//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Li, Degui"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
9
Schätztheorie
9
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Regression analysis
4
Regressionsanalyse
4
Time series analysis
3
Zeitreihenanalyse
3
Cointegration
2
Correlation
2
Estimation
2
Kernel degeneracy
2
Kernel estimation
2
Kernel smoothing
2
Kointegration
2
Korrelation
2
Model averaging
2
Schätzung
2
Semiparametric estimation
2
Sparsity
2
Super-consistency
2
Approximate factor model
1
Asymptotic theory
1
Asymptotically homogeneous functions
1
Bandwidth selection
1
Capital income
1
Composite quantile regression
1
Conditioning variables
1
Cross-validation
1
Discrete regressors
1
Dynamic covariance matrix
1
Endogeneity
1
FM-kernel estimation
1
Factor analysis
1
Faktorenanalyse
1
Forecasting
1
Forecasting model
1
Generalised varying-coefficient models
1
Generalized Wald test
1
Global rotation
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Konferenzbeitrag
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Li, Degui
Phillips, Peter C. B.
24
Linton, Oliver
23
Su, Liangjun
18
Gao, Jiti
15
Lee, Lung-fei
14
Sasaki, Yuya
12
Todorov, Viktor
12
Fan, Jianqing
11
Koopman, Siem Jan
11
Taylor, Robert
11
Aït-Sahalia, Yacine
10
Chen, Songnian
10
Patton, Andrew J.
10
Xiu, Dacheng
10
Yu, Jun
10
Andersen, Torben
9
Bai, Jushan
9
Cai, Zongwu
9
Fan, Yanqin
9
Ghysels, Eric
9
Gouriéroux, Christian
9
Hommes, Cars H.
9
Li, Kunpeng
9
Li, Qi
9
Park, Joon Y.
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Zhu, Ke
9
Blasques, Francisco
8
Chan, Joshua
8
Chen, Rong
8
Francq, Christian
8
Gallegati, Mauro
8
Galvão Júnior, Antônio Fialho
8
Hong, Yongmiao
8
Hu, Yingyao
8
Kapetanios, George
8
Kort, Peter M.
8
Mykland, Per A.
8
more ...
less ...
Published in...
All
Journal of econometrics
Journal of economic dynamics & control
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
Saved in:
3
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
4
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:
5
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:
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
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
Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 309-318
Persistent link: https://www.econbiz.de/10011705164
Saved in:
9
Estimation in generalised varying-coefficient models with unspecified link functions
Zhang, Wenyang
;
Li, Degui
;
Xia, Yingcun
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 238-255
Persistent link: https://www.econbiz.de/10011498938
Saved in:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->