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An adaptive empirical likelihood test for parametric time series regression models
Chen, Song Xi; Gao, Jiti - In: Journal of Econometrics 141 (2007) 2, pp. 950-972
Persistent link: https://www.econbiz.de/10005239117
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Testing super-diagonal structure in high dimensional covariance matrices
He, Jing; Chen, Song Xi - In: Journal of econometrics 194 (2016) 2, pp. 283-297
Persistent link: https://www.econbiz.de/10011705144
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Enhancing estimation for interest rate diffusion models with bond prices
Zou, Tao; Chen, Song Xi - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 486-498
Persistent link: https://www.econbiz.de/10011705972
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Improving inflation prediction with the quantity theory
Wang, Ying; Tu, Yundong; Chen, Song Xi - In: Economics letters 149 (2016), pp. 112-115
Persistent link: https://www.econbiz.de/10011620177
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Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi; Guo, Bin; Qiu, Yumou - In: Journal of econometrics 235 (2023) 2, pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
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Identification, Estimation, and Specification in a Class of Semilinear Time Series Models
Gao, Jiti - In: The Oxford handbook of applied nonparametric and …. 2014
Persistent link: https://www.econbiz.de/10012881347
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Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone
Casas, Isabel; Gao, Jiti; Peng, Bin; Xie, Shangyu - In: Journal of Applied Econometrics 36 (2021) 3, pp. 328-345
Persistent link: https://www.econbiz.de/10012535491
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A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries
Tian, Fengping; Gao, Jiti; Yang, Ke - In: Health Economics 27 (2018) 12, pp. 1921-1944
Persistent link: https://www.econbiz.de/10012082365
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Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information
Yao, Juan; Gao, Jiti; Alles, Lakshman - In: Pacific-Basin Finance Journal 13 (2005) 2, pp. 225-245
Persistent link: https://www.econbiz.de/10005462338
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Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns
Yao, Juan; Gao, Jiti - In: Australian Journal of Management 29 (2004) 1, pp. 121-145
This paper aims to investigate the form of systematic risk of Australian industrial stock returns. We suggest using four stochastic state-space models for the analysis. The stochastic properties of systematic risk are studied by examining four classes of state-space models: random walk model,...
Persistent link: https://www.econbiz.de/10010769397