Degui Li
Selected Publications
Semiparametric model averaging of ultra-high dimensional time series
In this paper, we consider semiparametric model averaging of the nonlinear dynamic time series system where […]
Semiparametric dynamic portfolio choice with multiple conditioning variables
Dynamic portfolio choice has been a central and essential objective for institutional investors in active asset […]
Latest version
A flexible semiparametric model for time series
We consider approximating a multivariate regression function by an affine combination of one-dimensional conditional component regression […]