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Details about Jia Chen

E-mail:
Homepage:https://www.york.ac.uk/economics/our-people/staff-profiles/jia-chen/
Postal address:Department of Economics and Related Studies University of York, Heslington York, YO10 5DD, UK
Workplace:Department of Economics and Related Studies, University of York, (more information at EDIRC)

Access statistics for papers by Jia Chen.

Last updated 2019-07-18. Update your information in the RePEc Author Service.

Short-id: pch1085


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Working Papers

2019

  1. Nonparametric Homogeneity Pursuit in Functional-Coefficient Models
    Discussion Papers, Department of Economics, University of York Downloads

2018

  1. A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables
    Discussion Papers, Department of Economics, University of York Downloads
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2018) Downloads
  2. Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models
    Discussion Papers, Department of Economics, University of York Downloads

2015

  1. New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models
    Discussion Papers, Department of Economics, University of York Downloads
  2. Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables
    Discussion Papers, Department of Economics, University of York Downloads View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2016)
  3. Semiparametric Model Averaging of Ultra-High Dimensional Time Series
    Discussion Papers, Department of Economics, University of York Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads

2014

  1. Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data
    Discussion Papers, Department of Economics, University of York Downloads View citations (2)
  2. 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 Downloads
  3. Specification Testing in Nonstationary Time Series Models
    Discussion Papers, Department of Economics, University of York Downloads
    See also Journal Article in Econometrics Journal (2015)

2013

  1. 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 Downloads View citations (2)

2011

  1. 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 Downloads View citations (4)
    See also Journal Article in Journal of Business & Economic Statistics (2013)
  2. 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 Downloads View citations (5)
    Also in School of Economics Working Papers, University of Adelaide, School of Economics (2010) Downloads View citations (3)

    See also Journal Article in Econometric Reviews (2013)
  3. Semiparametric Trending Panel Data Models with Cross-Sectional Dependence
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
    Also in School of Economics Working Papers, University of Adelaide, School of Economics (2010) Downloads View citations (8)

    See also Journal Article in Journal of Econometrics (2012)

2010

  1. Estimation in Semiparametric Time Series Regression
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads View citations (4)
  2. Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads View citations (7)
    See also Journal Article in Econometrics Journal (2011)

2009

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

Journal Articles

2018

  1. Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
    Journal of the American Statistical Association, 2018, 113, (522), 919-932 Downloads View citations (3)

2016

  1. Semiparametric dynamic portfolio choice with multiple conditioning variables
    Journal of Econometrics, 2016, 194, (2), 309-318 Downloads View citations (2)
    See also Working Paper (2015)

2015

  1. Specification testing in nonstationary time series models
    Econometrics Journal, 2015, 18, (1), 117-136 Downloads View citations (1)
    See also Working Paper (2014)

2013

  1. Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects
    Journal of Business & Economic Statistics, 2013, 31, (3), 315-330 Downloads View citations (14)
    See also Working Paper (2011)
  2. Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
    Econometric Reviews, 2013, 32, (8), 928-955 Downloads View citations (10)
    See also Working Paper (2011)

2012

  1. A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS
    Econometric Theory, 2012, 28, (5), 1144-1163 Downloads View citations (20)
  2. Semiparametric trending panel data models with cross-sectional dependence
    Journal of Econometrics, 2012, 171, (1), 71-85 Downloads View citations (26)
    See also Working Paper (2011)

2011

  1. Non‐parametric time‐varying coefficient panel data models with fixed effects
    Econometrics Journal, 2011, 14, (3), 387-408 Downloads View citations (28)
    See also Working Paper (2010)

2010

  1. Local linear M-estimation for spatial processes in fixed-design models
    Metrika: International Journal for Theoretical and Applied Statistics, 2010, 71, (3), 319-340 Downloads
  2. Robust estimation in a nonlinear cointegration model
    Journal of Multivariate Analysis, 2010, 101, (3), 706-717 Downloads View citations (9)

2009

  1. Variable selection in partially time-varying coefficient models
    Journal of Nonparametric Statistics, 2009, 21, (5), 553-566 Downloads View citations (3)

2008

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

2007

  1. 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 Downloads
 
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