Research output per year
Research output per year
Personal profile
Research interests
Econometrics
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
- 31 Article
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Estimating Time-Varying Networks for High-Dimensional Time Series
Chen, J., Li, D., Li, Y.-N. & Linton, O., 16 May 2025, In: Journal of Econometrics. 249, 21 p., 105941.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
Yang, X., Chen, J., Li, D. & Li, R., 31 Oct 2023, (E-pub ahead of print) In: Journal of Business and Economic Statistics. 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Estimation and Inference in Heterogeneous Spatial Panels with a Multifactor Error Structure
Shin, Y., Chen, J. & Zheng, C., 1 Jul 2022, In: Journal of Econometrics. 229, 1, p. 55-79 25 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile
Projects
- 2 Finished
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New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks
Shin, Y. (Principal investigator), Chen, J. (Co-investigator) & Wang, W. (Co-investigator)
ECONOMIC AND SOCIAL RESEARCH COUNCIL (ESRC)
1/12/20 → 31/07/24
Project: Research project (funded) › Research
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SPEM
Jones, A. M. (Principal investigator), Chen, J. (Co-investigator), Li, D. (Co-investigator) & Rice, N. (Co-investigator)
1/01/18 → 31/12/19
Project: Research project (funded) › Research
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Workshop on Advanced Techniques in Time Series Analysis
Chen, J. (Speaker)
8 Mar 2024Activity: Talk or presentation › Workshop
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Workshop on Factor Modelling for Complex Time Series Data and Tensors
Chen, J. (Speaker)
Dec 2023Activity: Talk or presentation › Workshop
Prizes
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York ESRC IAA (Impact Acceleration Account) Grant in support of ‘The Symposium on Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis’, £2,814.28
Smith, V. (Recipient), Yamagata, T. (Recipient) & Chen, J. (Recipient), Sept 2018
Prize: Prize (including medals and awards)