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A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua; Gao, Jiti; Peng, Bin; Zhang, Xiaohui - 2015
Persistent link: https://www.econbiz.de/10011781225
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Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua; Gao, Jiti; Peng, Bin; Yan, Yayi - 2024
Persistent link: https://www.econbiz.de/10014534139
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Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - 2014
Persistent link: https://www.econbiz.de/10010245240
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Estimation for single-index and partially linear single-index nonstationary time series models
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag - 2014
Persistent link: https://www.econbiz.de/10010245242
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Econometric time series specification testing in a class of multiplicative error models
Saart, Patrick W.; Gao, Jiti; Kim, Nam Hyun - 2014
Persistent link: https://www.econbiz.de/10010245259
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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010245446
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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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Functional coefficient nonstationary regression with non- and semi parametric cointegration
Gao, Jiti; Phillips, C. B. - 2013
Persistent link: https://www.econbiz.de/10009789502
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Series estimation for single-index models under constraints
Dong, Chaohua; Gao, Jiti; Peng, Bin - 2018
Persistent link: https://www.econbiz.de/10012583316
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Regime Switching panel data models with interative fixed effects
Cheng, Tingting; Gao, Jiti; Yan, Yayi - 2018
Persistent link: https://www.econbiz.de/10012583620