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Discussion papers in economics
Working paper / Department of Econometrics and Business Statistics, Monash University
133
Journal of econometrics
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MPRA Paper
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Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
-
2014
Persistent link: https://www.econbiz.de/10010411292
Saved in:
2
Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
-
2015
Persistent link: https://www.econbiz.de/10010515948
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3
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:
4
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:
5
Semiparametric model averaging of ultra-high dimensional time series
Chen, Jia
;
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
-
2015
Persistent link: https://www.econbiz.de/10011411616
Saved in:
6
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:
7
Nonparametric homogeneity pursuit in functional-coefficient models
Chen, Jia
;
Li, Degui
;
Wei, Lingling
;
Zhang, Wenyang
-
2019
Persistent link: https://www.econbiz.de/10011978838
Saved in:
8
Estimating latent group structure in time-varying coefficient panel data models
Chen, Jia
-
2018
-
Version: October 24, 2018
Persistent link: https://www.econbiz.de/10011941321
Saved in:
9
Estimation and inference in heterogeneous spatial panel data models with a multifactor error structure
Chen, Jia
;
Shin, Yongcheol
;
Zheng, Chaowen
-
2020
-
This version: March, 2020
Persistent link: https://www.econbiz.de/10012199405
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