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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
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Kernel-based inference in time-varying coefficient cointegrating regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2017
Persistent link: https://www.econbiz.de/10011748557
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Kernel-based inference in time-varying coefficient models with multiple integrated regressors
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2017
Persistent link: https://www.econbiz.de/10011782211
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Nonparametric homogeneity pursuit in functional-coefficient models
Chen, Jia; Li, Degui; Wei, Lingling; Zhang, Wenyang - 2019
Persistent link: https://www.econbiz.de/10011978838
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Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjøstheim, Dag - School of Economics and Management, University of Aarhus - 2013
This paper establishes uniform consistency results for nonparametric kernel density and regression estimators when time … consistency results for stationary time series. …
Persistent link: https://www.econbiz.de/10010851296
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Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
Gao, Jiti; Li, Degui; Tjøstheim, Dag - Department of Econometrics and Business Statistics, … - 2011
This paper establishes a suite of uniform consistency results for nonparametric kernel density and regression … well-known uniform consistency results for the stationary time series case to the nonstationary time series case. …
Persistent link: https://www.econbiz.de/10009318806
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Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
GAO, Jiti; Li, Degui; Tjostheim, Dag - School of Economics, University of Adelaide - 2009
some well–known uniform consistency results for the stationary time series to the nonstationary time series case. …
Persistent link: https://www.econbiz.de/10008542611
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Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series
GAO, Jiti; Chen, Jia; Li, Degui - School of Economics, University of Adelaide - 2009
asymptotic normality for the nonparametric estimator of the function g and the uniform consistency of the nonparametric estimator …
Persistent link: https://www.econbiz.de/10008462893