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Inference on nonstationary time series with moving mean
Gao, Jiti; Robinson, Peter M. - In: Econometric theory 32 (2016) 2, pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
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Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
Dong, Chaohua; Gao, Jiti - In: Econometric theory 34 (2018) 4, pp. 754-789
Persistent link: https://www.econbiz.de/10011951426
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Specification testing in nonlinear time series with long-range dependence
Gao, Jiti; Wang, Qiying; Yin, Jiying - In: Econometric theory 27 (2011) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10009310805