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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Gao, Jiti"
~person:"Phillips, Peter C.B."
~person:"Zeileis, Achim"
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Gao, Jiti
Phillips, Peter C.B.
Zeileis, Achim
Wang, Hansheng
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Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Cowles Foundation Discussion Papers
43
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Working papers in economics and statistics
26
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11
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
Local logit
regression
for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
3
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
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