Narrow search
Showing 1 - 7 of 7
Cover Image
Varying-coefficient panel data models with nonstationarity and partially observed factor structure
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
Cover Image
Estimation and inference of FAVAR models
Bai, Jushan; Li, Kunpeng; Lu, Lina - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 620-641
Persistent link: https://www.econbiz.de/10011692442
Cover Image
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.; Gao, Jiti; Li, Degui; Silvapulle, … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Cover Image
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting; Gao, Jiti; Zhang, Xibin - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
Cover Image
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan; Gao, Jiti; Gong, Xiaodong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Cover Image
Large-scale generalized linear models for longitudinal data with grouped patterns of unobserved heterogeneity
Ando, Tomohiro; Bai, Jushan - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 983-994
Persistent link: https://www.econbiz.de/10014448483
Cover Image
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