Access Statistics for Jia Chen

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 New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 0 6 6 142
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 0 0 40 0 5 7 80
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 0 2 14 3 6 11 65
Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models 0 0 3 90 0 4 16 205
Estimating Time-Varying Networks for High-Dimensional Time Series 0 0 2 69 2 14 22 56
Estimating Time-Varying Networks for High-Dimensional Time Series 0 1 2 62 0 8 15 31
Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure 0 0 0 85 7 16 21 169
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 1 127 3 6 11 332
Estimation in Semiparametric Time Series Regression 0 0 0 68 2 6 10 125
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 1 2 6 130
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 0 3 143
Estimation of Large Dynamic Precision Matrices with a Latent Semiparametric Structure 0 0 3 3 8 15 24 24
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 0 1 19 0 7 10 26
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 5 5 1 4 7 9
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 1 6 25 2 9 24 31
Modelling healthcare costs: a semiparametric extension of generalised linear models 0 0 1 29 2 8 13 96
New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models 0 0 0 33 0 5 8 85
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 2 99 1 4 10 193
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 0 0 0 86 0 1 6 120
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 0 171 0 3 9 417
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables 0 0 0 32 0 2 2 122
Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data 0 0 0 47 1 6 18 262
Semiparametric Model Averaging of Ultra-High Dimensional Time Series 0 0 0 68 1 2 4 109
Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence 0 0 1 119 1 8 11 330
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 0 5 9 113
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 3 6 12 177
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 2 6 9 214
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 0 3 7 8 9
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 8 0 1 2 38
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 32 5 8 11 83
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 0 0 6 7 11
Specification Testing in Nonstationary Time Series Models 0 0 0 73 2 12 14 158
Total Working Papers 0 2 29 1,680 50 198 346 4,105
2 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 6 7 86
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables 0 1 1 10 1 6 9 49
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors 0 0 0 2 0 2 4 34
Asymptotics of kernel density estimators on weakly associated random fields 0 0 0 4 1 6 7 41
Change point estimators by local polynomial fits under a dependence assumption 0 0 0 16 1 3 6 80
Estimating latent group structure in time-varying coefficient panel data models 0 0 0 12 1 4 11 51
Estimating time-varying networks for high-dimensional time series 1 2 2 2 1 7 16 16
Estimation and inference in heterogeneous spatial panels with a multifactor error structure 0 1 3 16 1 9 15 57
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 3 6 11 158
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 3 7 15 102
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation 0 0 0 1 1 3 8 19
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 1 2 4 9 1 5 13 25
Local linear M-estimation for spatial processes in fixed-design models 0 0 0 11 2 4 8 68
Nonparametric homogeneity pursuit in functional-coefficient models 0 0 0 3 3 8 8 15
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 0 129 2 8 14 376
Potentially causal associations between placental DNA methylation and schizophrenia and other neuropsychiatric disorders 0 0 0 0 1 13 14 14
Response and Adaptation of Farmers’ Livelihood Transformation under the Background of Rural Transformation: Evidence from the Qinling Mountains, China 0 0 0 1 3 10 11 14
Robust estimation in a nonlinear cointegration model 0 0 0 25 2 3 10 90
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 0 0 1 3 2 4 8 35
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 4 1 7 13 59
Semiparametric trending panel data models with cross-sectional dependence 0 0 0 107 1 3 7 293
Spatial local M-estimation under association 0 0 1 14 2 7 8 57
Specification testing in nonstationary time series models 0 0 0 23 2 6 7 71
Variable selection in partially time-varying coefficient models 0 0 0 0 0 5 8 14
Total Journal Articles 2 6 12 487 35 142 238 1,824

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Statistics updated 2026-03-04