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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Econometric estimation in long-range dependent volatility models: Theory and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-84
Persistent link: https://www.econbiz.de/10008898204
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