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Gao, Jiti
26
Casas, Isabel
5
Chen, Jia
5
Li, Degui
5
Gijbels, Irène
3
Allen, David E.
2
King, Maxwell
2
Tjøstheim, Dag
2
Van Bellegem, Sébastien
2
Yin, Jiying
2
Chen, Song Xi
1
Dong, Chaohua
1
Hawthorne, Kim
1
Liang, Hua
1
Lu, Zudi
1
McAleer, Michael
1
Mcaleer, Michael
1
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Journal of econometrics
12
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5
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2
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2
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1
Australian journal of management
1
International economic journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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OLC EcoSci
ECONIS (ZBW)
414
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139
BASE
23
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13
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5
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1
Pricing Geometric Asian Options under the CEV Process
Peng, Bin
- In:
International economic journal
20
(
2006
)
4
,
pp. 515-522
Persistent link: https://www.econbiz.de/10007600388
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
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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
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:
8
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:
9
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:
10
Econometric estimation in long-range dependent volatility models: Theory and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10008143203
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