Dr Degui Li
PhD (ZJU)
Reader
My research work has been on Longitudinal/Panel Data Modelling, Model Selection, Nonparametric and Semiparametric Statistics, Robust Statistics, Spatial-Temporal Modelling and Time Series Econometics. In particular, I am interested on development of general econometric and statistical models, design of flexible inferential methods, and justification of the models and methods via large sample analysis and numerical study. Recently, my research interests have been on Time Series Analysis with Nonstationarity, Dynamic Panel and Functional Data Modelling, and High-Dimensional Statistics. Further information of my research can be found on my pure webpage, ResearchGate or ORCiD webpage. Recent PublicationsIn Press
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In Press. Nonparametric Estimation and Forecasting of Time-Varying Coefficient Realized Volatility Models . Journal of Business and Economic Statistics.
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In Press. Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks . Journal of the American Statistical Association.
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In Press. Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables. Journal of Econometrics.
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In Press. Estimation in Nonlinear Regression with Harris Recurrent Markov Chains. Annals of Statistics.
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In Press. Estimation of Semi-Varying Coefficient Models with Nonstationary Regressors. Econometric Reviews.
Full publication list (since 2012) Teaching
AdministrationConvener of the Statistics Discussion Group; MSc in Statistics and Computational Finance Admission; Organiser of the Statistics Seminar.
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Contact Details
Dr Degui Li
Department of Mathematics University of York York, YO10 5DD
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Department of Mathematics, University of York, Heslington, York, UK. YO10 5DD Legal Statements |
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