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 1 8 128
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 1 4 12 1 3 20 42
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 0 0 39 0 1 17 52
Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models 2 6 25 63 3 11 62 111
Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure 1 5 30 30 4 9 24 24
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 1 5 124 1 3 20 303
Estimation in Semiparametric Time Series Regression 0 0 0 65 0 1 1 107
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 1 53 1 1 10 130
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 20 1 1 7 116
Modelling healthcare costs: a semiparametric extension of generalised linear models 0 3 20 20 1 6 22 22
New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models 0 0 0 28 1 1 14 64
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 1 2 95 1 5 11 174
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 0 1 16 72 0 2 46 74
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 1 2 159 2 4 12 374
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables 0 0 0 32 0 0 10 109
Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data 0 0 1 44 2 2 14 216
Semiparametric Model Averaging of Ultra-High Dimensional Time Series 0 0 1 64 0 0 15 91
Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence 1 1 7 107 4 12 30 180
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 1 18 0 0 4 97
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 78 2 2 9 190
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 49 1 1 7 160
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 8 0 0 0 31
Semiparametric model averaging of ultra-high dimensional time series 1 1 1 28 2 2 12 51
Specification Testing in Nonstationary Time Series Models 0 0 0 72 0 1 10 138
Total Working Papers 5 21 116 1,326 27 69 385 2,984


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 1 19 0 4 8 71
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables 0 1 5 5 1 6 15 15
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors 0 0 0 2 0 0 0 28
Asymptotics of kernel density estimators on weakly associated random fields 0 0 1 4 0 0 2 28
Change point estimators by local polynomial fits under a dependence assumption 0 0 0 12 0 0 1 58
Estimating latent group structure in time-varying coefficient panel data models 0 0 2 2 1 3 10 10
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 1 46 0 0 6 135
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 1 1 8 82
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation 0 0 0 0 0 0 4 4
Local linear M-estimation for spatial processes in fixed-design models 0 0 1 10 0 0 8 56
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 5 121 1 1 15 334
Robust estimation in a nonlinear cointegration model 0 0 0 25 0 0 3 75
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 0 0 0 0 0 0 2 3
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 3 1 1 5 38
Semiparametric trending panel data models with cross-sectional dependence 0 0 2 100 0 0 12 260
Spatial local M-estimation under association 0 0 0 13 0 0 5 46
Specification testing in nonstationary time series models 0 0 0 23 0 0 4 59
Variable selection in partially time-varying coefficient models 0 0 0 0 0 0 1 2
Total Journal Articles 0 1 18 412 5 16 109 1,304


Statistics updated 2020-09-04