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Hedging downside risk in agricultural commodities : a novel nonparametric Kernel method

In: Finance research letters 70 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10015194473

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

An econometric identification of ineffective common-cold advertising

Vinod, Hrishikesh D.; Jetta, Kurt; Rengifo, Minaya Eric - In: International journal of pharmaceutical and healthcare … 17 (2023) 4, pp. 476-494

Persistent link: https://www.econbiz.de/10014461502

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

Nonparametric mean-lower partial moment model and enhanced index investment

Huang, Jinbo; Li, Yong; Yao, Haixiang - In: Computers & operations research : and their … 144 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013264891

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

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