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 0 0 136
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 0 0 40 0 0 3 73
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 0 0 12 0 0 0 54
Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models 0 0 2 87 2 4 10 189
Estimating Time-Varying Networks for High-Dimensional Time Series 0 0 0 17 0 0 0 19
Estimating Time-Varying Networks for High-Dimensional Time Series 0 0 0 60 0 1 8 16
Estimating Time-Varying Networks for High-Dimensional Time Series 0 0 2 67 1 3 10 34
Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure 0 0 2 85 0 0 5 148
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 0 126 1 1 3 321
Estimation in Semiparametric Time Series Regression 0 0 1 68 1 1 3 115
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 0 0 1 124
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 0 2 140
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 0 0 18 0 1 4 16
Modelling healthcare costs: a semiparametric extension of generalised linear models 0 0 0 28 0 1 7 83
New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models 0 0 0 33 0 1 2 77
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 0 97 1 1 2 183
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 0 1 1 86 0 1 2 114
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 3 171 1 1 5 408
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables 0 0 0 32 0 0 1 120
Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data 0 0 0 47 0 0 0 244
Semiparametric Model Averaging of Ultra-High Dimensional Time Series 0 0 0 68 0 0 0 105
Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence 0 0 0 118 0 1 2 319
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 0 0 1 104
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 0 0 0 165
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 0 0 0 205
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 8 0 0 1 36
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 0 0 0 0 1
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 0 0 1 3 4
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 32 0 0 1 72
Specification Testing in Nonstationary Time Series Models 0 0 1 73 0 0 2 144
Total Working Papers 0 1 12 1,649 7 18 78 3,769

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 1 79
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables 0 0 0 9 0 0 0 40
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors 0 0 0 2 1 1 1 30
Asymptotics of kernel density estimators on weakly associated random fields 0 0 0 4 1 2 3 34
Change point estimators by local polynomial fits under a dependence assumption 0 1 1 16 0 3 4 74
Estimating latent group structure in time-varying coefficient panel data models 0 0 0 12 1 2 2 40
Estimation and inference in heterogeneous spatial panels with a multifactor error structure 0 0 3 13 1 1 16 42
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 0 0 0 147
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 0 0 0 87
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation 0 0 0 1 0 0 1 11
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 3 5 5 2 8 12 12
Local linear M-estimation for spatial processes in fixed-design models 0 1 1 11 0 1 1 60
Nonparametric homogeneity pursuit in functional-coefficient models 0 0 0 3 0 0 0 7
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 1 129 0 1 5 362
Response and Adaptation of Farmers’ Livelihood Transformation under the Background of Rural Transformation: Evidence from the Qinling Mountains, China 0 0 1 1 0 1 2 3
Robust estimation in a nonlinear cointegration model 0 0 0 25 1 1 2 80
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 0 1 1 2 1 2 3 27
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 4 0 0 3 46
Semiparametric trending panel data models with cross-sectional dependence 0 1 2 107 0 1 3 286
Spatial local M-estimation under association 0 0 0 13 0 0 1 49
Specification testing in nonstationary time series models 0 0 0 23 1 1 1 64
Variable selection in partially time-varying coefficient models 0 0 0 0 0 1 1 6
Total Journal Articles 0 7 15 475 9 26 62 1,586

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Statistics updated 2025-03-03