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Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjostheim, Dag - 2013
Persistent link: https://www.econbiz.de/10009790613
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Estimating smooth structural change in cointegration models
Phillips, Peter C. B.; Li, Degui; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010189524
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Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.; Gao, Jiti; Li, Degui; Silvapulle, … - 2013
Persistent link: https://www.econbiz.de/10010189526
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Orthogonal expansion of Lévy process functionals : theory and practice
Dong, Chaohua; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10009701598
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Estimating smooth structural change in cointegration models
Philips, Peter C.; Li, Degui; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010190229
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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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Specification testing in nonstationary time series models
Chen, Jia; Gao, Jiti; Li, Degui; Lin, Zhengyan - 2014
Persistent link: https://www.econbiz.de/10010411292
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Simultaneous testing of mean and variance structures in nonlinear time series models
Chen, Song Xi; Gao, Jiti - 2010
Persistent link: https://www.econbiz.de/10008771369