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Estimating and testing nonlinear local dependence between two time series
Lacal, Virginia; Tjostheim, Dag - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 648-660
Persistent link: https://www.econbiz.de/10012179003
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Heterogeneous panel data models with cross-sectional dependence
Gao, Jiti; Xia, Kai - 2017
Persistent link: https://www.econbiz.de/10011782246
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Semiparametric regression estimation in null recurrent nonlinear time series
Chen, Jia (contributor); Gao, Jiti (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003813909
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Specification testing for nonlinear time series with long-rang dependence
Gao, Jiti (contributor); Wang, Qiying (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003813950
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A semiparametric approach to a nonlinear ACD model
Wongsaart, Pipat; Gao, Jiti; Allen, David E. - 2009
Persistent link: https://www.econbiz.de/10003869607
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Model specification between parametric and nonparametric cointegration
Gao, Jiti; Tjostheim, Dag; Yin, Jiying - 2012
Persistent link: https://www.econbiz.de/10009625671
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Specification testing in nonlinear time series with long-range dependence
Gao, Jiti; Wang, Qiying; Yin, Jiying - In: Econometric theory 27 (2011) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10009310805
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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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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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Modelling nonlinear economic time series
Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 2010
Persistent link: https://www.econbiz.de/10008778359