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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
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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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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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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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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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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
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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
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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