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Time series analysis
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Gao, Jiti
Gil-Alaña, Luis A.
349
Caporale, Guglielmo Maria
291
Zimmermann, Klaus F.
251
Franses, Philip Hans
250
Koopman, Siem Jan
243
Phillips, Peter C. B.
238
Neumark, David
211
Freeman, Richard B.
207
Snower, Dennis J.
190
Peri, Giovanni
159
McAleer, Michael
153
Teräsvirta, Timo
135
Lütkepohl, Helmut
124
Kapetanios, George
122
Vivarelli, Marco
120
Gupta, Rangan
119
Sibbertsen, Philipp
119
Marcellino, Massimiliano
117
Lehmann, Hartmut
116
Pesaran, M. Hashem
114
Schmid, Günther
109
Koop, Gary
107
Watson, Mark W.
107
Kunst, Robert M.
106
Borjas, George J.
104
Taylor, Robert
104
Harvey, Andrew C.
103
Härdle, Wolfgang
98
Stock, James H.
98
Boeri, Tito
96
Hyndman, Rob J.
95
Eichhorst, Werner
94
Jimeno, Juan F.
94
Weber, Enzo
93
Hamermesh, Daniel S.
92
Merkl, Christian
91
Ours, Jan C. van
90
Lucas, André
89
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Working paper / Department of Econometrics and Business Statistics, Monash University
55
Journal of econometrics
7
School of Economics working papers / The University of Adelaide, School of Economics
7
Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Cambridge working papers in economics
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Econometric reviews
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Cowles Foundation Discussion Paper
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Essays in honor of Joon Y. Park : econometric theory
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
140
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1
A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation
Gao, Jiti
;
Linton, Oliver B.
;
Peng, Bin
-
2022
sunshine data of U.K. respectively. Overall, we find the
weather
of winter has changed dramatically over the past fifty years …
Persistent link: https://www.econbiz.de/10014082098
Saved in:
2
A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013484997
Saved in:
3
A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013494366
Saved in:
4
Long-term forecasts of age-specific participation rates with functional data models
Url, Thomas
;
Gao, Jiti
;
Hyndman, Rob J.
-
2016
Persistent link: https://www.econbiz.de/10011781536
Saved in:
5
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
Saved in:
6
Semiparametric autoregressive conditional duration model : theory and practice
Saart, Patrick W.
;
Gao, Jiti
;
Allen, David E.
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
Saved in:
7
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
Saved in:
8
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
9
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
10
Specification testing in parametric trending models with unknown errors
Gao, Jiti
;
King, Maxwell L.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 151-202)
.
2014
Persistent link: https://www.econbiz.de/10010442867
Saved in:
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