Narrow search
Showing 1 - 10 of 170
Cover Image
A class of time-varying vector moving average (∞) models
Yan, Yayi; Gao, Jiti; Peng, Bin - 2020
Persistent link: https://www.econbiz.de/10012610863
Cover Image
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi; Gao, Jiti; Peng, Bin - 2021
Persistent link: https://www.econbiz.de/10012697193
Cover Image
Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi; Gao, Jiti; Peng, Bin - 2021
Persistent link: https://www.econbiz.de/10012697951
Cover Image
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2021
Persistent link: https://www.econbiz.de/10012668893
Cover Image
Robust inference for high-dimensional panel data models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2024
Persistent link: https://www.econbiz.de/10014584602
Cover Image
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2022
Persistent link: https://www.econbiz.de/10013494327
Cover Image
A simple bootstrap method for panel data inferences
Gao, Jiti; Peng, Bin; Yan, Yayi - 2022
Persistent link: https://www.econbiz.de/10013494332
Cover Image
Time-varying multivariate causal processes
Gao, Jiti; Peng, Bin; Wu, Wei Biao; Yan, Yayi - 2022
Persistent link: https://www.econbiz.de/10013494365
Cover Image
Time-varying vector error-correction models : estimation and inference
Gao, Jiti; Peng, Bin; Yan, Yayi - 2023
Persistent link: https://www.econbiz.de/10014452499
Cover Image
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