Degui Li
CFDPs
CFDP 2109 | Degui Li, Peter C. B. Phillips, Jiti Gao, "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," (September 2017) [46pp, Abstract] [Supplemental material, 12 pp], (See: CFDP 1689) | |
CFDP 1929 | Degui Li, Peter C. B. Phillips, Jiti Gao, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," (December 2013) [24pp, Abstract] | |
CFDP 1910 | Jiti Gao, Degui Li, Peter C. B. Phillips, "Estimating Smooth Structural Change in Cointegration Models," (September 2013) [42pp, Abstract] |
CFPs
CFP 1689 | Degui Li, Peter C. B. Phillips, Jiti Gao, "Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression," Journal of Econometrics, (April 2020), 215(2): 607-632 (See CFDP 2109) | |
CFP 1565 | Peter C. B. Phillips, Degui Li, Jiti Gao, "Estimating Smooth Structural Changes in Cointegration Models," Journal of Econometrics, (January 2017), 196(1): 180-195 (See CFDP 1910) | |
CFP 1522 | Degui Li, Peter C. B. Phillips, Jiti Gao, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Econometric Theory, (June 2016), 32(3): 655-685 (See CFDP 1929) |