine ; Stupfler, Gilles ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:126785. Full description at Econpapers || Download paper |
Works by Jia Chen:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 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 | 6 |
| 2010 | Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2010 | Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 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: 13 | 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: 13 | article | |
| 2010 | Semiparametric Trending Panel Data Models with Cross-Sectional Dependence In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 61 |
| 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: 61 | 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: 61 | paper | |
| 2010 | Estimation in Semiparametric Time Series Regression In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2023 | Estimating Time-Varying Networks for High-Dimensional Time Series In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Estimating Time-Varying Networks for High-Dimensional Time Series.(2022) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 | |
| 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 | 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 | |
| 2018 | A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 16 |
| 2019 | A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 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: 16 | paper | |
| 2012 | A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 30 |
| 2022 | Estimation and inference in heterogeneous spatial panels with a multifactor error structure In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2010 | Robust estimation in a nonlinear cointegration model In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 11 |
| 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 |
| 2008 | Change point estimators by local polynomial fits under a dependence assumption In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2008 | Asymptotics of kernel density estimators on weakly associated random fields In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 2023 | Response and Adaptation of Farmers’ Livelihood Transformation under the Background of Rural Transformation: Evidence from the Qinling Mountains, China In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 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 | 26 |
| 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: 26 | article | |
| 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 |
| 2014 | Semiparametric 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] | paper | 0 |
| 2019 | Estimating latent group structure in time-varying coefficient panel data models In: The Econometrics Journal. [Full Text][Citation analysis] | article | 3 |
| 2018 | Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 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 |
| 2010 | Local linear M-estimation for spatial processes in fixed-design models In: Metrika: International Journal for Theoretical and Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 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 | |
| 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 |
| 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 | |
| 2020 | Modelling healthcare costs: a semiparametric extension of generalised linear models In: Health, Econometrics and Data Group (HEDG) Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 |
| 2020 | Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team