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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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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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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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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
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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
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LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES
Li, Degui; Lu, Zudi; Linton, Oliver - In: Econometric theory 28 (2012) 5, pp. 935-959
Persistent link: https://www.econbiz.de/10010028014
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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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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