Working Papers

Yang, X., Chen, J., Li, D. and Li, R. (2022). Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. R&R for Journal of Business Economics and Statistics.

Chen, J., Li, D., Li, Y. and Linton, O. (2022). Estimating Time-Varying Net- works for High-Dimensional Time Series. Submitted.

Chen, J., Shin, Y. and Zheng, C. (2022). Dynamic Quantile Panel Data Models with Interactive Effects.

Chen, J., Tang, S. and Yamagata, T. (2022). Panel Cointegrating Models with Time-Varying Coefficients and Latent Group Structure.

Chen, J., Cui, G., Sarafidis, V. and Yamagata, T. (2022). IV Estimate of Heterogenous Spatial Dynamic Panel Models with Fixed Interactive Effects.

Chen, J., Gu, Y., Jones, A. and Peng, B. (2019). Modelling health care expenditures -- a semiparametric approach. To be submitted.

Chen, J. and Gao, J. (2015). Semiparametric Model Selection in Panel Data Models with Deterministic Trending and Cross-Sectional Dependence. Avaiable online [link here]