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SIMULTANEOUS SPECIFICATION TES...
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Gao, Jiti
25
Chen, Song Xi
15
Casas, Isabel
5
Chen, Jia
5
Li, Degui
5
Gijbels, Irène
3
Tang, Cheng Yong
3
Allen, David E.
2
King, Maxwell
2
Tjøstheim, Dag
2
Van Bellegem, Sébastien
2
Yin, Jiying
2
Zhong, Ping-Shou
2
Alzghool, Raed
1
Brown, Bruce M.
1
Chan, Ngai Hang
1
Cui, Hengjian
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Dong, Chaohua
1
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1
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1
Lu, Zudi
1
McAleer, Michael
1
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1
Mule Jr, Vincent T
1
Peng, Liang
1
Phillips, Peter C.B.
1
Qin, Jing
1
Van Keilegom, Ingrid
1
Wang, Qiying
1
Yao, Juan
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1
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Journal of econometrics
15
Annals of the Institute of Statistical Mathematics : AISM
6
Journal of the American Statistical Association : JASA
6
Econometric theory
4
Econometric reviews
2
The econometrics journal
2
American journal of mathematical and management sciences
1
Australian journal of management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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OLC EcoSci
ECONIS (ZBW)
377
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155
BASE
28
EconStor
9
Other ZBW resources
3
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1
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:
2
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
Saved in:
3
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:
4
Solving replication problems in a complete market by orthogonal series expansion
Dong, Chaohua
;
Gao, Jiti
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 306-317
Persistent link: https://www.econbiz.de/10010134057
Saved in:
5
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects
Chen, Jia
;
Gao, Jiti
;
Li, Degui
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10010154954
Saved in:
6
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:
7
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
Gao, Jiti
;
King, Maxwell
;
Lu, Zudi
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1869-1892
Persistent link: https://www.econbiz.de/10008325206
Saved in:
8
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:
9
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:
10
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
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