Similar Search Results

Functional-coefficient quantile regression for panel data with latent group structure

Yang, Xiaorong; Chen, Jia; Li, Degui; Li, Runze - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 1026-1040

Persistent link: https://www.econbiz.de/10015053530

Variable selection for partially linear models with measurement errors

Liang, Hua; Li, Runze - In: Journal of the American Statistical Association : JASA 104 (2009) 485, pp. 234-248

Persistent link: https://www.econbiz.de/10003878184

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

Testing a single regression coefficient in high dimensional linear models

Lan, Wei; Zhong, Ping-Shou; Li, Runze; Wang, Hansheng; … - In: Journal of econometrics 195 (2016) 1, pp. 154-168

Persistent link: https://www.econbiz.de/10011705246

Local Composite Quantile Regression Smoothing for Harris Recurrent Markov Processes

Li, Degui - 2015

In this paper, we study the local polynomial composite quantile regression (CQR) smoothing method for the nonlinear and nonparametric models under the Harris recurrent Markov chain framework. The local polynomial CQR regression method is a robust alternative to the widely-used local polynomial...

Persistent link: https://www.econbiz.de/10013018337

Inference on covariance-mean regression

Zou, Tao; Lan, Wei; Li, Runze; Tsai, Chih-Ling - In: Journal of econometrics 230 (2022) 2, pp. 318-338

Persistent link: https://www.econbiz.de/10013463843

Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic

Guo, Xu; Li, Runze; Liu, Jingyuan; Zeng, Mudong - In: Journal of econometrics 235 (2023) 1, pp. 166-179

Persistent link: https://www.econbiz.de/10014434388

Reprint: statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic

Guo, Xu; Li, Runze; Liu, Jingyuan; Zeng, Mudong - In: Journal of econometrics 239 (2024) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10015074531

Robust tests in regression models with omnibus alternatives and bounded influence

Wang, Lan; Qu, Annie - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 347-358

Persistent link: https://www.econbiz.de/10003431199

Locally weighted censored quantile regression

Wang, Huixia Judy; Wang, Lan - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1117-1128

Persistent link: https://www.econbiz.de/10003902815