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~accessRights:"restricted"
~person:"Li, Degui"
~subject:"Nonparametric statistics"
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Nonparametric statistics
Nichtparametrisches Verfahren
12
Estimation theory
11
Schätztheorie
11
Regression analysis
5
Regressionsanalyse
5
Time series analysis
5
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3
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2
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2
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2
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2
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2
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2
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Approximate factor model
1
Asymptotic theory
1
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1
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1
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1
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Li, Degui
Linton, Oliver
24
Gupta, Rangan
23
Balcilar, Mehmet
18
Simar, Léopold
18
Tsionas, Efthymios G.
18
Kumbhakar, Subal
17
Gao, Jiti
16
Parmeter, Christopher F.
16
Li, Qi
12
Racine, Jeffrey
12
Cai, Zongwu
11
Florens, Jean-Pierre
11
Su, Liangjun
11
Wilson, Paul W.
11
Wohar, Mark E.
11
Hu, Yingyao
10
Sasaki, Yuya
10
Sun, Yiguo
10
Van Keilegom, Ingrid
10
Chen, Xiaohong
9
Henderson, Daniel J.
9
Lewbel, Arthur
9
Phillips, Peter C. B.
9
Yao, Feng
9
Breunig, Christoph
8
Escanciano, Juan Carlos
8
Hoderlein, Stefan
8
Otsu, Taisuke
8
Wang, Taining
8
Almeida, Caio
7
Ardison, Kym
7
Chen, Songnian
7
Hsu, Yu-Chin
7
Mammen, Enno
7
Ridder, Geert
7
Todorov, Viktor
7
Ullah, Aman
7
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7
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Journal of econometrics
7
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
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ECONIS (ZBW)
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1
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
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:
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
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:
1
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