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A new diagnostic test for cross-section independence in nonparametric panel data models
Chen, Jia; Gao, Jiti; Li, Degui - 2009
Persistent link: https://www.econbiz.de/10003871164
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Small sample improvements of the GEL robust tests for linear IV models and applications
Baryshnikova, Nadezhda V. - 2010
Persistent link: https://www.econbiz.de/10003989045
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Bandwidth selection in nonparametric kernel testing
Gao, Jiti (contributor); Gijbels, Irène (contributor) - 2009
Persistent link: https://www.econbiz.de/10003813887
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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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Threshold relationships among inflation, financial market development and growth
Barnes, Michelle L. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001510271
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Nonparametric time-varying coefficient panel data models with fixed effects
Li, Degui; Chen, Jia; Gao, Jiti - 2010
Persistent link: https://www.econbiz.de/10003989050
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Estimation in single-index panel data models with heterogeneous link functions
Chen, Jia; Gao, Jiti; Li, Degui - 2010
Persistent link: https://www.econbiz.de/10003989051
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Semiparametric trending panel data models with cross-sectional dependence
Chen, Jia; Gao, Jiti; Li, Degui - 2010
Persistent link: https://www.econbiz.de/10003989052