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Essays in econometrics with focus on smooth minimum distance inference

Becker, Daniel - 2021

Persistent link: https://www.econbiz.de/10013285043

Asymptotics for time-varying vector MA (∞) processes

Yan, Yayi; Gao, Jiti; Peng, Bin - 2021

Persistent link: https://www.econbiz.de/10012697951

A class of time-varying vector moving average (∞) models

Yan, Yayi; Gao, Jiti; Peng, Bin - 2020

Persistent link: https://www.econbiz.de/10012610863

Time-varying panel data models with an additive factor structure

Liu, Fei; Gao, Jiti; Yang, Yanrong - 2020

Persistent link: https://www.econbiz.de/10012610885

Nonparametric estimation in panel data models with heterogeneity and time-varyingness

Liu, Fei; Gao, Jiti; Yang, Yanrong - 2019

Persistent link: https://www.econbiz.de/10012606705

Time-varying income elasticities of healthcare expenditure for the OECD and Eurozone

Casas, Isabel; Gao, Jiti; Peng, Bin; Xie, Shangyu - 2019

Persistent link: https://www.econbiz.de/10012606723

Inference on a semiparametric model with global power law and local nonparametric trends

Gao, Jiti; Linton, Oliver; Peng, Bin - 2018

This paper studies a model with both a parametric global trend and a nonparametric local trend. This model may be of interest in a number of applications in economics, finance, ecology, and geology. The model nests the parametric global trend model considered in Phillips (2007) and Robinson...

Persistent link: https://www.econbiz.de/10011941426

Inference on a semiparametric model with global power law and local nonparametric trends

Gao, Jiti; Linton, Oliver; Peng, Bin - 2018

Persistent link: https://www.econbiz.de/10011775194

Modelling time-varying income elasticities of health care expenditure for the OECD

Casas, Isabel; Gao, Jiti; Xie, Shangyu - 2018

Persistent link: https://www.econbiz.de/10012583636

Inference on a semiparametric model with global power law and local nonparametric trends

Gao, Jiti; Linton, Oliver; Peng, Bin - 2017

Persistent link: https://www.econbiz.de/10011782105

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