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The third generation ACD model : a semiparametric approach
Wongsaart, Pipat (contributor); Gao, Jiti (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003760021
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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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Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti; King, Maxwell L.; Lu, Zu-di; Tjøstheim, Dag - In: Econometric theory 25 (2009) 6, pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
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Semiparametric estimation in time series of simultaneous equations
Gao, Jiti; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10008656746
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Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi; Gao, Jiti - In: Econometric theory 27 (2011) 4, pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
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Specification testing in nonstationary time series models
Chen, Jia; Gao, Jiti; Li, Degui; Lin, Zhengyan - In: The econometrics journal 18 (2015) 1, pp. 117-136
Persistent link: https://www.econbiz.de/10011345989
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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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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
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Hermite series estimation in nonlinear cointegrating models
Cai, Biqing; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10009789500