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Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele; Athanasopoulos, George; Di Fonzo, … - 2023
Persistent link: https://www.econbiz.de/10014316407
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Time series forecasting using a mixture of stationary and nonstationary predictors
Hannadige, Sium Bodha; Gao, Jiti; Silvapulle, Mervyn J.; … - 2021
Persistent link: https://www.econbiz.de/10012614548
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Specification testing driven by orthogonal series in nonstationary time series models
Dong, Chaohua; Gao, Jiti - 2012
Persistent link: https://www.econbiz.de/10009665563
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Nonparametric kernel testing in semiparametric autoregressive conditional duration model
Wongsaart, Pipat; Gao, Jiti - 2011
that its estimation method does not require a parametric assumption on the conditional distribution of the standardized …
Persistent link: https://www.econbiz.de/10009406330
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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald Stephen - 2013
Persistent link: https://www.econbiz.de/10010245441
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Hermite series estimation in nonlinear cointegrating models
Cai, Biqing; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10009789500
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Nonparametric modeling and forecasting electricity demand : an empirical study
Shang, Han Lin - 2010
Persistent link: https://www.econbiz.de/10008759304
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Independence test for high dimensional random vectors
Pan, G.; Gao, Jiti; Yang, Y.; Guo, M. - 2012
Persistent link: https://www.econbiz.de/10009565482
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Exponent of cross-sectional dependence for residuals
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2018
Persistent link: https://www.econbiz.de/10012583496
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Time-varying panel data models with an additive factor structure
Liu, Fei; Gao, Jiti; Yang, Yanrong - 2020
Persistent link: https://www.econbiz.de/10012610885