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person:"Jusélius, Katarina"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Gao, Jiti"
~person:"Mills, Terence C."
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Time series analysis
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Jusélius, Katarina
Gao, Jiti
Mills, Terence C.
Ghysels, Eric
8
Taylor, Robert
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Harvey, Andrew C.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / Department of Econometrics and Business Statistics, Monash University
52
Journal of econometrics
9
Discussion papers / Department of Economics, University of Copenhagen
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A spectrum of statistical thought : essays in statistical theory, economics and population genetics in honour of Johan Fellman
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Cliometrica : journal of historical economics and econometric history
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Critical concepts in economics
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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ECONIS (ZBW)
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Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
3
Varying-coefficient panel data models with nonstationarity and partially observed factor structure
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
Saved in:
4
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
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