Details about Jia Chen

Access statistics for papers by Jia Chen.

Last updated 2024-08-25. Update your information in the RePEc Author Service.

Short-id: pch1085

Working Papers

2025

1. IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects
   Papers, arXiv.org

2023

2. Estimating Time-Varying Networks for High-Dimensional Time Series
   Papers, arXiv.org View citations (2)
   Also in Janeway Institute Working Papers, Faculty of Economics, University of Cambridge (2022)
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2022)
3. Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
   Papers, arXiv.org
   See also Journal Article Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure, Journal of Business & Economic Statistics, Taylor & Francis Journals (2024) (2024)

2020

4. Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure
   Discussion Papers, Department of Economics, University of York View citations (1)
5. Modelling healthcare costs: a semiparametric extension of generalised linear models
   Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York

2019

6. Nonparametric Homogeneity Pursuit in Functional-Coefficient Models
   Discussion Papers, Department of Economics, University of York
   See also Journal Article Nonparametric homogeneity pursuit in functional-coefficient models, Journal of Nonparametric Statistics, Taylor & Francis Journals (2021) View citations (1) (2021)

2018

7. A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
   Also in Discussion Papers, Department of Economics, University of York (2018)
   See also Journal Article A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables, Journal of Econometrics, Elsevier (2019) View citations (17) (2019)
8. Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models
   Discussion Papers, Department of Economics, University of York
   See also Journal Article Estimating latent group structure in time-varying coefficient panel data models, The Econometrics Journal, Royal Economic Society (2019) View citations (5) (2019)

2015

9. New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models
   Discussion Papers, Department of Economics, University of York
10. Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables
    Discussion Papers, Department of Economics, University of York View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (3)
    CeMMAP working papers, Institute for Fiscal Studies (2015)
    See also Journal Article Semiparametric dynamic portfolio choice with multiple conditioning variables, Journal of Econometrics, Elsevier (2016) View citations (7) (2016)
11. Semiparametric Model Averaging of Ultra-High Dimensional Time Series
    Discussion Papers, Department of Economics, University of York
    Also in CeMMAP working papers, Institute for Fiscal Studies (2015)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)

2014

12. Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data
    Discussion Papers, Department of Economics, University of York View citations (2)
13. Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
14. Specification Testing in Nonstationary Time Series Models
    Discussion Papers, Department of Economics, University of York
    See also Journal Article Specification testing in nonstationary time series models, Econometrics Journal, Royal Economic Society (2015) View citations (5) (2015)

2013

15. Non- and Semi-Parametric Panel Data Models: A Selective Review
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)

2011

16. Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
    See also Journal Article Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects, Journal of Business & Economic Statistics, Taylor & Francis Journals (2013) View citations (32) (2013)
17. Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
    Also in School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy (2010) View citations (4)
    See also Journal Article Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions, Econometric Reviews, Taylor & Francis Journals (2013) View citations (13) (2013)
18. Semiparametric Trending Panel Data Models with Cross-Sectional Dependence
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
    Also in School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy (2010) View citations (8)
    See also Journal Article Semiparametric trending panel data models with cross-sectional dependence, Journal of Econometrics, Elsevier (2012) View citations (63) (2012)

2010

19. Estimation in Semiparametric Time Series Regression
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy View citations (6)
20. Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy View citations (8)
    See also Journal Article Non‐parametric time‐varying coefficient panel data models with fixed effects, Econometrics Journal, Royal Economic Society (2011) View citations (78) (2011)

2009

21. A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy View citations (9)
22. Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy View citations (5)

Journal Articles

2024

1. Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
   Journal of Business & Economic Statistics, 2024, 42, (3), 1026-1040
   See also Working Paper Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure, Papers (2023) (2023)

2023

2. Response and Adaptation of Farmers’ Livelihood Transformation under the Background of Rural Transformation: Evidence from the Qinling Mountains, China
   Sustainability, 2023, 15, (17), 1-19

2022

3. Estimation and inference in heterogeneous spatial panels with a multifactor error structure
   Journal of Econometrics, 2022, 229, (1), 55-79 View citations (5)

2021

4. Nonparametric homogeneity pursuit in functional-coefficient models
   Journal of Nonparametric Statistics, 2021, 33, (3-4), 387-416 View citations (1)
   See also Working Paper Nonparametric Homogeneity Pursuit in Functional-Coefficient Models, Discussion Papers (2019) (2019)

2019

5. A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
   Journal of Econometrics, 2019, 212, (1), 155-176 View citations (17)
   See also Working Paper A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables, Cambridge Working Papers in Economics (2018) (2018)
6. Estimating latent group structure in time-varying coefficient panel data models
   The Econometrics Journal, 2019, 22, (3), 223-240 View citations (5)
   See also Working Paper Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models, Discussion Papers (2018) (2018)
7. Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
   Journal of Multivariate Analysis, 2019, 173, (C), 456-479

2018

8. Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
   Journal of the American Statistical Association, 2018, 113, (522), 919-932 View citations (23)

2016

9. Semiparametric dynamic portfolio choice with multiple conditioning variables
   Journal of Econometrics, 2016, 194, (2), 309-318 View citations (7)
   See also Working Paper Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables, Discussion Papers (2015) View citations (3) (2015)

2015

10. Specification testing in nonstationary time series models
    Econometrics Journal, 2015, 18, (1), 117-136 View citations (5)
    See also Working Paper Specification Testing in Nonstationary Time Series Models, Discussion Papers (2014) (2014)

2013

11. Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects
    Journal of Business & Economic Statistics, 2013, 31, (3), 315-330 View citations (32)
    See also Working Paper Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects, Monash Econometrics and Business Statistics Working Papers (2011) View citations (5) (2011)
12. Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
    Econometric Reviews, 2013, 32, (8), 928-955 View citations (13)
    See also Working Paper Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions, Monash Econometrics and Business Statistics Working Papers (2011) View citations (5) (2011)

2012

13. A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS
    Econometric Theory, 2012, 28, (5), 1144-1163 View citations (32)
14. Semiparametric trending panel data models with cross-sectional dependence
    Journal of Econometrics, 2012, 171, (1), 71-85 View citations (63)
    See also Working Paper Semiparametric Trending Panel Data Models with Cross-Sectional Dependence, Monash Econometrics and Business Statistics Working Papers (2011) View citations (5) (2011)

2011

15. Non‐parametric time‐varying coefficient panel data models with fixed effects
    Econometrics Journal, 2011, 14, (3), 387-408 View citations (78)
    See also Working Paper Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects, School of Economics and Public Policy Working Papers (2010) View citations (8) (2010)

2010

16. Local linear M-estimation for spatial processes in fixed-design models
    Metrika: International Journal for Theoretical and Applied Statistics, 2010, 71, (3), 319-340
17. Robust estimation in a nonlinear cointegration model
    Journal of Multivariate Analysis, 2010, 101, (3), 706-717 View citations (12)

2009

18. Variable selection in partially time-varying coefficient models
    Journal of Nonparametric Statistics, 2009, 21, (5), 553-566 View citations (4)

2008

19. Asymptotics of kernel density estimators on weakly associated random fields
    Statistics & Probability Letters, 2008, 78, (18), 3230-3237 View citations (1)
20. Change point estimators by local polynomial fits under a dependence assumption
    Journal of Multivariate Analysis, 2008, 99, (10), 2339-2355 View citations (2)
21. Spatial local M-estimation under association
    Metrika: International Journal for Theoretical and Applied Statistics, 2008, 67, (1), 11-29

2007

22. Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
    Metrika: International Journal for Theoretical and Applied Statistics, 2007, 66, (3), 289-303