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~isPartOf:"Janeway Institute working paper series"
~isPartOf:"Journal of econometrics"
~person:"Li, Degui"
~subject:"Estimation theory"
~subject:"Schätzung"
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Estimation theory
Schätzung
Nichtparametrisches Verfahren
10
Nonparametric statistics
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9
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5
Regressionsanalyse
5
Time series analysis
5
Zeitreihenanalyse
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Li, Degui
Linton, Oliver
21
Phillips, Peter C. B.
14
Robinson, Peter M.
13
Cai, Zongwu
10
Chen, Xiaohong
10
Fan, Yanqin
9
Florens, Jean-Pierre
9
Gao, Jiti
9
Li, Qi
9
Su, Liangjun
9
Chen, Songnian
8
Lewbel, Arthur
8
Simar, Léopold
8
Hsiao, Cheng
7
Sasaki, Yuya
7
Sun, Yixiao
7
Todorov, Viktor
7
White, Halbert
7
Zhang, Xinyu
7
Andrews, Donald W. K.
6
Hoderlein, Stefan
6
Hong, Yongmiao
6
Horowitz, Joel
6
Hu, Yingyao
6
Kristensen, Dennis
6
Sun, Yiguo
6
Varneskov, Rasmus Tangsgaard
6
Breunig, Christoph
5
Escanciano, Juan Carlos
5
Hong, Han
5
Inoue, Atsushi
5
Lavergne, Pascal
5
Li, Jia
5
Liu, Ruixuan
5
Mammen, Enno
5
Peng, Bin
5
Shi, Xiaoxia
5
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5
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5
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Janeway Institute working paper series
Journal of econometrics
Cambridge working papers in economics
3
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Cowles Foundation Discussion Paper
2
Econometric theory
2
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1
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ECONIS (ZBW)
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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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