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High dimensional correlation matrices : CLT and its applications
Gao, Jiti; Han, Xiao; Pan, Guangming; Yang, Yanrong - 2014
Persistent link: https://www.econbiz.de/10011781035
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Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Econometric reviews 38 (2019) 8, pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
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Estimation and inference for three-dimensional panel data models
Feng, Guohua; Gao, Jiti; Liu, Fei; Peng, Bin - 2023
Persistent link: https://www.econbiz.de/10014452624
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Time-varying panel data models with an additive factor structure
Liu, Fei; Gao, Jiti; Yang, Yanrong - 2020
Persistent link: https://www.econbiz.de/10012610885
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Varying-coefficient panel data models with nonstationarity and partially observed factor structure
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
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Extent pursuit for cross-sectional dependence in large panels
Gao, Jiti; Pan, Guangming; Yang, Yanrong; Zhang, Bo - 2019
Persistent link: https://www.econbiz.de/10012592809
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Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - 2000
Persistent link: https://www.econbiz.de/10001487993
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Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Journal of econometrics 119 (2004) 2, pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
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Nonlinear persistence and copersistence
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10009758935
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Eigen-analysis for high-dimensional time series clustering
Zhang, Bo; Gao, Jiti; Pan, Guangming; Yang, Yanrong - 2023
Persistent link: https://www.econbiz.de/10014452611