Jia Chen
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Affiliations
-
University of Macau
/ Economics
Research profile
author of:
- Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series (RePEc:adl:wpaper:2009-02)
by Jia Chen & Jiti Gao & Degui Li - A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model (RePEc:adl:wpaper:2009-16)
by Jia Chen & Jiti Gao & Degui Li - Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects (RePEc:adl:wpaper:2010-08)
by Degui Li & Jia Chen & Jiti Gao - Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (RePEc:adl:wpaper:2010-09)
by Jia Chen & Jiti Gao & Degui Li - Semiparametric Trending Panel Data Models with Cross-Sectional Dependence (RePEc:adl:wpaper:2010-10)
by Jia Chen & Jiti Gao & Degui Li - Estimation in Semiparametric Time Series Regression (RePEc:adl:wpaper:2010-27)
by Jia Chen & Jiti Gao & Degui Li - Estimating Time-Varying Networks for High-Dimensional Time Series (RePEc:arx:papers:2302.02476)
by Jia Chen & Degui Li & Yuning Li & Oliver Linton - Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure (RePEc:arx:papers:2303.13218)
by Xiaorong Yang & Jia Chen & Degui Li & Runze Li - Semiparametric dynamic portfolio choice with multiple conditioning variables (RePEc:azt:cemmap:07/15)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - Semiparametric model averaging of ultra-high dimensional time series (RePEc:azt:cemmap:62/15)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables (RePEc:cam:camdae:1876)
by Chen, J. & Li, D. & Linton, O. - Estimating Time-Varying Networks for High-Dimensional Time Series (RePEc:cam:camdae:2273)
by Chen, J. & Li, D. & Li, Y. & Linton, O. B. - Estimating Time-Varying Networks for High-Dimensional Time Series (RePEc:cam:camjip:2231)
by Chen, J. & Li, D. & Li, Y. & Linton, O. B. - A New Diagnostic Test For Cross-Section Uncorrelatedness In Nonparametric Panel Data Models (RePEc:cup:etheor:v:28:y:2012:i:05:p:1144-1163_00)
by Chen, Jia & Gao, Jiti & Li, Degui - Non‐parametric time‐varying coefficient panel data models with fixed effects (RePEc:ect:emjrnl:v:14:y:2011:i:3:p:387-408)
by Degui Li & Jia Chen & Jiti Gao - Semiparametric trending panel data models with cross-sectional dependence (RePEc:eee:econom:v:171:y:2012:i:1:p:71-85)
by Chen, Jia & Gao, Jiti & Li, Degui - Semiparametric dynamic portfolio choice with multiple conditioning variables (RePEc:eee:econom:v:194:y:2016:i:2:p:309-318)
by Chen, Jia & Li, Degui & Linton, Oliver & Lu, Zudi - A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables (RePEc:eee:econom:v:212:y:2019:i:1:p:155-176)
by Chen, Jia & Li, Degui & Linton, Oliver - Estimation and inference in heterogeneous spatial panels with a multifactor error structure (RePEc:eee:econom:v:229:y:2022:i:1:p:55-79)
by Chen, Jia & Shin, Yongcheol & Zheng, Chaowen - Robust estimation in a nonlinear cointegration model (RePEc:eee:jmvana:v:101:y:2010:i:3:p:706-717)
by Chen, Jia & Li, Degui & Zhang, Lixin - Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (RePEc:eee:jmvana:v:173:y:2019:i:c:p:456-479)
by Chen, Jia & Li, Degui & Xia, Yingcun - Change point estimators by local polynomial fits under a dependence assumption (RePEc:eee:jmvana:v:99:y:2008:i:10:p:2339-2355)
by Lin, Zhengyan & Li, Degui & Chen, Jia - Asymptotics of kernel density estimators on weakly associated random fields (RePEc:eee:stapro:v:78:y:2008:i:18:p:3230-3237)
by Chen, Jia - Response and Adaptation of Farmers’ Livelihood Transformation under the Background of Rural Transformation: Evidence from the Qinling Mountains, China (RePEc:gam:jsusta:v:15:y:2023:i:17:p:13004-:d:1227842)
by Sha Yin & Xinjun Yang & Jia Chen - Semiparametric dynamic portfolio choice with multiple conditioning variables (RePEc:ifs:cemmap:07/15)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - Semiparametric model averaging of ultra-high dimensional time series (RePEc:ifs:cemmap:62/15)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (RePEc:msh:ebswps:2011-12)
by Jia Chen & Jiti Gao & Degui Li - Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects (RePEc:msh:ebswps:2011-14)
by Jia Chen & Jiti Gao & Degui Li - Semiparametric Trending Panel Data Models with Cross-Sectional Dependence (RePEc:msh:ebswps:2011-15)
by Jia Chen & Jiti Gao & Degui Li - Non- and Semi-Parametric Panel Data Models: A Selective Review (RePEc:msh:ebswps:2013-18)
by Jia Chen & Degui Li & Jiti Gao - Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence (RePEc:msh:ebswps:2014-15)
by Jia Chen & Jiti Gao - Unknown item RePEc:oup:emjrnl:v:22:y:2019:i:3:p:223-240. (article)
- Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors (RePEc:spr:metrik:v:66:y:2007:i:3:p:289-303)
by Lin Zhengyan & Li Degui & Chen Jia - Spatial local M-estimation under association (RePEc:spr:metrik:v:67:y:2008:i:1:p:11-29)
by Chen Jia & Zhang Lixin & Li Degui - Local linear M-estimation for spatial processes in fixed-design models (RePEc:spr:metrik:v:71:y:2010:i:3:p:319-340)
by Jia Chen & Li-Xin Zhang - Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (RePEc:taf:emetrv:v:32:y:2013:i:8:p:928-955)
by Jia Chen & Jiti Gao & Degui Li - Variable selection in partially time-varying coefficient models (RePEc:taf:gnstxx:v:21:y:2009:i:5:p:553-566)
by Degui Li & Jia Chen & Zhengyan Lin - Nonparametric homogeneity pursuit in functional-coefficient models (RePEc:taf:gnstxx:v:33:y:2021:i:3-4:p:387-416)
by Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang - Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (RePEc:taf:jnlasa:v:113:y:2018:i:522:p:919-932)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects (RePEc:taf:jnlbes:v:31:y:2013:i:3:p:315-330)
by Jia Chen & Jiti Gao & Degui Li - Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure (RePEc:taf:jnlbes:v:42:y:2024:i:3:p:1026-1040)
by Xiaorong Yang & Jia Chen & Degui Li & Runze Li - Specification testing in nonstationary time series models (RePEc:wly:emjrnl:v:18:y:2015:i:1:p:117-136)
by Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin - Modelling healthcare costs: a semiparametric extension of generalised linear models (RePEc:yor:hectdg:20/03)
by Chen, J.; & Gu, Y.; & Jones, A.M.; & Peng, B.; - Specification Testing in Nonstationary Time Series Models (RePEc:yor:yorken:14/19)
by Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin - Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data (RePEc:yor:yorken:14/26)
by Jia Chen & Degui Li & Hua Liang & Suojin Wang - Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables (RePEc:yor:yorken:15/01)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models (RePEc:yor:yorken:15/17)
by Jia Chen & Degui Li & Yingcun Xia - Semiparametric Model Averaging of Ultra-High Dimensional Time Series (RePEc:yor:yorken:15/18)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables (RePEc:yor:yorken:18/14)
by Jia Chen & Degui Li & Oliver Linton - Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models (RePEc:yor:yorken:18/15)
by Jia Chen - Nonparametric Homogeneity Pursuit in Functional-Coefficient Models (RePEc:yor:yorken:19/03)
by Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang - Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure (RePEc:yor:yorken:20/03)
by Jia Chen & Yongcheol Shin & Chaowen Zheng