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Time-varying multivariate causal processes
Gao, Jiti
;
Peng, Bin
;
Wu, Wei Biao
;
Yan, Yayi
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10015075008
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Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
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A frequentist approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10012110394
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