14
H index
17
i10 index
633
Citations
University of Macau | 14 H index 17 i10 index 633 Citations RESEARCH PRODUCTION: 40 Articles 56 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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: |
| Year | Title of citing document |
|---|---|
| 2025 | Nuclear Norm Regularized Estimation of Panel Regression Models. (2025). Weidner, Martin ; Moon, Hyungsik. In: Papers. RePEc:arx:papers:1810.10987. Full description at Econpapers || Download paper |
| 2025 | A projection based approach for interactive fixed effects panel data models. (2025). Wang, Weining ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Soberon, Alexandra. In: Papers. RePEc:arx:papers:2201.11482. Full description at Econpapers || Download paper |
| 2024 | Quantile 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. Full description at Econpapers || Download paper |
| 2025 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper |
| 2025 | Testing for Peer Effects without Specifying the Network Structure. (2024). Liu, Xiaodong ; Jung, Hyun Seok. In: Papers. RePEc:arx:papers:2306.09806. Full description at Econpapers || Download paper |
| 2024 | Estimation 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. Full description at Econpapers || Download paper |
| 2025 | Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper |
| 2024 | Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets. (2024). Yang, Yanrong ; Wu, Ruike ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2410.01826. 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). GAO, Jiti ; Peng, Bin ; Liu, Fei ; Yan, Yayi. In: Papers. RePEc:arx:papers:2502.03019. Full description at Econpapers || Download paper |
| 2025 | Covariance Matrix Estimation for Positively Correlated Assets. (2025). Liu, Weilong. In: Papers. RePEc:arx:papers:2507.01545. Full description at Econpapers || Download paper |
| 2025 | Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462. Full description at Econpapers || Download paper |
| 2025 | Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204. Full description at Econpapers || Download paper |
| 2025 | Approximate Factor Model with S-vine Copula Structure. (2025). Li, Yu-Ning ; Han, Jialing. In: Papers. RePEc:arx:papers:2508.11619. Full description at Econpapers || Download paper |
| 2025 | Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients. (2025). Gontis, Vygintas ; Kolinets, Lesya. In: Papers. RePEc:arx:papers:2510.04211. Full description at Econpapers || Download paper |
| 2025 | Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions. (2025). Schneider, Ulrike ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2510.07204. Full description at Econpapers || Download paper |
| 2025 | Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262. Full description at Econpapers || Download paper |
| 2025 | Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235. Full description at Econpapers || Download paper |
| 2025 | Spectral analysis of high-dimensional spot volatility matrix with applications. (2025). Liu, Qiang ; Zhou, Wang. In: Papers. RePEc:arx:papers:2511.02660. Full description at Econpapers || Download paper |
| 2025 | Multiscale Comparison of Nonparametric Trending Coefficients. (2025). van der Sluis, Bernhard ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2511.12600. Full description at Econpapers || Download paper |
| 2025 | Semiparametric Estimation of Fractional Integration: An Evaluation of Local Whittle Methods. (2025). Blevins, Jason R. In: Papers. RePEc:arx:papers:2511.15689. Full description at Econpapers || Download paper |
| 2024 | Nonlinear kernel mode‐based regression for dependent data. (2024). Wang, Tao. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:189-213. 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 |
| 2024 | A three-way dynamic panel threshold regression model for change point detection in bioimpedance data. (2024). Di Lascio, F. Marta L. ; Perazzini, Selene ; Marta, F. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps104. Full description at Econpapers || Download paper |
| 2024 | Should 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. Full description at Econpapers || Download paper |
| 2025 | Estimation 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. Full description at Econpapers || Download paper |
| 2024 | Should 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. Full description at Econpapers || Download paper |
| 2025 | Estimation 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. Full description at Econpapers || Download paper |
| 2024 | Limit Theory of Local Polynomial Estimation in Functional Coefficient Regression. (2024). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2398. Full description at Econpapers || Download paper |
| 2024 | The European Carbon Bond Premium. (2024). Broeders, Dirk ; de Jonge, Marleen ; Rijsbergen, David. In: Working Papers. RePEc:dnb:dnbwpp:798. Full description at Econpapers || Download paper |
| 2025 | Extremal local linear quantile regression for nonlinear dependent processes. (2025). Wang, Huixia Judy ; He, Fengyang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:206:y:2025:i:c:s0167947325000040. Full description at Econpapers || Download paper |
| 2025 | A note on factor models with latent group structures. (2025). Su, Liangjun ; Bian, Yulin. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001946. 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) ; Yang, Yanrong ; Zhong, Wei ; 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). GAO, Jiti ; Yan, Yayi ; Wu, Wei Biao ; Peng, Bin. 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 ; Phillips, Peter ; 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). Hong, Yongmiao ; Chen, Qitong ; Li, Haiqi. 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 ; GAO, Jiti ; Dong, Chaohua ; Cheng, Tingting. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982. Full description at Econpapers || Download paper |
| 2025 | On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144. Full description at Econpapers || Download paper |
| 2025 | Estimating coefficient-by-coefficient breaks in panel data models. (2025). Kaddoura, Yousef. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000594. Full description at Econpapers || Download paper |
| 2025 | Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors. (2025). Phillips, Peter ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000612. Full description at Econpapers || Download paper |
| 2025 | Estimating time-varying networks for high-dimensional time series. (2025). Chen, Jia ; Li, Degui ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002926. Full description at Econpapers || Download paper |
| 2024 | Semiparametric 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. Full description at Econpapers || Download paper |
| 2024 | Local 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. Full description at Econpapers || Download paper |
| 2025 | A system of time-varying models for predictive regressions. (2025). Yan, Yayi ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000441. Full description at Econpapers || Download paper |
| 2024 | Does 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. Full description at Econpapers || Download paper |
| 2025 | Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308. Full description at Econpapers || Download paper |
| 2025 | A novel HAR-type realized volatility forecasting model using graph neural network. (2025). Yin, Xuebao ; Yao, Yuhang ; Hu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008135. Full description at Econpapers || Download paper |
| 2025 | Heterogeneous panel data model with sharp and smooth changes: Testing green growth hypothesis in G7 countries. (2025). Guliyev, Hasraddin. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:3:s2949753125000426. Full description at Econpapers || Download paper |
| 2025 | Forecasting age distribution of deaths: Cumulative distribution function transformation. (2025). Shang, Han Lin ; Haberman, Steven. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:249-261. Full description at Econpapers || Download paper |
| 2024 | Investigating 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. Full description at Econpapers || Download paper |
| 2024 | Private 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. Full description at Econpapers || Download paper |
| 2024 | Asymmetric 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. 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). 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. Full description at Econpapers || Download paper |
| 2025 | Energy 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. 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 |
| 2025 | How Markets Process Macro News: The Importance of Investor Attention. (2025). Kroner, T. Niklas. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-22. 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 |
| 2025 | Gauging the Impact of Digital Finance on Financial Stability in the Presence of Multiple Unknown Structural Breaks: Evidence from Developing Economies. (2025). Okoli, Tochukwu Timothy. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:7:p:187-:d:1689726. Full description at Econpapers || Download paper |
| 2024 | Bootstrapping Long-Run Covariance of Stationary Functional Time Series. (2024). Shang, Han Lin. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:1:p:8-151:d:1333779. Full description at Econpapers || Download paper |
| 2024 | Multivariate Universal Local Linear Kernel Estimators in Nonparametric Regression: Uniform Consistency. (2024). Linke, Yuliana ; Kutsenko, Vladimir ; Shalnova, Svetlana ; Ruzankin, Pavel ; Borisov, Igor ; Yarovaya, Elena. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:12:p:1890-:d:1417300. Full description at Econpapers || Download paper |
| 2024 | Estimation 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. Full description at Econpapers || Download paper |
| 2025 | Fitting Penalized Estimator for Sparse Covariance Matrix with Left-Censored Data by the EM Algorithm. (2025). Zheng, Qian-Zhen ; Tang, Man-Lai ; Xu, Ping-Feng ; Shang, Laixu ; Lin, Shanyi. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:423-:d:1578467. Full description at Econpapers || Download paper |
| 2025 | Sustainable Transition Through Resource Efficiency: The Synergistic Role of Green Innovation, Education, Financial Inclusion, Economic Complexity and Natural Resources. (2025). Punjwani, Ali ; Li, Shoukun. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:13:p:6184-:d:1695582. 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). de Paula, Aureo ; Liu, Weiguang ; Tamer, Elie. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp04/25. Full description at Econpapers || Download paper |
| 2024 | Stein-like Common Correlated Effects Estimation Under Structural Breaks. (2024). Parsaeian, Shahnaz. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202409. Full description at Econpapers || Download paper |
| 2025 | Penalized 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. Full description at Econpapers || Download paper |
| 2025 | Shrinkage Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects. (2025). Parsaeian, Shahnaz ; Mehrabani, Ali. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202516. Full description at Econpapers || Download paper |
| 2024 | Functional Cointegration Test for Expectation Hypothesis of the Term Structure of Interest Rates in China. (2024). Lin, Aihua ; Su, Zhifang ; Fu, Yizheng. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09431-w. 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 |
| 2025 | Greenhouse gas emissions: is there an environmental Kuznets curve in South Asia?. (2025). Bhattacharjee, Puja ; Hasan, Mohammad Tarequl. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:8:d:10.1007_s10668-024-04722-2. 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 | Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model. (2025). Shang, Han Lin ; Yang, Yang ; Chen, Sizhe. In: Journal of Population Research. RePEc:spr:joprea:v:42:y:2025:i:1:d:10.1007_s12546-024-09352-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 |
| 2025 | A robust partial linear model combining modified Huber loss function and variable selection. (2025). Vanani, Vahid Goodarzi ; Shahsavani, Davood ; Kazemi, Mohammad. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:6:d:10.1007_s00362-025-01745-3. Full description at Econpapers || Download paper |
| 2025 | Forecasting Atmospheric Ethane: Application to the Jungfraujoch Measurement Station. (2025). Moussa, Karim ; Friedrich, Marina ; van der Straten, David ; Shapovalova, Yuliya. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250025. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2025 | Multiple Structural Breaks in Interactive Effects Panel Data Models. (2025). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:74-88. Full description at Econpapers || Download paper |
| 2025 | Nonparametric 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. Full description at Econpapers || Download paper |
| 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 | 89 |
| 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: 89 | article | |
| 2010 | Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 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: 15 | 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: 15 | article | |
| 2010 | Semiparametric Trending Panel Data Models with Cross-Sectional Dependence In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 69 |
| 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: 69 | 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: 69 | 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 | 2 |
| 2024 | Estimation of Grouped Time-Varying Network Vector Autoregression Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Estimation of Grouped Time-Varying Network Vector Autoregression Models.(2025) In: Working Papers. [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 | 1 |
| 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: 1 | 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 | 1 |
| 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: 1 | paper | |
| 2024 | Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures.(2025) In: Working Papers. [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 | 1 |
| 2025 | Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data.(2025) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Semiparametric dynamic portfolio choice with multiple conditioning variables In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | 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: 6 | 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: 6 | paper | |
| 2012 | A flexible semiparametric model for time series In: CeMMAP working papers. [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 | |
| 2015 | Semiparametric model averaging of ultra-high dimensional time series In: CeMMAP working papers. [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 | 2 |
| 2021 | Local Whittle estimation of long‐range dependence for functional time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 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 | 43 |
| 2017 | Estimating smooth structural change in cointegration models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | 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: 43 | paper | |
| 2017 | Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | 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 | 21 |
| 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 | 16 |
| 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 | |
| 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 | 8 |
| 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 | 4 |
| 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: 4 | 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 | 30 |
| 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: 30 | 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 | 2 |
| 2019 | Nonparametric Homogeneity Pursuit in Functional-Coefficient Models.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 | 71 |
| 2018 | Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 23 |
| 2020 | Long-Range Dependent Curve Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 19 |
| 2018 | Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 24 |
| 2021 | Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 3 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team