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~person:"Li, Degui"
~person:"Su, Liangjun"
~subject:"Regression analysis"
~subject:"Volatility"
~type:"article"
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Search: subject:"Nonparametric statistics"
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Regression analysis
Volatility
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Estimation theory
37
Schätztheorie
37
Regressionsanalyse
18
Estimation
12
Schätzung
12
Statistical test
12
Statistischer Test
12
Time series analysis
12
Zeitreihenanalyse
12
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11
Panel study
11
Theorie
11
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11
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5
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5
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5
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4
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3
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3
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3
Capital income
3
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3
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3
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3
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3
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3
Semiparametric estimation
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2
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2
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2
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2
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1
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1
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1
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1
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English
19
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Li, Degui
Su, Liangjun
Linton, Oliver
24
Gupta, Rangan
20
Li, Qi
18
Sun, Yiguo
16
Balcilar, Mehmet
14
Phillips, Peter C. B.
13
Henderson, Daniel J.
10
Cai, Zongwu
9
Gao, Jiti
9
Lewbel, Arthur
9
Mammen, Enno
9
Racine, Jeffrey
9
Florens, Jean-Pierre
8
Horowitz, Joel
8
Martins-Filho, Carlos
8
Otsu, Taisuke
8
Todorov, Viktor
8
Ullah, Aman
8
Wohar, Mark E.
8
Parmeter, Christopher F.
7
Sasaki, Yuya
7
Wang, Qiying
7
Xiao, Zhijie
7
Breunig, Christoph
6
Chen, Songnian
6
Escanciano, Juan Carlos
6
Hu, Yingyao
6
Renò, Roberto
6
Robinson, Peter M.
6
Bollerslev, Tim
5
Chernozhukov, Victor
5
Cohen, Jeffrey P.
5
Härdle, Wolfgang
5
Khan, Shakeeb
5
Kumbhakar, Subal
5
Li, Jia
5
Powell, James
5
Stengos, Thanasēs
5
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Journal of econometrics
7
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The econometrics journal
1
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ECONIS (ZBW)
19
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1
A one-covariate-at-a-time multiple testing approach to variable selection in additive models
Su, Liangjun
;
Yang, Thomas Tao
;
Zhang, Yonghui
;
Zhou, …
- In:
Econometric reviews
43
(
2024
)
9
,
pp. 671-712
Persistent link: https://www.econbiz.de/10015050636
Saved in:
2
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:
3
Testing for structural changes in factor models via a nonparametric regression
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1127-1158
Persistent link: https://www.econbiz.de/10012404092
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
Non-separable models with high-dimensional data
Su, Liangjun
;
Ura, Takuya
;
Zhang, Yichong
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 646-677
Persistent link: https://www.econbiz.de/10012304129
Saved in:
6
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:
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
Sieve instrumental variable quantile regression estimation of functional coefficient models
Su, Liangjun
;
Hoshino, Tadao
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 231-254
Persistent link: https://www.econbiz.de/10011598110
Saved in:
9
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:
10
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:
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