Degui Li
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Affiliations
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Department of Mathematics, University of York
- http://maths.york.ac.uk/www/Home
- location: York, UK
Research profile
author of:
- Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series (RePEc:aah:create:2013-29)
by Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim - 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 - Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series (RePEc:adl:wpaper:2009-26)
by Jiti Gao & Degui Li & Dag Tjostheim - 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 - To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression (RePEc:aiz:louvad:2013025)
by Li, Degui & Simar, Leopold & Zelenyuk, Valentin - Generalized nonparametric smoothing with mixed discrete and continuous data (RePEc:aiz:louvar:2016020)
by Li, Degui & Simar, Leopold & Zelenyuk, Valentin - Estimating Time-Varying Networks for High-Dimensional Time Series (RePEc:arx:papers:2302.02476)
by Jia Chen & Degui Li & Yuning Li & Oliver Linton - Inference of Grouped Time-Varying Network Vector Autoregression Models (RePEc:arx:papers:2303.10117)
by Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu - 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 - Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series (RePEc:arx:papers:2304.07003)
by Degui Li & Runze Li & Han Lin Shang - Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data (RePEc:arx:papers:2307.01348)
by Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang - Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures (RePEc:arx:papers:2401.05784)
by Chenlei Leng & Degui Li & Hanlin Shang & Yingcun Xia - Semiparametric dynamic portfolio choice with multiple conditioning variables (RePEc:azt:cemmap:07/15)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - A flexible semiparametric model for time series (RePEc:azt:cemmap:28/12)
by 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 - Local Linear M‐estimation in non‐parametric spatial regression (RePEc:bla:jtsera:v:30:y:2009:i:3:p:286-314)
by Zhengyan Lin & Degui Li & Jiti Gao - Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (RePEc:bla:jtsera:v:41:y:2020:i:3:p:367-386)
by Degui Li & Jiraroj Tosasukul & Wenyang Zhang - Local Whittle estimation of long‐range dependence for functional time series (RePEc:bla:jtsera:v:42:y:2021:i:5-6:p:685-695)
by Degui Li & Peter M. Robinson & Han Lin Shang - Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate (RePEc:cep:stiecm:549)
by Degui Li & Oliver Linton & Zudi Lu - 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 - Local Linear Fitting Under Near Epoch Dependence: Uniform Consistency With Convergence Rates (RePEc:cup:etheor:v:28:y:2012:i:05:p:935-958_00)
by Li, Degui & Lu, Zudi & Linton, Oliver - Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series (RePEc:cup:etheor:v:31:y:2015:i:05:p:911-952_00)
by Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag - Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression (RePEc:cup:etheor:v:32:y:2016:i:03:p:655-685_00)
by Li, Degui & Phillips, Peter C. B. & Gao, Jiti - Estimating Smooth Structural Change in Cointegration Models (RePEc:cwl:cwldpp:1910)
by Peter C.B. Phillips & Degui Li & Jiti Gao - Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression (RePEc:cwl:cwldpp:1929)
by Degui Li & Peter C.B. Phillips & Jiti Gao - Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression (RePEc:cwl:cwldpp:2109)
by Degui Li & Peter C.B. Phillips & Jiti Gao - 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 - Generalized nonparametric smoothing with mixed discrete and continuous data (RePEc:eee:csdana:v:100:y:2016:i:c:p:424-444)
by Li, Degui & Simar, Léopold & Zelenyuk, Valentin - 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 - Estimation in generalised varying-coefficient models with unspecified link functions (RePEc:eee:econom:v:187:y:2015:i:1:p:238-255)
by Zhang, Wenyang & Li, Degui & Xia, Yingcun - A flexible semiparametric forecasting model for time series (RePEc:eee:econom:v:187:y:2015:i:1:p:345-357)
by Li, Degui & Linton, Oliver & Lu, Zudi - Local composite quantile regression smoothing for Harris recurrent Markov processes (RePEc:eee:econom:v:194:y:2016:i:1:p:44-56)
by Li, Degui & Li, Runze - 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 - Estimating smooth structural change in cointegration models (RePEc:eee:econom:v:196:y:2017:i:1:p:180-195)
by Phillips, Peter C.B. & Li, Degui & Gao, Jiti - 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 - Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (RePEc:eee:econom:v:212:y:2019:i:2:p:433-450)
by Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng - Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression (RePEc:eee:econom:v:215:y:2020:i:2:p:607-632)
by Li, Degui & Phillips, Peter C.B. & Gao, Jiti - Nonparametric estimation of large covariance matrices with conditional sparsity (RePEc:eee:econom:v:223:y:2021:i:1:p:53-72)
by Wang, Hanchao & Peng, Bin & Li, Degui & Leng, Chenlei - Robust nonlinear regression estimation in null recurrent time series (RePEc:eee:econom:v:224:y:2021:i:2:p:416-438)
by Bravo, Francesco & Li, Degui & Tjøstheim, Dag - Estimation of Large Dynamic Covariance Matrices: A Selective Review (RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30)
by Li, Degui - 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 - Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence (RePEc:eee:jmvana:v:98:y:2007:i:6:p:1214-1230)
by Lin, Zhengyan & Li, Degui - 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 - Detection of multiple structural breaks in large covariance matrices (RePEc:ehl:lserod:115026)
by Li, Yu-Ning & Li, Degui & Fryzlewicz, Piotr - Loch linear fitting under near epoch dependence: uniform consistency with convergence rate (RePEc:ehl:lserod:58160)
by Li, Degui & Lu, Zudi & Linton, Oliver - Semiparametric dynamic portfolio choice with multiple conditioning variables (RePEc:ifs:cemmap:07/15)
by Jia Chen & Degui Li & Oliver Linton & Zudi Lu - A flexible semiparametric model for time series (RePEc:ifs:cemmap:28/12)
by 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 - Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data (RePEc:liv:livedp:202212)
by Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang - Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (RePEc:msh:ebswps:2011-12)
by Jia Chen & Jiti Gao & Degui Li - Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series (RePEc:msh:ebswps:2011-13)
by Jiti Gao & Degui Li & Dag Tjøstheim - 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 - Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates (RePEc:msh:ebswps:2011-16)
by Degui Li & Zudi Lu & Oliver Linton - Nonlinear Regression with Harris Recurrent Markov Chains (RePEc:msh:ebswps:2012-14)
by Degui Li & Dag Tjøstheim & Jiti Gao - A Flexible Semiparametric Model for Time Series (RePEc:msh:ebswps:2012-17)
by Degui Li & Oliver Linton & Zudi Lu - Non- and Semi-Parametric Panel Data Models: A Selective Review (RePEc:msh:ebswps:2013-18)
by Jia Chen & Degui Li & Jiti Gao - Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors (RePEc:msh:ebswps:2013-2)
by Kunpeng Li & Degui Li & Zhongwen Lian & Cheng Hsiao - Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models (RePEc:msh:ebswps:2013-21)
by Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle - Estimating Smooth Structural Change in Cointegration Models (RePEc:msh:ebswps:2013-22)
by Peter C. B. Phillips & Degui Li & Jiti Gao - Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression (RePEc:msh:ebswps:2013-27)
by Degui Li & Peter C. B. Phillips & Jiti Gao - Kernel-based inference in time-varying coefficient models with multiple integrated regressors (RePEc:msh:ebswps:2017-11)
by Degui Li & Peter CB Phillips & Jiti Gao - Inference of Grouped Time-Varying Network Vector Autoregression Models (RePEc:msh:ebswps:2023-5)
by Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu - Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks (RePEc:siu:wpaper:12-2015)
by Degui Li & Junhui Qian & Su Liangjun - 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 - 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 - Estimation of semi-varying coefficient models with nonstationary regressors (RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:354-369)
by Kunpeng Li & Degui Li & Zhongwen Liang & Cheng Hsiao - 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 - Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks (RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1804-1819)
by Degui Li & Junhui Qian & Liangjun Su - 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 - Long-Range Dependent Curve Time Series (RePEc:taf:jnlasa:v:115:y:2020:i:530:p:957-971)
by Degui Li & Peter M. Robinson & Han Lin Shang - 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 - Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models (RePEc:taf:jnlbes:v:36:y:2018:i:1:p:88-100)
by Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle - Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data (RePEc:taf:jnlbes:v:39:y:2021:i:3:p:741-756)
by Degui Li & Qi Li & Zheng Li - Detection of Multiple Structural Breaks in Large Covariance Matrices (RePEc:taf:jnlbes:v:41:y:2023:i:3:p:846-861)
by Yu-Ning Li & Degui Li & Piotr Fryzlewicz - 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 - 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 - Nonparametric Homogeneity Pursuit in Functional-Coefficient Models (RePEc:yor:yorken:19/03)
by Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang