Narrow search
Showing 1 - 10 of 77
Cover Image
Econometric modelling in finance and risk management: An overview
Gao, Jiti; Mcaleer, Michael; Allen, David E. - In: Journal of econometrics 147 (2008) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10008143209
Cover Image
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.; Chan, Felix; McAleer, Michael; Peiris, … - In: Journal of econometrics 147 (2008) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
Cover Image
Semiparametric estimation in triangular system equations with nonstationarity
Gao, Jiti; Phillips, Peter C.B. - In: Journal of econometrics 176 (2013) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10010131794
Cover Image
Nonparametric simultaneous testing for structural breaks
Gao, Jiti; Gijbels, Irène; Van Bellegem, Sébastien - In: Journal of econometrics 143 (2008) 1, pp. 123-142
Persistent link: https://www.econbiz.de/10007899827
Cover Image
An adaptive empirical likelihood test for parametric time series regression models
Chen, Song Xi; Gao, Jiti - In: Journal of econometrics 141 (2007) 2, pp. 950-972
Persistent link: https://www.econbiz.de/10007859765
Cover Image
Specification testing in discretized diffusion models: Theory and practice
Gao, Jiti; Casas, Isabel - In: Journal of econometrics 147 (2008) 1, pp. 131-140
Persistent link: https://www.econbiz.de/10008143198
Cover Image
Econometric estimation in long-range dependent volatility models: Theory and practice
Casas, Isabel; Gao, Jiti - In: Journal of econometrics 147 (2008) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10008143203
Cover Image
Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti; Tjøstheim, Dag; Yin, Jiying - In: Journal of econometrics 172 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10010052627
Cover Image
Semiparametric trending panel data models with cross-sectional dependence
Chen, Jia; Gao, Jiti; Li, Degui - In: Journal of econometrics 171 (2012) 1, pp. 71-86
Persistent link: https://www.econbiz.de/10010015308
Cover Image
Specification testing in discretized diffusion models: Theory and practice
Gao, Jiti; Casas, Isabel - In: Journal of econometrics 147 (2008) 1, pp. 131-141
Persistent link: https://www.econbiz.de/10008898199