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Local logit regression for recovery rate
Sopitpongstorn, Nithi; Silvapulle, Paramsothy; Gao, Jiti - 2017
Persistent link: https://www.econbiz.de/10011782259
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Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying; Kew, Hsein; Gao, Jiti - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 349-365). 2023
Persistent link: https://www.econbiz.de/10014313764
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A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua; Gao, Jiti; Peng, Bin; Zhang, Xiaohui - 2015
Persistent link: https://www.econbiz.de/10011781225
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Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua; Gao, Jiti; Peng, Bin; Yan, Yayi - 2024
Persistent link: https://www.econbiz.de/10014534139
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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
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Semiparametric single-index panel data models with cross-sectional dependence
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 188 (2015) 1, pp. 301-312
Persistent link: https://www.econbiz.de/10011500361
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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
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Regime switching panel data models with interactive fixed effects
Cheng, Tingting; Gao, Jiti; Yan, Yayi - In: Economics letters 177 (2019), pp. 47-51
Persistent link: https://www.econbiz.de/10012121492
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A varying-coefficient panel data model with fixed effects : theory and an application to US commercial banks
Feng, Guohua; Gao, Jiti; Peng, Bin; Zhang, Xiaohui - In: Journal of econometrics 196 (2017) 1, pp. 68-82
Persistent link: https://www.econbiz.de/10011743780
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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