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De-Gui Li · SciRah

Researcher profile · Semantic Scholar

De-Gui Li

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De-Gui Li — researcher profile on SciRah

h-index: 21
Works: 96
Citations: 1,629

Most-cited papers

Nonparametric Time – Varying Coefficient Panel Data Models with Fixed Effects
Jia Chen, De-Gui Li, Ji-Ti Gao
2010158 citations Open access
Semantic Scholar
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence
Jia Chen, Ji-Ti Gao, De-Gui Li
2012126 citations Open access
Semantic Scholar
Long-Range Dependent Curve Time Series
De-Gui Li, P. Robinson, Han-Lin Shang
2020Journal of the American Statistical Association111 citations Open access
Semantic Scholar
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
Xiao-Rong Yang, Jia Chen, De-Gui Li, Run-Ze Li
2023Journal of business & economic statistics102 citations Open access
Semantic Scholar
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
Jia Chen, De-Gui Li, O. Linton, Zudi Lu
201865 citations Open access
Semantic Scholar
A flexible semiparametric forecasting model for time series
De-Gui Li, O. Linton, Zudi Lu
201564 citations Open access
Semantic Scholar
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
X. Chen, Ji-Ti Gao, De-Gui Li, P. Silvapulle
201861 citations Open access
Semantic Scholar
Estimating Smooth Structural Change in Cointegration Models
Peter C. B. Phillips, De-Gui Li, Ji-Ti Gao
201756 citations Open access
Semantic Scholar
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects
Jia Chen, Ji-Ti Gao, De-Gui Li
201349 citations Open access
Semantic Scholar
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS
Jia Chen, Ji-Ti Gao, De-Gui Li
2012Econometric Theory37 citations Open access
Semantic Scholar
Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
De-Gui Li, Y. Ke, Wen-Yang Zhang
201536 citations Open access
Semantic Scholar
Statistical inference in partially time-varying coefficient models
De-Gui Li, Jia Chen, Zheng-Yan Lin
201135 citations
Semantic Scholar
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES
Ji-Ti Gao, S. Kanaya, De-Gui Li, D. Tjøstheim
2014Econometric Theory34 citations Open access
Semantic Scholar
Semiparametric GEE analysis in partially linear single-index models for longitudinal data
Jia Chen, De-Gui Li, Hua Liang, Suo-Jin Wang
201531 citations Open access
Semantic Scholar
Nonparametric Estimation of Large Covariance Matrices with Conditional Sparsity
Han-Chao Wang, B. Peng, De-Gui Li, Chen-Lei Leng
2020Social Science Research Network29 citations Open access
Semantic Scholar
Estimation in semi-parametric regression with non-stationary regressors
Jia Chen, Ji-Ti Gao, De-Gui Li
201229 citations Open access
Semantic Scholar
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES
De-Gui Li, Zudi Lu, O. Linton
2012Econometric Theory28 citations Open access
Semantic Scholar
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
Jia Chen, Ji-Ti Gao, De-Gui Li
201327 citations Open access
Semantic Scholar
Generalized nonparametric smoothing with mixed discrete and continuous data
De-Gui Li, L. Simar, V. Zelenyuk
2016Computational Statistics & Data Analysis26 citations Open access
Semantic Scholar
Local Linear M‐estimation in non‐parametric spatial regression
Zheng-Yan Lin, De-Gui Li, Ji-Ti Gao
200926 citations
Semantic Scholar
Local Whittle estimation of long‐range dependence for functional time series
De-Gui Li, P. Robinson, Han-Lin Shang
2020Journal of Time Series Analysis22 citations Open access
Semantic Scholar
Non‐Parametric Time‐Varying Coefficient Panel Data Models with Fixed Effects
De-Gui Li, Jia Chen, Ji-Ti Gao
201122 citations
Semantic Scholar
Detection of Multiple Structural Breaks in Large Covariance Matrices
Yu-Ning Li, De-Gui Li, P. Fryzlewicz
2022Journal of Business & Economic Statistics20 citations Open access
Semantic Scholar
Local Composite Quantile Regression Smoothing for Harris Recurrent Markov Processes
De-Gui Li, Run-Ze Li
2016Journal of Econometrics20 citations Open access
Semantic Scholar
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
De-Gui Li, Peter C. B. Phillips, Ji-Ti Gao
2020Journal of Econometrics19 citations Open access
Semantic Scholar
Estimation in nonlinear regression with Harris recurrent Markov chains
De-Gui Li, D. Tjøstheim, Ji-Ti Gao
201619 citations Open access
Semantic Scholar
Nonstationary fractionally integrated functional time series
De-Gui Li, P. Robinson, Han-Lin Shang
2023Bernoulli18 citations Open access
Semantic Scholar
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
De-Gui Li, Qi Li, Zheng Li
2020Journal of business & economic statistics18 citations Open access
Semantic Scholar
Estimation in generalised varying-coefficient models with unspecified link functions
Wen-Yang Zhang, De-Gui Li, Ying-Cun Xia
201518 citations
Semantic Scholar
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION
De-Gui Li, P. Phillips, Ji-Ti Gao
2015Econometric Theory18 citations Open access
Semantic Scholar
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Jia Chen, De-Gui Li, Oliver B. Linton
2019Journal of Econometrics17 citations Open access
Semantic Scholar
Estimation of semi-varying coefficient models with nonstationary regressors
Kun-Peng Li, De-Gui Li, Zhongwen Liang, C. Hsiao
201717 citations Open access
Semantic Scholar
Detection and estimation of structural breaks in high-dimensional functional time series
De-Gui Li, Runze Li, Lin-Shang Han
2023Annals of Statistics16 citations Open access
Semantic Scholar
Estimating time-varying networks for high-dimensional time series
Jia Chen, De-Gui Li, Yu-Ning Li, Oliver Linton
2023Journal of Econometrics14 citations Open access
Semantic Scholar
Robust estimation in a nonlinear cointegration model
Jia Chen, De-Gui Li, Li-Xin Zhang
2010Journal of Multivariate Analysis14 citations Open access
Semantic Scholar
Nonparametric homogeneity pursuit in functional-coefficient models
Jia Chen, De-Gui Li, Ling-Ling Wei, Wen-Yang Zhang
2021Journal of nonparametric statistics (Print)13 citations Open access
Semantic Scholar
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Xi-Rong Chen, De-Gui Li, Qi Li, Zheng Li
2019Journal of Econometrics13 citations Open access
Semantic Scholar
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables
Jia Chen, De-Gui Li, O. Linton, Zudi Lu
201513 citations Open access
Semantic Scholar
Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence
Zheng-Yan Lin, De-Gui Li
200712 citations Open access
Semantic Scholar
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series
Ji-Ti Gao, Jia Chen, De-Gui Li
201010 citations Open access
Semantic Scholar
Local linear M-estimators in null recurrent time series
Zheng-Yan Lin, De-Gui Li, Jia Chen
200910 citations
Semantic Scholar
Change point estimators by local polynomial fits under a dependence assumption
Zheng-Yan Lin, De-Gui Li, Jia Chen
200810 citations Open access
Semantic Scholar
Non- and Semi-Parametric Panel Data Models: A Selective Review
Jia Chen, De-Gui Li, Ji-Ti Gao
20139 citations Open access
Semantic Scholar
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures
Chen-Lei Leng, De-Gui Li, Han-Lin Shang, Ying-Cun Xia
2024Journal of Business & Economic Statistics8 citations
Semantic Scholar
Computing highly accurate confidence limits from discrete data using importance sampling
Chris J. Lloyd, De-Gui Li
2013Statistics and computing8 citations
Semantic Scholar
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions
De-Gui Li, L. Simar, V. Zelenyuk
20118 citations
Semantic Scholar
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model
Jia Chen, Ji-Ti Gao, De-Gui Li
20098 citations
Semantic Scholar
Estimation in Semiparametric Time Series Regression
Jia Chen, Ji-Ti Gao, De-Gui Li
20117 citations Open access
Semantic Scholar
ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG‐ AND SHORT‐RANGE‐DEPENDENT STRUCTURES
Ji-Ti Gao, De-Gui Li, Zheng-Yan Lin
20097 citations
Semantic Scholar
Robust nonlinear regression estimation in null recurrent time series
Francesco Bravo, De-Gui Li, D. Tjøstheim
20206 citations Open access
Semantic Scholar

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Ji-Ti Gao×19
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Zheng-Yan Lin×6
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