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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
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SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION
Xi Chen, Song; Gao, Jiti - In: Econometric theory 27 (2011) 4, pp. 792-844
Persistent link: https://www.econbiz.de/10009177571
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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. 1144-1164
Persistent link: https://www.econbiz.de/10010028021
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SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
Gao, Jiti; Wang, Qiying; Yin, Jiying - In: Econometric theory 27 (2010) 2, pp. 260-285
Persistent link: https://www.econbiz.de/10008881755
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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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ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
Gao, Jiti; King, Maxwell - In: Econometric theory 20 (2004) 5, pp. 844-882
Persistent link: https://www.econbiz.de/10006962817
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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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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
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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
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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