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Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti; Linton, Oliver; Peng, Bin - 2018
This paper studies a model with both a parametric global trend and a nonparametric local trend. This model may be of interest in a number of applications in economics, finance, ecology, and geology. The model nests the parametric global trend model considered in Phillips (2007) and Robinson...
Persistent link: https://www.econbiz.de/10011775194
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Time-varying vector error-correction models : estimation and inference
Gao, Jiti; Peng, Bin; Yan, Yayi - 2023
Persistent link: https://www.econbiz.de/10014452499
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Another look at single-index models based on series estimation
Dong, Chaohua; Gao, Jiti; Peng, Bin - 2016
Persistent link: https://www.econbiz.de/10011781813
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A localised neural network with dependent data: estimation and inference
Gao, Jiti; Peng, Bin; Yang, Yanrong - 2023
Persistent link: https://www.econbiz.de/10014452592
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Estimation and inference for three-dimensional panel data models
Feng, Guohua; Gao, Jiti; Liu, Fei; Peng, Bin - 2023
Persistent link: https://www.econbiz.de/10014452624
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Series estimation for single-index models under constraints
Dong, Chaohua; Gao, Jiti; Peng, Bin - 2018
Persistent link: https://www.econbiz.de/10012583316
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On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi; Gao, Jiti; Peng, Bin - 2021
Persistent link: https://www.econbiz.de/10012697193
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Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua; Gao, Jiti; Peng, Bin; Tu, Yundong - 2021
Persistent link: https://www.econbiz.de/10012697853
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Asymptotics for time-varying vector MA (∞) processes
Yan, Yayi; Gao, Jiti; Peng, Bin - 2021
Persistent link: https://www.econbiz.de/10012697951
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Varying-coefficient panel data models with partially observed factor structure
Dong, Chaohua; Gao, Jiti; Peng, Bin - 2018
Persistent link: https://www.econbiz.de/10012543506