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subject:"Sampling"
~person:"Li, Degui"
~subject:"Monte Carlo simulation"
~subject:"Regression analysis"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Sampling
Monte Carlo simulation
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Estimation theory
20
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20
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14
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14
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7
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4
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Li, Degui
Phillips, Peter C. B.
45
Linton, Oliver
28
Li, Qi
21
Su, Liangjun
21
Gao, Jiti
20
Taylor, Robert
20
Baltagi, Badi H.
19
Leybourne, Stephen James
19
Xiao, Zhijie
18
Cai, Zongwu
17
Perron, Pierre
17
Westerlund, Joakim
17
Chen, Songnian
16
Kapetanios, George
16
Robinson, Peter M.
16
Teräsvirta, Timo
16
Tsionas, Efthymios G.
16
Johansen, Søren
15
Lütkepohl, Helmut
15
Chambers, Marcus J.
14
Harvey, Andrew C.
14
Hassler, Uwe
14
Baillie, Richard
13
Sun, Yiguo
13
Hansen, Bruce E.
12
Tu, Yundong
12
Ullah, Aman
12
Zhang, Xinyu
12
Escanciano, Juan Carlos
11
Fan, Jianqing
11
Koop, Gary
11
Koopman, Siem Jan
11
Newey, Whitney K.
11
Parmeter, Christopher F.
11
Peng, Liang
11
Chan, Ngai Hang
10
Chen, Xiaohong
10
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10
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10
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Journal of econometrics
6
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
The econometrics journal
1
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ECONIS (ZBW)
12
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1
Nonparametric quantile regression estimation with mixed discrete and continuous data
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 741-756
Persistent link: https://www.econbiz.de/10012587976
Saved in:
2
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
Saved in:
3
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
4
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong
;
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
Saved in:
5
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
6
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
7
Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng
;
Li, Degui
;
Liang, Zhongwen
;
Hsiao, Cheng
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
Saved in:
8
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Econometric theory
32
(
2016
)
3
,
pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
Saved in:
9
Local composite quantile regression smoothing for Harris recurrent Markov processes
Li, Degui
;
Li, Runze
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 44-56
Persistent link: https://www.econbiz.de/10011705029
Saved in:
10
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
Saved in:
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