← All authors Degui Li University of York (from arXiv:2509.11060, 2025) · ORCID · OpenAlex
64 papers in scope · 59 published · 9 on the econ.EM arXiv · 1,408 citations · h-index 20 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Jia Chen Yuning Li Chen Jia Li Yu-ning Qiang Liu Weibiao Wu Songqiao Tang Zhi Liu Weichi Wu Lujia Bai Baokuo Li Oliver Linton Boyao Wu Wei Biao Wu Won-Ki Seo Rong Chen Yuying Sun Shouyang Wang Yongmiao Hong Ulrike Schneider Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (10 of 64)
working paper 2025 · arXiv
published 2025 · Econometric Theory · 1 citations · first circulated 2023
published 2025 · Journal of Econometrics · 7 citations · first circulated 2023
working paper 2025 · arXiv · 1 citations
published 2024 · The Annals of Statistics · 5 citations · first circulated 2023
working paper 2024 · arXiv · 1 citations
working paper 2024 · arXiv · 3 citations
published 2023 · Journal of Business and Economic Statistics · 93 citations
working paper 2023 · arXiv · 2 citations
Nonstationary fractionally integrated functional time series
published 2023 · Bernoulli · 11 citations
Detection of Multiple Structural Breaks in Large Covariance Matrices
published 2022 · Journal of Business and Economic Statistics · 17 citations
Nonparametric homogeneity pursuit in functional-coefficient models
published 2021 · Journal of nonparametric statistics
with Jia Chen, Lingling Wei, Wenyang Zhang
Estimation of Large Dynamic Covariance Matrices: A Selective Review
published 2021 · Econometrics and Statistics · 5 citations
Local Whittle estimation of long‐range dependence for functional time series
published 2020 · Journal of Time Series Analysis · 21 citations
Nonparametric estimation of large covariance matrices with conditional sparsity
published 2020 · Journal of Econometrics · 24 citations
published 2020 · Journal of Econometrics · 45 citations · first circulated 2017
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
published 2020 · Journal of Business and Economic Statistics · 15 citations · first circulated 2015
with Qi Li, Zheng Li
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
published 2019 · Journal of Econometrics · 13 citations · first circulated 2017
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
published 2019 · Journal of Time Series Analysis · 5 citations
with Jiraroj Tosasukul, Wenyang Zhang
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
published 2019 · Journal of Econometrics · 12 citations
with Xirong Chen, Qi Li, Zheng Li
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
published 2019 · Journal of Multivariate Analysis · 2 citations
with Jia Chen, Yingcun Xia
Long-Range Dependent Curve Time Series
published 2019 · Journal of the American Statistical Association · 91 citations
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
published 2019 · Journal of Econometrics · 25 citations · first circulated 2018
Nonlinear Regression Estimation Using Subset-Based Kernel Principal Components
published 2017 · Statistica Sinica · 2 citations
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
published 2017 · Journal of the American Statistical Association · 65 citations · first circulated 2015
Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity
published 2017 · Statistica Sinica · 2 citations · first circulated 2015
Estimating smooth structural change in cointegration models
published 2016 · Journal of Econometrics · 55 citations · first circulated 2013
Estimation in nonlinear regression with Harris recurrent Markov chains
published 2016 · The Annals of Statistics · 23 citations
Semiparametric dynamic portfolio choice with multiple conditioning variables
published 2016 · Journal of Econometrics · 13 citations · first circulated 2015
Local composite quantile regression smoothing for Harris recurrent Markov processes
published 2016 · Journal of Econometrics · 19 citations · first circulated 2015
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
published 2016 · Journal of Business and Economic Statistics · 57 citations · first circulated 2013
Special issue on Time Series Econometrics
published 2016 · Computational Statistics & Data Analysis
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks
published 2015 · Journal of the American Statistical Association · 116 citations
Estimation of semi-varying coefficient models with nonstationary regressors
published 2015 · Econometric Reviews · 20 citations
Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
published 2015 · The Annals of Statistics · 30 citations
Semiparametric GEE analysis in partially linear single-index models for longitudinal data
published 2015 · The Annals of Statistics · 37 citations
with Jia Chen, Hua Liang, Suojin Wang
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION
published 2015 · Econometric Theory · 5 citations · first circulated 2013
A flexible semiparametric forecasting model for time series
published 2015 · Journal of Econometrics · 61 citations · first circulated 2012
Estimation in generalised varying-coefficient models with unspecified link functions
published 2015 · Journal of Econometrics · 14 citations
Specification testing in nonstationary time series models
published 2015 · Econometrics Journal · 4 citations · first circulated 2010
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES
published 2014 · Econometric Theory · 9 citations · first circulated 2010
Generalized nonparametric smoothing with mixed discrete and continuous data
published 2014 · Computational Statistics & Data Analysis · 19 citations
Computing highly accurate confidence limits from discrete data using importance sampling
published 2013 · Statistics and Computing · 7 citations
with Chris J. Lloyd
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
published 2013 · Econometric Reviews · 4 citations · first circulated 2010
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects
published 2013 · Journal of Business and Economic Statistics · 51 citations
Semiparametric trending panel data models with cross-sectional dependence
published 2012 · Journal of Econometrics · 125 citations · first circulated 2010
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS
published 2012 · Econometric Theory · 41 citations · first circulated 2009
Estimation in semi-parametric regression with non-stationary regressors
published 2012 · Bernoulli · 42 citations
Non‐parametric time‐varying coefficient panel data models with fixed effects
published 2011 · Econometrics Journal · 19 citations · first circulated 2010
Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
published 2011 · Journal of Statistical Planning and Inference · 6 citations
with Jia Chen, Zhengyan Lin
Robust nonlinear regression estimation in null recurrent time series
published 2011 · Statistics and Its Interface · 9 citations · first circulated 2009
Statistical inference in partially time-varying coefficient models
published 2010 · Journal of Statistical Planning and Inference · 36 citations
with Jia Chen, Zhengyan Lin
Robust estimation in a nonlinear cointegration model
published 2009 · Journal of Multivariate Analysis · 15 citations
with Jia Chen
Variable selection in partially time-varying coefficient models
published 2009 · Journal of nonparametric statistics · 6 citations
with Jia Chen, Zhengyan Lin
ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG‐ AND SHORT‐RANGE‐DEPENDENT STRUCTURES
published 2009 · Australian & New Zealand Journal of Statistics · 8 citations
Local Linear M‐estimation in non‐parametric spatial regression
published 2009 · Journal of Time Series Analysis · 19 citations
Bahadur representation of nonparametric M-estimators for spatial processes
published 2008 · Acta Mathematica Sinica English Series · 2 citations
with Jia Chen
Change point estimators by local polynomial fits under a dependence assumption
published 2008 · Journal of Multivariate Analysis · 10 citations
with Zhengyan Lin, Jia Chen
Strong Approximation for Moving Average Processes Under Dependence Assumptions
published 2008 · Acta Mathematica Scientia · 3 citations
with Lin Zhengyan
Spatial local M-estimation under association
published 2007 · Metrika · 1 citations
with Chen Jia, Zhang Lixin
A nonparametric test for the change of the density function under association
published 2007 · Journal of nonparametric statistics · 1 citations
with Zhengyan Lin
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES
published 2006 · Econometric Theory · 42 citations
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
published 2006 · Metrika · 2 citations
with Lin Zhengyan, Chen Jia
Asymptotic normality for L 1 -norm kernel estimator of conditional median under association dependence
published 2006 · Journal of Multivariate Analysis · 9 citations
with Zhengyan Lin
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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