Narrow search
Showing 1 - 10 of 37
Cover Image
Robust forecasting of non-stationary time series
Croux, Christophe; Fried, Roland; Gijbels, Irène; … - 2010
Persistent link: https://www.econbiz.de/10008664197
Cover Image
Identification, estimation and specification in a class of semiparametic time series models
Gao, Jiti - 2012
Persistent link: https://www.econbiz.de/10009565428
Cover Image
Semiparametric estimation in simultaneous equations of time series models
Gao, Jiti; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10008667514
Cover Image
Estimation threshold autoregressive models with nonstationarity
Gao, Jiti; Tjøstheim, Dag; Yin, Jiying - 2009
Persistent link: https://www.econbiz.de/10003988773
Cover Image
Nonparametric time-varying coefficient panel data models with fixed effects
Li, Degui; Chen, Jia; Gao, Jiti - 2010
Persistent link: https://www.econbiz.de/10003989050
Cover Image
Specification testing for nonlinear time series with long-rang dependence
Gao, Jiti (contributor); Wang, Qiying (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003813950
Cover Image
Specification testing in nonstationary time series models
Chen, Jia; Gao, Jiti; Li, Degui; Lin, Zhengyan - In: The econometrics journal 18 (2015) 1, pp. 117-136
Persistent link: https://www.econbiz.de/10011345989
Cover Image
Testing indepedence for a large number of high-dimensional random vectors
Pan, Guangming; Gao, Jiti; Yang, Yanrong - 2013
Persistent link: https://www.econbiz.de/10009724611
Cover Image
Orthogonal expansion of Lévy process functionals : theory and practice
Dong, Chaohua; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10009701598
Cover Image
Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 172 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009702338