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  1. Li, Degui [Author] ; Phillips, Peter C. B. [Other]; Gao, Jiti [Other]

    Kernel-Based Inference in Time-Varying Coefficient Cointegrating Regression

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    [S.l.]: SSRN, [2018]

    Published in: Cowles Foundation Discussion Paper ; No. 2109

  2. Li, Degui [Author] ; liu, weidong [Other]; Wang, Qiying [Other]; Wu, Wei Biao [Other]

    Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity

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    [S.l.]: SSRN, [2015]

  3. Li, Degui [Author] ; Phillips, Peter C. B. [Other]; Gao, Jiti [Other]

    Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression

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    [S.l.]: SSRN, [2013]

    Published in: Cowles Foundation Discussion Paper ; No. 1929

  4. Phillips, Peter C. B. [Author] ; Li, Degui [Other]; Gao, Jiti [Other]

    Estimating Smooth Structural Change in Cointegration Models

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    [S.l.]: SSRN, [2013]

    Published in: Cowles Foundation Discussion Paper ; No. 1910

  5. Li, Yu-Ning [Author]; Li, Degui [Author]; Fryzlewicz, Piotr [Author]

    Detection of multiple structural breaks in large covariance matrices

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    2023

    Published in: Journal of business & economic statistics ; 41(2023), 3, Seite 846-861

  6. Chen, Jia [Author] ; Li, Degui [Other]; Linton, Oliver B. [Other]

    A New Semiparametric Estimation Approach of Large Dynamic Covariance Matrices with Multiple Conditioning Variables

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    [S.l.]: SSRN, [2018]

  7. Wang, Hanchao [Author] ; Peng, Bin [Other]; Li, Degui [Other]; Leng, Chenlei [Other]

    Nonparametric Estimation of Large Covariance Matrices with Conditional Sparsity

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    [S.l.]: SSRN, [2020]

  8. Chen, Jia [Author] ; Li, Degui [Other]; Linton, Oliver B. [Other]; Lu, Zudi [Other]

    Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series

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    [S.l.]: SSRN, [2016]

  9. Chen, Xiangjin Bruce [Author] ; Gao, Jiti [Other]; Li, Degui [Other]; Silvapulle, Param [Other]

    Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models

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    [S.l.]: SSRN, [2013]

  10. Chen, Jia [Author] ; Gao, Jiti [Other]; Li, Degui [Other]; Lin, Zhengyan [Other]

    Nonparametric Specification Testing in Nonlinear and Nonstationary Time Series Models : Theory and Practice

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    [S.l.]: SSRN, [2013]

  11. Chen, Jia [Author]; Li, Degui [Author]; Linton, Oliver [Author]

    A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables - [Version: October 24, 2018]

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    York: Department of Economics and Related Studies, University of York, [2018]

    Published in: Discussion papers in economics ; 201814

  12. Chen, Jia [Author]; Li, Degui [Author]; Linton, Oliver [Author]

    A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables - [version: October 24, 2018]

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    Cambridge: University of Cambridge, Faculty of Economics, 24 October 2018

    Published in: Cambridge working papers in economics ; 2018,76 - Cambridge-INET working papers ; 2018,24