| Publication | Date of Publication | Type |
|---|
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
Detection and estimation of structural breaks in high-dimensional functional time series
The Annals of Statistics | 2024-10-18 | Paper |
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
Journal of Business and Economic Statistics | 2024-10-11 | Paper |
Detection of Multiple Structural Breaks in Large Covariance Matrices
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Nonstationary fractionally integrated functional time series
Bernoulli | 2023-03-22 | Paper |
Specification testing in nonstationary time series models
Econometrics Journal | 2022-07-27 | Paper |
Estimation of semi-varying coefficient models with nonstationary regressors
Econometric Reviews | 2022-06-07 | Paper |
Estimation in single-index panel data models with heterogeneous link functions
Econometric Reviews | 2022-05-31 | Paper |
Nonparametric homogeneity pursuit in functional-coefficient models
Journal of Nonparametric Statistics | 2022-01-25 | Paper |
Local Whittle estimation of long-range dependence for functional time series
Journal of Time Series Analysis | 2021-11-25 | Paper |
Robust nonlinear regression estimation in null recurrent time series
Journal of Econometrics | 2021-10-26 | Paper |
Nonparametric estimation of large covariance matrices with conditional sparsity
Journal of Econometrics | 2021-05-04 | Paper |
Long-range dependent curve time series
Journal of the American Statistical Association | 2020-10-28 | Paper |
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
Journal of Time Series Analysis | 2020-05-27 | Paper |
Kernel-based inference in time-varying coefficient cointegrating regression
Journal of Econometrics | 2020-05-21 | Paper |
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Journal of Econometrics | 2019-10-23 | Paper |
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
Journal of Multivariate Analysis | 2019-10-01 | Paper |
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Journal of Econometrics | 2019-09-02 | Paper |
Nonlinear Regression Estimation Using Subset-Based Kernel Principal Components
STATISTICA SINICA | 2018-11-22 | Paper |
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
Journal of the American Statistical Association | 2018-11-02 | Paper |
Generalized nonparametric smoothing with mixed discrete and continuous data
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Simultaneous confidence bands in nonlinear regression models with nonstationarity
STATISTICA SINICA | 2017-07-13 | Paper |
Semiparametric trending panel data models with cross-sectional dependence
Journal of Econometrics | 2017-05-12 | Paper |
Semiparametric trending panel data models with cross-sectional dependence
Journal of Econometrics | 2017-05-12 | Paper |
Estimation in nonlinear regression with Harris recurrent Markov chains
The Annals of Statistics | 2016-11-18 | Paper |
Estimating smooth structural change in cointegration models
Journal of Econometrics | 2016-11-17 | Paper |
Semiparametric dynamic portfolio choice with multiple conditioning variables
Journal of Econometrics | 2016-09-06 | Paper |
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Econometric Theory | 2016-07-29 | Paper |
Local composite quantile regression smoothing for Harris recurrent Markov processes
Journal of Econometrics | 2016-07-27 | Paper |
Robust estimation in parametric time series models under long- and short-range-dependent structures
Australian & New Zealand Journal of Statistics | 2016-06-01 | Paper |
Uniform consistency for nonparametric estimators in null recurrent time series
Econometric Theory | 2015-11-20 | Paper |
Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
The Annals of Statistics | 2015-11-18 | Paper |
Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
The Annals of Statistics | 2015-11-18 | Paper |
Computing highly accurate confidence limits from discrete data using importance sampling
Statistics and Computing | 2015-11-12 | Paper |
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
Metrika | 2015-10-14 | Paper |
A flexible semiparametric forecasting model for time series
Journal of Econometrics | 2015-09-01 | Paper |
Estimation in generalised varying-coefficient models with unspecified link functions
Journal of Econometrics | 2015-09-01 | Paper |
Semiparametric GEE analysis in partially linear single-index models for longitudinal data
The Annals of Statistics | 2015-08-05 | Paper |
Semiparametric GEE analysis in partially linear single-index models for longitudinal data
The Annals of Statistics | 2015-08-05 | Paper |
Non-parametric time-varying coefficient panel data models with fixed effects
Econometrics Journal | 2013-04-17 | Paper |
Local linear fitting under near epoch dependence: uniform consistency with convergence rates
Econometric Theory | 2012-10-31 | Paper |
A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
Econometric Theory | 2012-10-31 | Paper |
Estimation in semi-parametric regression with non-stationary regressors
Bernoulli | 2012-05-28 | Paper |
Estimation in semi-parametric regression with non-stationary regressors
Bernoulli | 2012-05-28 | Paper |
Estimation in semiparametric time series regression
Statistics and Its Interface | 2011-12-01 | Paper |
Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
Journal of Statistical Planning and Inference | 2011-06-24 | Paper |
Local linear M-estimation in non-parametric spatial regression
Journal of Time Series Analysis | 2011-02-22 | Paper |
Statistical inference in partially time-varying coefficient models
Journal of Statistical Planning and Inference | 2010-11-19 | Paper |
Robust estimation in a nonlinear cointegration model
Journal of Multivariate Analysis | 2010-02-12 | Paper |
| scientific article; zbMATH DE number 5629280 (Why is no real title available?) | 2009-11-11 | Paper |
Variable selection in partially time-varying coefficient models
Journal of Nonparametric Statistics | 2009-07-16 | Paper |
Bahadur representation of nonparametric \(M\)-estimators for spatial processes
Acta Mathematica Sinica, English Series | 2009-01-05 | Paper |
Change point estimators by local polynomial fits under a dependence assumption
Journal of Multivariate Analysis | 2008-11-27 | Paper |
Strong approximation for moving average processes under dependence assumptions
Acta Mathematica Scientia. Series B. (English Edition) | 2008-08-06 | Paper |
| The \(L_1\)-norm estimator of conditional median for stationary processes | 2008-07-11 | Paper |
Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence
Journal of Multivariate Analysis | 2007-07-19 | Paper |
A nonparametric test for the change of the density function under association
Journal of Nonparametric Statistics | 2007-07-18 | Paper |
Functional limit theorem for moving average processes generated by dependent random vari\-ables
Progress in Natural Science | 2006-05-03 | Paper |
| scientific article; zbMATH DE number 952617 (Why is no real title available?) | 1997-08-04 | Paper |
| scientific article; zbMATH DE number 562264 (Why is no real title available?) | 1994-05-05 | Paper |
