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type:"article"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economic studies"
~person:"Li, Degui"
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Search: subject_exact:"Estimation theory"
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Estimation theory
9
Schätztheorie
9
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6
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6
Regression analysis
4
Regressionsanalyse
4
Time series analysis
3
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Li, Degui
Phillips, Peter C. B.
35
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Robinson, Peter M.
19
Su, Liangjun
18
Li, Qi
17
Andrews, Donald W. K.
15
Chen, Xiaohong
13
Fan, Yanqin
13
Gao, Jiti
13
Cai, Zongwu
12
Hsiao, Cheng
12
Taylor, Robert
12
Chib, Siddhartha
11
Gouriéroux, Christian
11
Hong, Han
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Florens, Jean-Pierre
10
Francq, Christian
10
Horowitz, Joel
10
Newey, Whitney K.
10
Todorov, Viktor
10
Lewbel, Arthur
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Aït-Sahalia, Yacine
8
Bai, Jushan
8
Hansen, Christian Bailey
8
Kristensen, Dennis
8
Leybourne, Stephen James
8
Li, Dong
8
Ng, Serena
8
Sentana, Enrique
8
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8
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Applied economics letters
Journal of econometrics
The review of economic studies
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
The econometrics journal
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ECONIS (ZBW)
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1
Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao
;
Peng, Bin
;
Li, Degui
;
Leng, Chenlei
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
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
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 155-176
Persistent link: https://www.econbiz.de/10012303906
Saved in:
5
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:
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
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:
8
Estimation in generalised varying-coefficient models with unspecified link functions
Zhang, Wenyang
;
Li, Degui
;
Xia, Yingcun
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 238-255
Persistent link: https://www.econbiz.de/10011498938
Saved in:
9
A flexible semiparametric forecasting model for time series
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
Saved in:
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