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A class of time-varying vector moving average (∞) models
Yan, Yayi; Gao, Jiti; Peng, Bin - 2020
Persistent link: https://www.econbiz.de/10012610863
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Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi; Gao, Jiti; Peng, Bin - 2021
Persistent link: https://www.econbiz.de/10012697951
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Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2022
Persistent link: https://www.econbiz.de/10013494327
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Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua; Gao, Jiti; Peng, Bin; Yan, Yayi - 2023
Persistent link: https://www.econbiz.de/10014452599
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Semiparametric single-index panel data models with cross-sectional dependence
Peng, Bin; Dong, Chaohua; Gao, Jiti - 2014
Persistent link: https://www.econbiz.de/10010349991
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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 weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua; Linton, Oliver; Peng, Bin - In: Journal of econometrics 222 (2021) 2, pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
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Specification testing driven by orthogonal series in nonstationary time series models
Dong, Chaohua; Gao, Jiti - 2012
Persistent link: https://www.econbiz.de/10009665563
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Specification testing in structural nonparametric cointegration
Dong, Chaohua; Gao, Jiti - 2014
Persistent link: https://www.econbiz.de/10010245252
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Expansion of Lé process functionals and its application in statistical estimation
Dong, Chaohua; Gao, Jiti - 2012
Persistent link: https://www.econbiz.de/10009565480