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~person:"Li, Degui"
~subject:"Korrelation"
~subject:"Regression analysis"
~subject:"Volatility"
~type:"article"
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Korrelation
Regression analysis
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Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Estimation theory
13
Schätztheorie
13
Regressionsanalyse
6
Time series analysis
5
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Li, Degui
Linton, Oliver
25
Gupta, Rangan
20
Li, Qi
19
Sun, Yiguo
17
Balcilar, Mehmet
14
Phillips, Peter C. B.
14
Su, Liangjun
13
Henderson, Daniel J.
10
Ullah, Aman
10
Cai, Zongwu
9
Gao, Jiti
9
Lewbel, Arthur
9
Mammen, Enno
9
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9
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8
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8
Martins-Filho, Carlos
8
Otsu, Taisuke
8
Todorov, Viktor
8
Wohar, Mark E.
8
Chen, Songnian
7
Parmeter, Christopher F.
7
Robinson, Peter M.
7
Sasaki, Yuya
7
Wang, Qiying
7
Xiao, Zhijie
7
Breunig, Christoph
6
Escanciano, Juan Carlos
6
Fan, Jianqing
6
Hu, Yingyao
6
Renò, Roberto
6
Bollerslev, Tim
5
Chernozhukov, Victor
5
Cohen, Jeffrey P.
5
Härdle, Wolfgang
5
Khan, Shakeeb
5
Kumbhakar, Subal
5
Li, Jia
5
Maheu, John M.
5
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Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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1
Econometric theory
1
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ECONIS (ZBW)
9
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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
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:
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
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:
7
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:
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
Semiparametric trending panel data models with cross-sectional dependence
Chen, Jia
;
Gao, Jiti
;
Li, Degui
- In:
Journal of econometrics
171
(
2012
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10009686728
Saved in:
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