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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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Bayesian indirect inference and the ABC of GMM
Creel, Michael D.; Gao, Jiti; Hong, Han; Kristensen, Dennis - 2016
Persistent link: https://www.econbiz.de/10011781486
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Estimation of technical change and price elasticities : a categorical time-varying coefficient approach
Feng, Guohua; Gao, Jiti; Zhang, Xiaohui - 2016
Persistent link: https://www.econbiz.de/10011781489
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A frequency approach to Bayesian asymptotics
Cheng, Tingting; Gao, Jiti; Phillips, Peter C. B. - 2016
Persistent link: https://www.econbiz.de/10011781652
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Nonparametric localized bandwidth selection in Kernel density estimation
Cheng, Tingting; Gao, Jiti; Zhang, Xibin - 2016 - Revised 14, 24
Persistent link: https://www.econbiz.de/10011781659
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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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Error-in-variables jump regression using local clustering
Kang, Yicheng; Gong, Xiaodong; Gao, Jiti; Qiu, Peihua - 2016
Persistent link: https://www.econbiz.de/10011781755