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

Journal of the American Statistical Association, 2018-04, Vol.113 (522), p.919-932

2018

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Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models

Journal of business & economic statistics, 2018-01, Vol.36 (1), p.88-100

2018

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First-principles calculation of phase stability and elastic properties of CrxMoNbTiV refractory high-entropy alloys

AIP advances, 2023-09, Vol.13 (9), p.095222-095222-9

2023

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Estimation of Large Dynamic Covariance Matrices: A Selective Review

Econometrics and statistics, 2024-01, Vol.29, p.16-30

Li, Degui

2024

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Deep learning empowering design for selective solar absorber

Nanophotonics (Berlin, Germany), 2023-09, Vol.12 (18), p.3589-3601

2023

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Design and Numerical Analysis of Ultra-Broadband Absorber with Chimney Type Structure

Photonics, 2023-07, Vol.10 (7), p.742

2023

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Multifunctional daytime radiative cooler resistant to UV aging

Solar energy materials and solar cells, 2024-10, Vol.276, p.113047, Article 113047

2024

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Local composite quantile regression smoothing for Harris recurrent Markov processes

Journal of econometrics, 2016-09, Vol.194 (1), p.44-56

2016

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Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks

Journal of the American Statistical Association, 2016-12, Vol.111 (516), p.1804-1819

2016

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Statistical inference in partially time-varying coefficient models

Journal of statistical planning and inference, 2011-02, Vol.141 (2), p.995-1013

2011

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A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables

Journal of econometrics, 2019-09, Vol.212 (1), p.155-176

2019

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Problems and Countermeasures in Wumeng Native Chicken Industry

Animal husbandry and feed science, 2017-04, Vol.9 (2), p.71-73

2017

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Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data

Journal of business & economic statistics, 2021-07, Vol.39 (3), p.741-756

2021

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A flexible semiparametric forecasting model for time series

Journal of econometrics, 2015-07, Vol.187 (1), p.345-357

2015

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Long-Range Dependent Curve Time Series

Journal of the American Statistical Association, 2020-04, Vol.115 (530), p.957-971

2020

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Nonparametric estimation of large covariance matrices with conditional sparsity

Journal of econometrics, 2021-07, Vol.223 (1), p.53-72

2021

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Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure

Journal of business & economic statistics, 2024-07, Vol.42 (3), p.1026-1040

2024

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Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors

Journal of statistical planning and inference, 2011-09, Vol.141 (9), p.3035-3046

2011

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MODEL SELECTION AND STRUCTURE SPECIFICATION IN ULTRA-HIGH DIMENSIONAL GENERALISED SEMI-VARYING COEFFICIENT MODELS

The Annals of statistics, 2015-12, Vol.43 (6), p.2676-2705

2015

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Overexpressed miR-9 promotes tumor metastasis via targeting E-cadherin in serous ovarian cancer

Frontiers of medicine, 2017-06, Vol.11 (2), p.214-222

2017

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Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates

Journal of econometrics, 2019-10, Vol.212 (2), p.433-450

2019

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Robust nonlinear regression estimation in null recurrent time series

Journal of econometrics, 2021-10, Vol.224 (2), p.416-438

2021

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Impact of a Gold Nanocolloid Electrolyte on Li2O2 Morphology and Performance of a Lithium–Oxygen Battery

ACS applied materials & interfaces, 2021-01, Vol.13 (3), p.4062-4071

2021

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Robust estimation in a nonlinear cointegration model

Journal of multivariate analysis, 2010-03, Vol.101 (3), p.706-717

2010

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Crystal structure and magnetic properties of Al2NdNi3 studied by experimental and first-principles

Journal of solid state chemistry, 2021-09, Vol.301, p.122321, Article 122321

2021

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

Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models

First-principles calculation of phase stability and elastic properties of CrxMoNbTiV refractory high-entropy alloys

Estimation of Large Dynamic Covariance Matrices: A Selective Review

Deep learning empowering design for selective solar absorber

Design and Numerical Analysis of Ultra-Broadband Absorber with Chimney Type Structure

Multifunctional daytime radiative cooler resistant to UV aging

Local composite quantile regression smoothing for Harris recurrent Markov processes

Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks

Statistical inference in partially time-varying coefficient models

A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables

Problems and Countermeasures in Wumeng Native Chicken Industry

Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data

A flexible semiparametric forecasting model for time series

Long-Range Dependent Curve Time Series

Nonparametric estimation of large covariance matrices with conditional sparsity

Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure

Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors

MODEL SELECTION AND STRUCTURE SPECIFICATION IN ULTRA-HIGH DIMENSIONAL GENERALISED SEMI-VARYING COEFFICIENT MODELS

Overexpressed miR-9 promotes tumor metastasis via targeting E-cadherin in serous ovarian cancer

Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates

Robust nonlinear regression estimation in null recurrent time series

Impact of a Gold Nanocolloid Electrolyte on Li2O2 Morphology and Performance of a Lithium–Oxygen Battery

Robust estimation in a nonlinear cointegration model

Crystal structure and magnetic properties of Al2NdNi3 studied by experimental and first-principles

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