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~person:"Gao, Jiti"
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Search: subject:"testing"
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Gao, Jiti
Phillips, Peter C. B.
62
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60
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52
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48
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40
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22
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21
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20
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19
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19
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18
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ECONIS (ZBW)
17
RePEc
5
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1
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
Saved in:
2
Parameter stability
testing
for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
3
Most Powerful Test Against a Sequence of High Dimensional Local Alternatives
He, Yi
;
Jaidee, Sombut
;
Gao, Jiti
-
2021
show that the test has the optimal asymptotic
testing
power among a large class of competitors against local alternatives …
Persistent link: https://www.econbiz.de/10013244963
Saved in:
4
Most powerful test against high dimensional free alternatives
He, Yi
;
Jaidee, Sombut
;
Gao, Jiti
-
2020
Persistent link: https://www.econbiz.de/10012606966
Saved in:
5
Model Specification
Testing
for Nonlinear Multivariate Cointegrating Regressions
Dong, Chaohua
-
2016
This paper considers a general model specification test for nonlinear multivariate cointegrating regressions where the regressor consists of a univariate integrated time series and a vector of stationary time series. The regressors and the errors are generated from the same innovations, so that...
Persistent link: https://www.econbiz.de/10013006720
Saved in:
6
Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
;
Guo, Meihui
-
2015
Persistent link: https://www.econbiz.de/10011781344
Saved in:
7
High dimensional correlation matrices : CLT and its applications
Gao, Jiti
;
Han, Xiao
;
Pan, Guangming
;
Yang, Yanrong
-
2014
Persistent link: https://www.econbiz.de/10011781035
Saved in:
8
Specification
Testing
in Nonstationary Time Series Models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
-
Department of Economics and Related Studies, University …
-
2014
In this paper, we consider a specification
testing
problem in nonlinear time series models with nonstationary …
Persistent link: https://www.econbiz.de/10010932928
Saved in:
9
Testing
indepedence for a large number of high-dimensional random vectors
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
-
2013
Persistent link: https://www.econbiz.de/10009724611
Saved in:
10
Testing
Independence for a Large Number of High-Dimensional Random Vectors
Pan, Guangming
-
2013
Capturing dependence among a large number of high dimensional random vectors is a very important and challenging problem. By arranging n random vectors of length p in the form of a matrix, we develop a linear spectral statistic of the constructed matrix to test whether the n random vectors are...
Persistent link: https://www.econbiz.de/10013085147
Saved in:
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