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Estimation in semiparametric time series regression
Chen, Jia; Gao, Jiti; Li, Degui - 2010
Persistent link: https://www.econbiz.de/10008667512
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Semiparametric estimation in simultaneous equations of time series models
Gao, Jiti; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10008667514
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Estimation threshold autoregressive models with nonstationarity
Gao, Jiti; Tjøstheim, Dag; Yin, Jiying - 2009
Persistent link: https://www.econbiz.de/10003988773
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Semiparametric trending panel data models with cross-sectional dependence
Chen, Jia; Gao, Jiti; Li, Degui - 2010
Persistent link: https://www.econbiz.de/10003989052
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An adaptive empirical likelihood test for parametric time series regression models
Chen, Song Xi; Gao, Jiti - In: Journal of econometrics 141 (2007) 2, pp. 950-972
Persistent link: https://www.econbiz.de/10003571369
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Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia
Gong, Xiaodong; Gao, Jiti - 2015
This paper is motivated by our attempt to answer an empirical question: how is private health insurance take-up in Australia affected by the income threshold at which the Medicare Levy Surcharge (MLS) kicks in? We propose a new difference de-convolution kernel estimator for the location and size...
Persistent link: https://www.econbiz.de/10011309141
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Semi-parametric analysis of shape-invariant Engel curves with control function approach
Kim, Nam H.; Saart, Patrick W.; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10009724608
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Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 172 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
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Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti; Tjøstheim, Dag; Yin, Jiying - 2011
This paper treats estimation in a class of new nonlinear threshold autoregressive models with both a stationary and a … unit root regime. Existing literature on nonstationary threshold models have basically focused on models where the … such nonlinear threshold autoregressive models using the theory of null recurrent Markov chains. Under certain assumptions …
Persistent link: https://www.econbiz.de/10009406276
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Semiparametric estimation in multivariate nonstationary time series models
Gao, Jiti; Phillips, Peter C. B. - 2011
A system of multivariate semiparametric nonlinear time series models is studied with possible dependence structures and …
Persistent link: https://www.econbiz.de/10009406337