Items where authors include "Li, Degui"

Article

Li, Degui orcid.org/0000-0001-6802-308X (2024) Estimation of Large Dynamic Covariance Matrices : A Selective Review. Econometrics and Statistics. pp. 16-30. ISSN 2452-3062

Yang, Xiaorong, Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X et al. (1 more author) (2023) Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. Journal of Business and Economic Statistics. ISSN 0735-0015

Liu, Yu, Li, Degui orcid.org/0000-0001-6802-308X and Xia, Yingcun (2023) Dimension Reduction and MARS. Journal of machine learning research. 309. ISSN 1532-4435

Li, Yu-Ning orcid.org/0000-0003-1473-0146, Li, Degui orcid.org/0000-0001-6802-308X and Fryzlewicz, Piotr (2023) Detection of Multiple Structural Breaks in Large Covariance Matrices. Journal of Business and Economic Statistics. pp. 846-861. ISSN 0735-0015

Li, Degui orcid.org/0000-0001-6802-308X, Robinson, Peter M. and Shang, Hanlin (2023) Nonstationary Fractionally Integrated Functional Time Series. Bernoulli. pp. 1505-1526. ISSN 1350-7265

Li, Degui orcid.org/0000-0001-6802-308X, Robinson, Peter M. and Shang, Hanlin (2021) Local Whittle Estimation of Long-Range Dependence for Functional Time Series. Journal of Time Series Analysis. pp. 685-695. ISSN 1467-9892

Bravo, Francesco orcid.org/0000-0002-8034-334X, Li, Degui orcid.org/0000-0001-6802-308X and Tjostheim, Dag (2021) Robust Nonlinear Regression Estimation in Null Recurrent Time Series. Journal of Econometrics. pp. 416-438. ISSN 0304-4076

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X, Wei, Lingling et al. (1 more author) (2021) Nonparametric Homogeneity Pursuit in Functional-Coefficient Models. Journal of Nonparametric Statistics. pp. 387-416. ISSN 1048-5252

Wang, Hanchao, Peng, Bin, Li, Degui orcid.org/0000-0001-6802-308X et al. (1 more author) (2021) Nonparametric Estimation of Large Covariance Matrices with Conditional Sparsity. Journal of Econometrics. pp. 53-72. ISSN 0304-4076

Li, Degui orcid.org/0000-0001-6802-308X, Li, Qi and Li, Zheng (2021) Nonparametric Quantile Regression Estimation with Mixed Discrete and Continuous Data. Journal of Business and Economic Statistics. 741–756. ISSN 0735-0015

Li, Degui orcid.org/0000-0001-6802-308X, Robinson, Peter M. and Shang, Hanlin (2020) Long-Range Dependent Curve Time Series. Journal of the American Statistical Association. pp. 957-971. ISSN 0162-1459

Li, Degui orcid.org/0000-0001-6802-308X, Tosasukul, Jiraroj and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2020) Nonlinear Factor-Augmented Predictive Regression Models with Functional Coefficients. Journal of Time Series Analysis. pp. 367-386. ISSN 1467-9892

Li, Degui orcid.org/0000-0001-6802-308X, Phillips, Peter C. B. and Gao, Jiti (2020) Kernel-Based Inference in Time-Varying Coefficient Cointegrating Regression. Journal of Econometrics. pp. 607-632. ISSN 0304-4076

Chen, Xirong, Li, Degui orcid.org/0000-0001-6802-308X, Li, Qi et al. (1 more author) (2019) Nonparametric Estimation of Conditional Quantile Functions in the Presence of Irrelevant Covariates. Journal of Econometrics. pp. 433-450. ISSN 0304-4076

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X and Linton, Oliver (2019) A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables. Journal of Econometrics. pp. 155-176. ISSN 0304-4076

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X and Xia, Yingcun (2019) Estimation of a rank-reduced functional-coefficient panel data model with serial correlation. Journal of Multivariate Analysis. pp. 456-479.

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X, Linton, Oliver et al. (1 more author) (2018) Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series. Journal of the American Statistical Association. pp. 919-932. ISSN 0162-1459

Xiangjin B., Chen,, Gao, Jiti, Li, Degui orcid.org/0000-0001-6802-308X et al. (1 more author) (2018) Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models. Journal of Business and Economic Statistics. pp. 1-13. ISSN 0735-0015

Ke, Yuan, Li, Degui orcid.org/0000-0001-6802-308X and Yao, Qiwei (2018) Nonlinear Regression Estimation Using Subset-Based Kernel Principal Components. Statistica Sinica. pp. 2771-2794. ISSN 1017-0405

Li, Degui orcid.org/0000-0001-6802-308X, Liu, Weidong, Wang, Qiying et al. (1 more author) (2017) Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity. Statistica Sinica. pp. 1385-1400. ISSN 1017-0405

Li, Degui orcid.org/0000-0001-6802-308X, Qian, Junhui and Su, Liangjun (2017) Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks. Journal of the American Statistical Association. pp. 1804-1819. ISSN 0162-1459

Phillips, Peter C. B., Li, Degui orcid.org/0000-0001-6802-308X and Gao, Jiti (2017) Estimating Smooth Structural Change in Cointegration Models. Journal of Econometrics. pp. 180-195. ISSN 0304-4076

Li, Kunpeng, Li, Degui orcid.org/0000-0001-6802-308X, Liang, Zhongwen et al. (1 more author) (2017) Estimation of Semi-Varying Coefficient Models with Nonstationary Regressors. Econometric Reviews. pp. 354-369. ISSN 0747-4938

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X, Linton, Oliver et al. (1 more author) (2016) Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables. Journal of Econometrics. pp. 309-318. ISSN 0304-4076

Li, Degui orcid.org/0000-0001-6802-308X and Li, Runze (2016) Local Composite Quantile Regression Smoothing for Harris Recurrent Markov Processes. Journal of Econometrics. pp. 44-56. ISSN 0304-4076

Li, Degui orcid.org/0000-0001-6802-308X, Simar, Leopold and Zelenyuk, Valentin (2016) Generalized Nonparametric Smoothing with Mixed Discrete and Continuous Data. Computational Statistics & Data Analysis. pp. 424-444. ISSN 0167-9473

Li, Degui orcid.org/0000-0001-6802-308X, Phillips, Peter C. B. and Gao, Jiti (2016) Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression. Econometric Theory. pp. 655-685. ISSN 0266-4666

Li, Degui orcid.org/0000-0001-6802-308X, Tjostheim, Dag and Gao, Jiti (2016) Estimation in Nonlinear Regression with Harris Recurrent Markov Chains. Annals of Statistics. pp. 1957-1987. ISSN 0090-5364

Li, Degui orcid.org/0000-0001-6802-308X, Ke, Yuan and Zhang, Wenyang orcid.org/0000-0001-8391-1122 (2015) Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models. Annals of Statistics. pp. 2676-2705. ISSN 0090-5364