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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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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
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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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Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2021
Persistent link: https://www.econbiz.de/10012668893
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Robust inference for high-dimensional panel data models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2024
Persistent link: https://www.econbiz.de/10014584602
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Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua; Gao, Jiti; Peng, Bin; Yan, Yayi - 2024
Persistent link: https://www.econbiz.de/10014534139
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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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A simple bootstrap method for panel data inferences
Gao, Jiti; Peng, Bin; Yan, Yayi - 2022
Persistent link: https://www.econbiz.de/10013494332
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Time-varying multivariate causal processes
Gao, Jiti; Peng, Bin; Wu, Wei Biao; Yan, Yayi - 2022
Persistent link: https://www.econbiz.de/10013494365
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Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti; Liu, Fei; Peng, Bin; Yan, Yayi - In: Journal of econometrics 235 (2023) 2, pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421