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A new class of bivariate threshold cointegration models
Cai, Biqing; Gao, Jiti; Tjostheim, Dag - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 288-305
Persistent link: https://www.econbiz.de/10011704196
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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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High dimensional semiparametric moment restriction models
Dong, Chaohua; Gao, Jiti; Linton, Oliver - In: Journal of econometrics 232 (2023) 2, pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
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Most powerful test against a sequence of high dimensional local alternatives
He, Yi; Jaidee, Sombut; Gao, Jiti - In: Journal of econometrics 234 (2023) 1, pp. 151-177
Persistent link: https://www.econbiz.de/10014364694
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Local logit regression for loan recovery rate
Sopitpongstorn, Nithi; Silvapulle, Paramsothy; Gao, Jiti; … - In: Journal of banking & finance 126 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
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Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjostheim, Dag - In: Econometric theory 31 (2015) 5, pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
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Semiparametric autoregressive conditional duration model : theory and practice
Saart, Patrick W.; Gao, Jiti; Allen, David E. - In: Econometric reviews 34 (2015) 6/10, pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
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Semiparametric single-index panel data models with cross-sectional dependence
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 188 (2015) 1, pp. 301-312
Persistent link: https://www.econbiz.de/10011500361
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A misspecification test for multiplicative error models of non-negative time series processes
Gao, Jiti; Kim, Nam Hyun; Saart, Patrick W. - In: Journal of econometrics 189 (2015) 2, pp. 346-359
Persistent link: https://www.econbiz.de/10011504553