Narrow search
Showing 1 - 10 of 18
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
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
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
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
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
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
Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi; Gao, Jiti - In: Econometric theory 27 (2011) 4, pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
Cover Image
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
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
Cover Image
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti; Linton, Oliver; Peng, Bin - In: Econometric theory 36 (2020) 2, pp. 223-249
Persistent link: https://www.econbiz.de/10012193746