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Degui Li

Global rank #3985 95%

Institution: University of Macau

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/deguiliswebsite/home

First Publication: 2012

Most Recent: 2024

RePEc ID: pli664 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.02 0.00 0.00 6.03
Last 10 Years 0.00 7.54 2.51 0.00 17.60
All Time 0.00 10.22 4.36 0.00 24.80

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 14.64

Publications (23)

Year Article Journal Tier Authors
2024 Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure Journal of Business & Economic Statistics A 4
2023 Detection of Multiple Structural Breaks in Large Covariance Matrices Journal of Business & Economic Statistics A 3
2021 Robust nonlinear regression estimation in null recurrent time series Journal of Econometrics A 3
2021 Nonparametric estimation of large covariance matrices with conditional sparsity Journal of Econometrics A 4
2021 Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data Journal of Business & Economic Statistics A 3
2020 Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression Journal of Econometrics A 3
2020 Long-Range Dependent Curve Time Series Journal of the American Statistical Association B 3
2019 A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables Journal of Econometrics A 3
2019 Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates Journal of Econometrics A 4
2018 Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series Journal of the American Statistical Association B 4
2018 Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models Journal of Business & Economic Statistics A 4
2017 Estimating smooth structural change in cointegration models Journal of Econometrics A 3
2016 Semiparametric dynamic portfolio choice with multiple conditioning variables Journal of Econometrics A 4
2016 UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION Econometric Theory B 3
2016 Local composite quantile regression smoothing for Harris recurrent Markov processes Journal of Econometrics A 2
2016 Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks Journal of the American Statistical Association B 3
2015 UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES Econometric Theory B 4
2015 A flexible semiparametric forecasting model for time series Journal of Econometrics A 3
2015 Estimation in generalised varying-coefficient models with unspecified link functions Journal of Econometrics A 3
2013 Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects Journal of Business & Economic Statistics A 3
2012 A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS Econometric Theory B 3
2012 Semiparametric trending panel data models with cross-sectional dependence Journal of Econometrics A 3
2012 LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES Econometric Theory B 3