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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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Semiparametric model selection in panel data models with deterministic trends and cross-sectional dependence
Chen, Jia; Gao, Jiti - 2014
Persistent link: https://www.econbiz.de/10011780655
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Partially linear panel data models with cross-sectional dependence and nonstationarity
Dong, Chaohua; Gao, Jiti; Peng, Bin - 2015
Persistent link: https://www.econbiz.de/10011781166
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Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming; Gao, Jiti; Yang, Yanrong; Guo, Meihui - 2015
Persistent link: https://www.econbiz.de/10011781344
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Orthogonal series estimation in nonlinear cointegrating models with endogeneity
Cai, Biqing; Dong, Chaohua; Gao, Jiti - 2015
Persistent link: https://www.econbiz.de/10011781377
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Testing for a structural break in dynamic panel data models with common factors
Zhu, Huanjun; Sarafidis, Vasilis; Silvapulle, Mervyn J.; … - 2015
Persistent link: https://www.econbiz.de/10011781404
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Estimation of structural breaks in large panels with cross-sectional dependence
Gao, Jiti; Pan, Guangming; Yang, Yanrong - 2016
Persistent link: https://www.econbiz.de/10011781747
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Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - 2016 - Revised 14, 08
Persistent link: https://www.econbiz.de/10011781762
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Recursive estimation in large panel data models : theory and practice
Jiang, Bin; Yang, Yanrong; Gao, Jiti; Hsiao, Cheng - 2017
Persistent link: https://www.econbiz.de/10011781991
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Hermite series estimation in nonlinear cointegrating models
Cai, Biqing; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10009789500