42 citations · 83 across the 4 of their papers we have counts for
4 papers
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
Xiaorong Yang, Jia Chen, Degui Li +1
This paper considers estimating functional-coefficient models in panel quantile regression with individual effects, allowing the cross-sectional and temporal dependence for large p…
Estimating Time-Varying Networks for High-Dimensional Time Series
Jia Chen, Degui Li, Yuning Li +1
We explore time-varying networks for high-dimensional locally stationary time series, using the large VAR model framework with both the transition and (error) precision matrices ev…
Semiparametric GEE analysis in partially linear single-index models for longitudinal data
Jia Chen, Degui Li, Hua Liang +1
In this article, we study a partially linear single-index model for longitudinal data under a general framework which includes both the sparse and dense longitudinal data cases. A…
Estimation in semi-parametric regression with non-stationary regressors
Jia Chen, Jiti Gao, Degui Li
In this paper, we consider a partially linear model of the form , , where is a null recurrent Markov chain, is a sequenc…