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Gao, Jiti
Güth, Werner
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468
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Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
2
Semiparametric estimation and testing of the trend of temperature series
Gao, Jiti
;
Hawthorne, Kim
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 332-355
Persistent link: https://www.econbiz.de/10003352060
Saved in:
3
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
Saved in:
4
Estimation in semiparametric time series regression
Chen, Jia
;
Gao, Jiti
;
Li, Degui
-
2010
Persistent link: https://www.econbiz.de/10008667512
Saved in:
5
Semiparametric estimation in simultaneous equations of time series models
Gao, Jiti
;
Phillips, Peter C. B.
-
2010
Persistent link: https://www.econbiz.de/10008667514
Saved in:
6
Uniform consistency for nonparametric estimators in null recrurrent time series
Gao, Jiti
;
Li, Degui
;
Tjøstheim, Dag
-
2009
Persistent link: https://www.econbiz.de/10003988815
Saved in:
7
Nonparametric time-varying coefficient panel data models with fixed effects
Li, Degui
;
Chen, Jia
;
Gao, Jiti
-
2010
Persistent link: https://www.econbiz.de/10003989050
Saved in:
8
Estimation in single-index panel data models with heterogeneous link functions
Chen, Jia
;
Gao, Jiti
;
Li, Degui
-
2010
Persistent link: https://www.econbiz.de/10003989051
Saved in:
9
Semiparametric trending panel data models with cross-sectional dependence
Chen, Jia
;
Gao, Jiti
;
Li, Degui
-
2010
Persistent link: https://www.econbiz.de/10003989052
Saved in:
10
Nonparametric methods in continuous time model specification
Casas, Isabel
;
Gao, Jiti
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10003509019
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