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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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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
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New semiparametric estimation procedure for functional coefficient longitudinal data models
Chen, Jia; Li, Degui; Xia, Yingcun - 2015
Persistent link: https://www.econbiz.de/10011411615
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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
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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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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
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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
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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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Specification testing in nonstationary time series models
Chen, Jia; Gao, Jiti; Li, Degui; Lin, Zhengyan - 2014
Persistent link: https://www.econbiz.de/10010411292