Access Statistics for Degui Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Flexible Semiparametric Model for Time Series 0 0 0 53 1 1 6 85
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 2 3 9 145
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 0 0 40 0 1 8 81
A flexible semiparametric model for time series 0 0 0 50 2 4 11 102
A flexible semiparametric model for time series 0 0 0 0 4 7 8 11
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 1 1 1 1 6 9 21 24
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 0 0 14 3 5 8 19
Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series 0 0 1 29 1 3 8 20
Detection of multiple structural breaks in large covariance matrices 0 0 0 14 4 6 17 29
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 1 1 5 5 3 4 19 21
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 0 0 0 20 5 7 15 33
Estimating Smooth Structural Change in Cointegration Models 0 0 0 67 2 5 12 157
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 0 1 8 214
Estimating Time-Varying Networks for High-Dimensional Time Series 0 0 2 62 3 3 18 34
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 1 127 3 6 14 335
Estimation in Semiparametric Time Series Regression 0 0 0 68 2 5 13 128
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 2 5 9 134
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 0 3 143
Estimation of Grouped Time-Varying Network Vector Autoregression Models 1 1 1 58 3 5 12 36
Estimation of Grouped Time-Varying Network Vector Autoregression Models 1 1 2 4 3 4 10 13
Estimation of Grouped Time-Varying Network Vector Autoregression Models 2 3 7 31 9 12 37 47
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 0 1 19 3 4 14 30
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 0 0 0 5 9
Inference of Grouped Time-Varying Network Vector Autoregression Models 0 0 0 5 5 11 20 34
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 0 59 1 5 12 114
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 6 6 13 121
Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates 0 0 0 39 1 3 10 101
Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate 0 0 0 4 2 3 11 38
Loch linear fitting under near epoch dependence: uniform consistency with convergence rate 0 0 0 2 1 4 7 36
New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models 0 0 0 33 3 4 12 89
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 1 99 4 5 11 197
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 3 3 7 149
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 1 137 1 3 9 311
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 0 1 8 1 1 6 15
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 0 1 10 1 3 13 18
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 0 0 0 86 3 4 10 124
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 0 171 3 4 12 421
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables 0 0 0 32 3 3 5 125
Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data 0 0 0 47 3 5 22 266
Semiparametric Model Averaging of Ultra-High Dimensional Time Series 0 0 0 68 2 3 6 111
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 107 2 4 10 246
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 3 3 12 116
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 4 6 13 218
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 2 5 14 179
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 8 3 3 5 41
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 0 1 4 9 10
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 32 3 9 15 87
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 0 0 1 8 12
Specification Testing in Nonstationary Time Series Models 0 0 0 73 0 4 16 160
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression 0 0 0 6 5 10 17 48
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 0 0 11 125
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 1 7 18 127
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 1 2 8 96
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 2 5 10 107
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 2 3 10 99
Total Working Papers 6 7 25 2,373 133 236 647 5,791
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS 0 0 0 20 0 0 7 86
A flexible semiparametric forecasting model for time series 0 1 3 37 3 4 19 155
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables 0 0 1 10 2 4 12 52
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors 0 0 0 2 3 3 6 37
Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence 0 0 1 4 1 11 17 67
Change point estimators by local polynomial fits under a dependence assumption 0 0 0 16 0 2 7 81
Detection of Multiple Structural Breaks in Large Covariance Matrices 0 0 1 2 5 8 20 26
Estimating smooth structural change in cointegration models 0 0 0 23 4 6 21 107
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 3 7 15 162
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 0 3 14 102
Estimation in generalised varying-coefficient models with unspecified link functions 0 0 0 18 0 2 14 110
Estimation of Large Dynamic Covariance Matrices: A Selective Review 0 0 2 4 3 4 14 26
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation 0 0 0 1 1 2 9 20
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 1 10 2 5 12 122
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 1 3 9 3 6 15 30
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 10 0 2 12 62
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 0 0 11 2 3 16 58
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES 0 0 0 9 1 9 18 74
Local Linear M‐estimation in non‐parametric spatial regression 1 1 1 58 3 4 9 154
Local Whittle estimation of long‐range dependence for functional time series 0 0 2 11 0 0 10 29
Local composite quantile regression smoothing for Harris recurrent Markov processes 0 0 0 3 1 3 13 49
Long-Range Dependent Curve Time Series 0 0 0 4 0 0 5 16
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients 0 0 0 7 0 0 2 25
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 0 3 19 1 4 21 85
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data 0 0 0 8 4 4 12 36
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates 0 0 0 4 2 6 13 62
Nonparametric estimation of large covariance matrices with conditional sparsity 1 1 1 11 1 3 10 37
Nonparametric homogeneity pursuit in functional-coefficient models 0 0 0 3 3 8 13 20
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 0 129 2 5 16 379
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 10 2 4 13 44
Robust estimation in a nonlinear cointegration model 0 0 0 25 2 4 12 92
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 2 5 13 26
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 0 0 0 3 1 3 8 36
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 4 0 1 13 59
Semiparametric trending panel data models with cross-sectional dependence 0 0 0 107 3 5 11 297
Spatial local M-estimation under association 0 0 1 14 2 5 11 60
Specification testing in nonstationary time series models 0 0 0 23 2 4 9 73
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 1 8 4 7 13 60
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 0 2 6 45
Variable selection in partially time-varying coefficient models 0 0 0 0 2 2 10 16
Total Journal Articles 2 4 22 726 70 160 491 3,077

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Statistics updated 2026-05-06