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Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua; Gao, Jiti; Peng, Bin; Tu, Yundong - 2021
Persistent link: https://www.econbiz.de/10012697853
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Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Econometric reviews 38 (2019) 8, pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
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Partially linear panel data models with cross-sectional dependence and nonstationarity
Dong, Chaohua; Gao, Jiti; Peng, Bin - 2015
Persistent link: https://www.econbiz.de/10011781166
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Another look at single-index models based on series estimation
Dong, Chaohua; Gao, Jiti; Peng, Bin - 2016
Persistent link: https://www.econbiz.de/10011781813
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Varying-coefficient panel data models with partially observed factor structure
Dong, Chaohua; Gao, Jiti; Peng, Bin - 2018
Persistent link: https://www.econbiz.de/10012543506
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A robust residual-based test for structural changes in factor models
Peng, Bin; Su, Liangjun; Yan, Yayi - 2024
Persistent link: https://www.econbiz.de/10014584606
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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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Regime Switching panel data models with interative fixed effects
Cheng, Tingting; Gao, Jiti; Yan, Yayi - 2018
Persistent link: https://www.econbiz.de/10012583620
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Regime switching in the presence of endogeneity
Cheng, Tingting - 2018
Persistent link: https://www.econbiz.de/10012583641
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Regime switching panel data models with interactive fixed effects
Cheng, Tingting; Gao, Jiti; Yan, Yayi - In: Economics letters 177 (2019), pp. 47-51
Persistent link: https://www.econbiz.de/10012121492