Items where authors include "Chen, Jia"

Article

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X, Li, Yu-Ning orcid.org/0000-0003-1473-0146 et al. (1 more author) (2024) Estimating Time-Varying Networks for High-Dimensional Time Series. Journal of Econometrics. ISSN 0304-4076 (In Press)

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

Li, Yu-Ning orcid.org/0000-0003-1473-0146, Chen, Jia orcid.org/0000-0002-2791-2486 and Linton, Oliver (2022) Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model. Journal of Econometrics. ISSN 0304-4076 (In Press)

Shin, Yongcheol, Chen, Jia orcid.org/0000-0002-2791-2486 and Zheng, Chaowen (2022) Estimation and Inference in Heterogeneous Spatial Panels with a Multifactor Error Structure. Journal of Econometrics. pp. 55-79. 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

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 (2019) Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models. Econometrics Journal. ISSN 1368-4221

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

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