| Non‐parametric time‐varying coefficient panel data models with fixed effects D Li, J Chen, J Gao The Econometrics Journal 14 (3), 387-408, 2011 | 184 | 2011 |
| Semiparametric trending panel data models with cross-sectional dependence J Chen, J Gao, D Li Journal of Econometrics 171 (1), 71-85, 2012 | 135 | 2012 |
| Semiparametric ultra-high dimensional model averaging of nonlinear dynamic time series J Chen, D Li, O Linton, Z Lu Journal of the American Statistical Association 113 (522), 919-932, 2018 | 65 | 2018 |
| Estimation in partially linear single-index panel data models with fixed effects J Chen, J Gao, D Li Journal of Business & Economic Statistics 31 (3), 315-330, 2013 | 57 | 2013 |
| A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models J Chen, J Gao, D Li Econometric Theory 28 (5), 1144-1163, 2012 | 55 | 2012 |
| Estimation in semi-parametric regression with non-stationary regressors J Chen, J Gao, D Li | 36 | 2012 |
| Semiparametric GEE analysis in partially linear single-index models for longitudinal data J Chen, D Li, H Liang, S Wang | 35 | 2015 |
| Statistical inference in partially time-varying coefficient models D Li, J Chen, Z Lin Journal of Statistical Planning and Inference 141 (2), 995-1013, 2011 | 35 | 2011 |
| A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables J Chen, D Li, O Linton Journal of Econometrics 212 (1), 155-176, 2019 | 30 | 2019 |
| Estimation in single-index panel data models with heterogeneous link functions J Chen, J Gao, D Li Econometric Reviews 32 (8), 928-955, 2013 | 28 | 2013 |
| Asymptotic properties of nonparametric M-estimation for mixing functional data J Chen, L Zhang Journal of Statistical Planning and Inference 139 (2), 533-546, 2009 | 23 | 2009 |
| Semiparametric dynamic portfolio choice with multiple conditioning variables J Chen, D Li, O Linton, Z Lu Journal of econometrics 194 (2), 309-318, 2016 | 16 | 2016 |
| Estimating latent group structure in time-varying coefficient panel data models J Chen The Econometrics Journal 22 (3), 223-240, 2019 | 15 | 2019 |
| Semiparametric regression estimation in null recurrent nonlinear time series J Chen, J Gao, D Li University of Adelaide, School of Economics, 2009 | 15 | 2009 |
| Robust estimation in a nonlinear cointegration model J Chen, D Li, L Zhang Journal of Multivariate Analysis 101 (3), 706-717, 2010 | 14 | 2010 |
| Estimation and inference in heterogeneous spatial panels with a multifactor error structure J Chen, Y Shin, C Zheng Journal of Econometrics 229 (1), 55-79, 2022 | 13 | 2022 |
| Local linear M-estimators in null recurrent time series Z Lin, D Li, J Chen Statistica Sinica, 1683-1703, 2009 | 13 | 2009 |
| Change point estimators by local polynomial fits under a dependence assumption Z Lin, D Li, J Chen Journal of Multivariate Analysis 99 (10), 2339-2355, 2008 | 13 | 2008 |
| Non-and semi-parametric panel data models: a selective review J Chen, D Li, J Gao Available at SSRN 2313431, 2013 | 7 | 2013 |
| Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors J Chen, D Li, Z Lin Journal of statistical planning and inference 141 (9), 3035-3046, 2011 | 7 | 2011 |
