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Time series forecasting using a mixture of stationary and nonstationary predictors
Hannadige, Sium Bodha; Gao, Jiti; Silvapulle, Mervyn J.; … - 2021
Persistent link: https://www.econbiz.de/10012614548
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Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha; Gao, Jiti; Silvapulle, Mervyn J.; … - 2020
Persistent link: https://www.econbiz.de/10012607687
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Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha; Gao, Jiti; Silvapulle, Mervyn J.; … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
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A new diagnostic test for cross-section independence in nonparametric panel data models
Chen, Jia; Gao, Jiti; Li, Degui - 2009
Persistent link: https://www.econbiz.de/10003871164
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Nonparametric time-varying coefficient panel data models with fixed effects
Li, Degui; Chen, Jia; Gao, Jiti - 2010
Persistent link: https://www.econbiz.de/10003989050
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Estimation in single-index panel data models with heterogeneous link functions
Chen, Jia; Gao, Jiti; Li, Degui - 2010
Persistent link: https://www.econbiz.de/10003989051
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Semiparametric trending panel data models with cross-sectional dependence
Chen, Jia; Gao, Jiti; Li, Degui - 2010
Persistent link: https://www.econbiz.de/10003989052
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Non-parametric time-varying coefficient panel data models with fixed effects
Li, Degui; Chen, Jia; Gao, Jiti - In: The econometrics journal 14 (2011) 3, pp. 387-408
Persistent link: https://www.econbiz.de/10009382522
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A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
Chen, Jia; Gao, Jiti; Li, Degui - In: Econometric theory 28 (2012) 5, pp. 1145-1163
Persistent link: https://www.econbiz.de/10009714718
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Semiparametric trending panel data models with cross-sectional dependence
Chen, Jia; Gao, Jiti; Li, Degui - 2011
A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis … well as an input-output data set. Cross-sectional dependence, nonlinear time trend, panel data, profile likelihood …
Persistent link: https://www.econbiz.de/10009406339