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Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - 2016 - Revised 14, 08
Persistent link: https://www.econbiz.de/10011781762
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A localised neural network with dependent data: estimation and inference
Gao, Jiti; Peng, Bin; Yang, Yanrong - 2023
Persistent link: https://www.econbiz.de/10014452592
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The third generation ACD model : a semiparametric approach
Wongsaart, Pipat (contributor); Gao, Jiti (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003760021
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Specification testing in discretized diffusion models : theory and practice
Gao, Jiti; Casas, Isabel - In: Journal of econometrics 147 (2008) 1, pp. 131-140
Persistent link: https://www.econbiz.de/10003783793
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A semiparametric approach to a nonlinear ACD model
Wongsaart, Pipat; Gao, Jiti; Allen, David E. - 2009
Persistent link: https://www.econbiz.de/10003869607
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Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti; King, Maxwell L.; Lu, Zu-di; Tjøstheim, Dag - In: Econometric theory 25 (2009) 6, pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
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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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Uniform consistency for nonparametric estimators in null recrurrent time series
Gao, Jiti; Li, Degui; Tjøstheim, Dag - 2009
Persistent link: https://www.econbiz.de/10003988815
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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