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A misspecification test for multiplicative error models of non-negative time series processes

Gao, Jiti; Kim, Nam Hyun; Saart, Patrick W. - In: Journal of econometrics 189 (2015) 2, pp. 346-359

Persistent link: https://www.econbiz.de/10011504553

High dimensional correlation matrices : CLT and its applications

Gao, Jiti; Han, Xiao; Pan, Guangming; Yang, Yanrong - 2014

Persistent link: https://www.econbiz.de/10011781035

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

Bandwidth selection in nonparametric kernel testing

Gao, Jiti (contributor); Gijbels, Irène (contributor) - 2009

Persistent link: https://www.econbiz.de/10003813887

Nonparametric specification testing for nonlinear time series with nonstationarity

Gao, Jiti; King, Maxwell L.; Lu, Zu-di; Tjøstheim, Dag - 2009

Persistent link: https://www.econbiz.de/10003813943

Specification testing for nonlinear time series with long-rang dependence

Gao, Jiti (contributor); Wang, Qiying (contributor); … - 2009

Persistent link: https://www.econbiz.de/10003813950

Bandwidth selection in nonparametric kernel testing

Gao, Jiti; Gijbels, Irène - In: Journal of the American Statistical Association : JASA 103 (2008) 484, pp. 1584-1594

Persistent link: https://www.econbiz.de/10003815281

A new diagnostic test for cross-section independence in nonparametric panel data models

Chen, Jia; Gao, Jiti; Li, Degui - 2009

Persistent link: https://www.econbiz.de/10003871164

Nonparametric kernel testing in semiparametric autoregressive conditional duration model

Wongsaart, Pipat; Gao, Jiti - 2011

A crucially important advantage of the semiparametric regression approach to the nonlinear autoregressive conditional duration (ACD) model developed in Wongsaart et al. (2011), i.e. the so-called Semiparametric ACD (SEMI-ACD) model, is the fact that its estimation method does not require a...

Persistent link: https://www.econbiz.de/10009406330

A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models

Chen, Jia; Gao, Jiti; Li, Degui - In: Econometric theory 28 (2012) 5, pp. 1145-1163

Persistent link: https://www.econbiz.de/10009714718