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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
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Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti; King, Maxwell L.; Lu, Zu-di; Tjøstheim, Dag - In: Econometric theory 25 (2009) 6, pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
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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