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~person:"Li, Degui"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Volatility"
~type:"article"
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Search: subject:"Nonparametric statistics"
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Capital income
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Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Schätztheorie
13
Regression analysis
6
Regressionsanalyse
6
Time series analysis
5
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Li, Degui
Linton, Oliver
36
Li, Qi
35
Su, Liangjun
24
Gupta, Rangan
22
Sun, Yiguo
22
Florens, Jean-Pierre
21
Kumbhakar, Subal
20
Cai, Zongwu
19
Parmeter, Christopher F.
19
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19
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18
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18
Racine, Jeffrey
18
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17
Chen, Songnian
17
Simar, Léopold
17
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15
Henderson, Daniel J.
14
Tsionas, Efthymios G.
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
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12
Mammen, Enno
12
Lewbel, Arthur
11
Yao, Feng
11
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10
Newey, Whitney K.
10
Otsu, Taisuke
10
Robinson, Peter M.
10
Van Keilegom, Ingrid
10
White, Halbert
10
Wohar, Mark E.
10
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9
Hsiao, Cheng
9
Ichimura, Hidehiko
9
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8
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8
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8
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Journal of econometrics
6
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3
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2
Econometric reviews
1
The econometrics journal
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ECONIS (ZBW)
13
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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
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
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:
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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