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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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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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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
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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
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Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua; Gao, Jiti - In: Econometric reviews 38 (2019) 2, pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
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Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Econometric reviews 38 (2019) 8, pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
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Nonparametric regression approach to Bayesian estimation
Gao, Jiti; Hong, Han - 2014
Persistent link: https://www.econbiz.de/10011781031
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High dimensional correlation matrices : CLT and its applications
Gao, Jiti; Han, Xiao; Pan, Guangming; Yang, Yanrong - 2014
Persistent link: https://www.econbiz.de/10011781035
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Orthogonal series estimation in nonlinear cointegrating models with endogeneity
Cai, Biqing; Dong, Chaohua; Gao, Jiti - 2015
Persistent link: https://www.econbiz.de/10011781377
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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