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 0 0 6 85
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 0 1 10 146
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 1 1 41 0 1 9 82
A flexible semiparametric model for time series 0 0 0 50 0 0 11 102
A flexible semiparametric model for time series 0 0 0 0 0 1 9 12
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 0 0 14 1 1 9 20
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 0 1 1 0 0 20 24
Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series 0 0 1 29 0 0 8 20
Detection of multiple structural breaks in large covariance matrices 0 0 0 14 1 1 18 30
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 0 0 3 5 2 2 19 23
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 0 0 0 20 0 1 15 34
Estimating Smooth Structural Change in Cointegration Models 0 0 0 67 0 1 13 158
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 0 0 8 214
Estimating Time-Varying Networks for High-Dimensional Time Series 0 0 2 62 0 1 17 35
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 1 127 0 3 17 338
Estimation in Semiparametric Time Series Regression 0 0 0 68 0 0 12 128
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 0 3 143
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 0 0 8 134
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 0 2 4 0 1 10 14
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 0 1 58 0 2 13 38
Estimation of Grouped Time-Varying Network Vector Autoregression Models 1 1 6 32 1 5 39 52
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 0 1 19 0 0 14 30
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 0 0 1 6 10
Inference of Grouped Time-Varying Network Vector Autoregression Models 0 0 0 5 0 1 20 35
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 0 59 0 1 13 115
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 0 1 12 122
Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates 0 0 0 39 0 1 11 102
Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate 0 0 0 4 0 2 12 40
Loch linear fitting under near epoch dependence: uniform consistency with convergence rate 0 0 0 2 0 0 7 36
New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models 0 1 1 34 0 1 13 90
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 1 99 0 2 13 199
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 0 0 7 149
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 0 137 0 0 8 311
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 0 1 10 0 1 14 19
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 0 1 8 0 2 8 17
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 0 1 1 87 0 1 11 125
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 6 6 6 177 22 24 35 445
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables 0 1 1 33 0 1 6 126
Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data 0 1 1 48 0 3 25 269
Semiparametric Model Averaging of Ultra-High Dimensional Time Series 0 1 1 69 1 3 9 114
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 107 0 2 12 248
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 0 0 12 116
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 0 0 13 218
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 0 2 13 181
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 0 0 0 9 10
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 8 0 0 4 41
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 32 0 0 15 87
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 0 0 0 7 12
Specification Testing in Nonstationary Time Series Models 0 1 1 74 0 2 18 162
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression 0 0 0 6 0 1 18 49
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 1 1 19 128
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 0 0 7 96
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 0 0 11 125
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 1 1 11 100
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 0 2 12 109
Total Working Papers 7 14 34 2,387 30 77 699 5,868
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 1 1 8 87
A flexible semiparametric forecasting model for time series 0 0 3 37 0 1 17 156
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables 0 0 1 10 0 0 11 52
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors 0 0 0 2 0 0 5 37
Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence 0 0 0 4 0 0 16 67
Change point estimators by local polynomial fits under a dependence assumption 0 0 0 16 0 0 7 81
Detection of Multiple Structural Breaks in Large Covariance Matrices 0 0 1 2 1 1 20 27
Estimating smooth structural change in cointegration models 0 0 0 23 0 1 20 108
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 0 1 16 163
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 0 0 13 102
Estimation in generalised varying-coefficient models with unspecified link functions 0 0 0 18 1 2 14 112
Estimation of Large Dynamic Covariance Matrices: A Selective Review 0 0 1 4 0 3 12 29
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation 1 1 1 2 1 1 10 21
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 1 10 0 0 11 122
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 1 1 4 10 3 5 18 35
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 10 0 2 14 64
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 1 1 12 0 3 18 61
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES 0 0 0 9 0 0 18 74
Local Linear M‐estimation in non‐parametric spatial regression 0 0 1 58 1 2 11 156
Local Whittle estimation of long‐range dependence for functional time series 0 0 1 11 0 1 10 30
Local composite quantile regression smoothing for Harris recurrent Markov processes 0 0 0 3 0 1 12 50
Long-Range Dependent Curve Time Series 0 0 0 4 0 1 5 17
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 2 2 21 87
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data 0 1 1 9 0 2 14 38
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates 0 0 0 4 1 2 15 64
Nonparametric estimation of large covariance matrices with conditional sparsity 0 0 1 11 1 1 8 38
Nonparametric homogeneity pursuit in functional-coefficient models 0 0 0 3 0 1 14 21
Non‐parametric time‐varying coefficient panel data models with fixed effects 2 2 2 131 3 3 19 382
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 10 0 2 15 46
Robust estimation in a nonlinear cointegration model 0 0 0 25 0 0 10 92
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 0 0 13 26
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 0 0 0 3 1 2 9 38
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 4 0 1 11 60
Semiparametric trending panel data models with cross-sectional dependence 0 0 0 107 0 0 8 297
Spatial local M-estimation under association 0 0 0 14 1 1 11 61
Specification testing in nonstationary time series models 0 0 0 23 1 1 10 74
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 1 8 0 1 14 61
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 0 1 7 46
Variable selection in partially time-varying coefficient models 0 0 0 0 1 1 10 17
Total Journal Articles 4 6 24 732 19 47 497 3,124

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Statistics updated 2026-08-07