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Recursive estimation in large panel data models : theory and practice
Jiang, Bin; Yang, Yanrong; Gao, Jiti; Hsiao, Cheng - In: Journal of econometrics 224 (2021) 2, pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
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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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Time-varying minimum variance portfolio
Fan, Qingliang; Wu, Ruike; Yang, Yanrong; Zhong, Wei - In: Journal of econometrics 239 (2024) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10015074503
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High dimensional semiparametric moment restriction models
Dong, Chaohua; Gao, Jiti; Linton, Oliver - In: Journal of econometrics 232 (2023) 2, pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
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Most powerful test against a sequence of high dimensional local alternatives
He, Yi; Jaidee, Sombut; Gao, Jiti - In: Journal of econometrics 234 (2023) 1, pp. 151-177
Persistent link: https://www.econbiz.de/10014364694
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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/10009764384
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Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 172 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
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Semiparametric trending panel data models with cross-sectional dependence
Chen, Jia; Gao, Jiti; Li, Degui - In: Journal of econometrics 171 (2012) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10009686728
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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/10003722595
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Econometric modelling in finance and risk management : an overview
Gao, Jiti (contributor) - 2008
Persistent link: https://www.econbiz.de/10003783777