Narrow search
Showing 1 - 10 of 27
Cover Image
The et interview : Professor Max King
King, Maxwell L. (interviewee); Gao, Jiti (interviewer);  … - In: Econometric theory 35 (2019) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10012146123
Cover Image
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
Gao, Jiti; King, Maxwell; Lu, Zudi; Tjøstheim, Dag - In: Econometric theory 25 (2009) 6, pp. 1869-1892
Persistent link: https://www.econbiz.de/10008325206
Cover Image
Local linear fitting under near epoch dependence : uniform consistency with convergence rates
Li, Degui; Lu, Zu-di; Linton, Oliver - In: Econometric theory 28 (2012) 5, pp. 935-958
Persistent link: https://www.econbiz.de/10009714729
Cover Image
Adaptive testing in continuous-time diffusion models
Gao, Jiti; King, Maxwell L. - In: Econometric theory 20 (2004) 5, pp. 844-882
Persistent link: https://www.econbiz.de/10002265242
Cover Image
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
Cover Image
Specification testing in nonlinear time series with long-range dependence
Gao, Jiti; Wang, Qiying; Yin, Jiying - In: Econometric theory 27 (2011) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10009310805
Cover Image
A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
Chen, Jia; Gao, Jiti; Li, Degui - In: Econometric theory 28 (2012) 5, pp. 1145-1163
Persistent link: https://www.econbiz.de/10009714718
Cover Image
Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
Dong, Chaohua; Gao, Jiti - In: Econometric theory 34 (2018) 4, pp. 754-789
Persistent link: https://www.econbiz.de/10011951426
Cover Image
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Econometric theory 32 (2016) 3, pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
Cover Image
Inference on nonstationary time series with moving mean
Gao, Jiti; Robinson, Peter M. - In: Econometric theory 32 (2016) 2, pp. 431-457
Persistent link: https://www.econbiz.de/10011578494