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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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Hermite series estimation in nonlinear cointegrating models
Cai, Biqing; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10009789500
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Estimating smooth structural change in cointegration models
Phillips, Peter C. B.; Li, Degui; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010189524
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - 2014
Persistent link: https://www.econbiz.de/10011780861
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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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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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Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua; Gao, Jiti; Peng, Bin; Tu, Yundong - 2023
Persistent link: https://www.econbiz.de/10014315933
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Some nonlinear exponential smoothing models are unstable
Hyndman, Rob J.; Akram, Muhammad - 2006
Persistent link: https://www.econbiz.de/10003301176
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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