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~person:"Li, Degui"
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Nichtparametrisches Verfahren
64
Nonparametric statistics
64
Estimation theory
54
Schätztheorie
54
Time series analysis
36
Zeitreihenanalyse
36
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27
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Uniform consistency
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Analysis of variance
3
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Li, Degui
Phillips, Peter C. B.
340
Linton, Oliver
236
Gao, Jiti
232
Härdle, Wolfgang
205
Pesaran, M. Hashem
188
Newey, Whitney K.
157
Chen, Xiaohong
155
Chernozhukov, Victor
149
Andrews, Donald W. K.
139
McAleer, Michael
134
Dette, Holger
120
Lütkepohl, Helmut
117
Heckman, James J.
116
Robinson, Peter M.
112
Simar, Léopold
112
Baltagi, Badi H.
111
Swanson, Norman R.
111
Kapetanios, George
108
Lewbel, Arthur
102
White, Halbert
101
Li, Qi
100
Imbens, Guido
98
Gouriéroux, Christian
93
Horowitz, Joel
93
Otsu, Taisuke
92
Su, Liangjun
90
Ullah, Aman
90
Lechner, Michael
89
Scaillet, Olivier
86
Hu, Yingyao
85
Nielsen, Morten Ørregaard
85
Sun, Yixiao
85
Koopman, Siem Jan
83
Franses, Philip Hans
82
Wooldridge, Jeffrey M.
80
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79
Racine, Jeffrey
79
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78
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Working paper / Department of Econometrics and Business Statistics, Monash University
13
Journal of econometrics
11
Discussion papers in economics
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School of Economics working papers / The University of Adelaide, School of Economics
7
Econometric theory
4
CEMMAP working papers / Centre for Microdata Methods and Practice
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ECONIS (ZBW)
85
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1
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:
2
New semiparametric estimation procedure for functional coefficient longitudinal data models
Chen, Jia
;
Li, Degui
;
Xia, Yingcun
-
2015
Persistent link: https://www.econbiz.de/10011411615
Saved in:
3
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:
4
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:
5
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:
6
Semiparametric GEE analysis in partially linear single-index models for longitudinal data
Chen, Jia
;
Li, Degui
;
Liang, Hua
;
Wang, Suojin
-
2014
Persistent link: https://www.econbiz.de/10010516067
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 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:
9
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:
10
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
Version: October 24, 2018
Persistent link: https://www.econbiz.de/10011941318
Saved in:
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