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A misspecification test for multiplicative error models of non-negative time series processes
Gao, Jiti; Kim, Nam Hyun; Saart, Patrick W. - In: Journal of econometrics 189 (2015) 2, pp. 346-359
Persistent link: https://www.econbiz.de/10011504553
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Semiparametric single-index panel data models with cross-sectional dependence
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 188 (2015) 1, pp. 301-312
Persistent link: https://www.econbiz.de/10011500361
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Recursive estimation in large panel data models : theory and practice
Jiang, Bin; Yang, Yanrong; Gao, Jiti; Hsiao, Cheng - In: Journal of econometrics 224 (2021) 2, pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
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A varying-coefficient panel data model with fixed effects : theory and an application to US commercial banks
Feng, Guohua; Gao, Jiti; Peng, Bin; Zhang, Xiaohui - In: Journal of econometrics 196 (2017) 1, pp. 68-82
Persistent link: https://www.econbiz.de/10011743780
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Estimating smooth structural change in cointegration models
Phillips, Peter C. B.; Li, Degui; Gao, Jiti - In: Journal of econometrics 196 (2017) 1, pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
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Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 200 (2017) 1, pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
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An integrated panel data approach to modelling economic growth
Feng, Guohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 228 (2022) 2, pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
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Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti; Liu, Fei; Peng, Bin; Yan, Yayi - In: Journal of econometrics 235 (2023) 2, pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421