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Non-parametric time-varying coefficient panel data models with fixed effects
Li, Degui; Chen, Jia; Gao, Jiti - In: The econometrics journal 14 (2011) 3, pp. 387-408
Persistent link: https://www.econbiz.de/10009382522
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Specification testing in nonstationary time series models
Chen, Jia; Gao, Jiti; Li, Degui; Lin, Zhengyan - In: The econometrics journal 18 (2015) 1, pp. 117-136
Persistent link: https://www.econbiz.de/10011345989
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Non‐parametric time‐varying coefficient panel data models with fixed effects
Li, Degui; Chen, Jia; Gao, Jiti - In: The econometrics journal 14 (2011) 3, pp. 387-409
Persistent link: https://www.econbiz.de/10009343980
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Estimating latent group structure in time-varying coefficient panel data models
Chen, Jia - In: The econometrics journal 22 (2019) 3, pp. 223-240
Persistent link: https://www.econbiz.de/10012166742
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Semiparametric estimation and testing of the trend of temperature series
Gao, Jiti; Hawthorne, Kim - In: The econometrics journal 9 (2006) 2, pp. 332
Persistent link: https://www.econbiz.de/10007419734
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Semiparametric estimation and testing of the trend of temperature series
Gao, Jiti; Hawthorne, Kim - In: The econometrics journal 9 (2006) 2, pp. 332-355
Persistent link: https://www.econbiz.de/10003352060