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Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti; King, Maxwell L.; Lu, Zu-di; Tjøstheim, Dag - In: Econometric theory 25 (2009) 6, pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
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Estimation in semiparametric time series regression
Chen, Jia; Gao, Jiti; Li, Degui - 2010
Persistent link: https://www.econbiz.de/10008667512
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Semiparametric estimation in simultaneous equations of time series models
Gao, Jiti; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10008667514
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Uniform consistency for nonparametric estimators in null recrurrent time series
Gao, Jiti; Li, Degui; Tjøstheim, Dag - 2009
Persistent link: https://www.econbiz.de/10003988815
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Semiparametric regression estimation in null recurrent nonlinear time series
Chen, Jia (contributor); Gao, Jiti (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003813909
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Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti; King, Maxwell L.; Lu, Zu-di; Tjøstheim, Dag - 2009
Persistent link: https://www.econbiz.de/10003813943
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Specification testing for nonlinear time series with long-rang dependence
Gao, Jiti (contributor); Wang, Qiying (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003813950
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Specification testing in nonlinear time series with long-range dependence
Gao, Jiti; Wang, Qiying; Yin, Jiying - In: Econometric theory 27 (2011) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10009310805
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Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi; Gao, Jiti - In: Econometric theory 27 (2011) 4, pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
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Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjostheim, Dag - In: Econometric theory 31 (2015) 5, pp. 911-952
Persistent link: https://www.econbiz.de/10011545492