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Nonparametric methods in continuous time model specification
Casas, Isabel; Gao, Jiti - In: Econometric reviews 26 (2007) 1, pp. 91-106
Persistent link: https://www.econbiz.de/10003509019
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Bandwidth selection in nonparametric kernel testing
Gao, Jiti (contributor); Gijbels, Irène (contributor) - 2009
Persistent link: https://www.econbiz.de/10003813887
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Semiparametric regression estimation in null recurrent nonlinear time series
Chen, Jia (contributor); Gao, Jiti (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003813909
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Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti; King, Maxwell L.; Lu, Zu-di; Tjøstheim, Dag - 2009
Persistent link: https://www.econbiz.de/10003813943
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Specification testing for nonlinear time series with long-rang dependence
Gao, Jiti (contributor); Wang, Qiying (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003813950
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Specification testing in nonlinear time series with long-range dependence
Gao, Jiti; Wang, Qiying; Yin, Jiying - In: Econometric theory 27 (2011) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10009310805
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Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti; King, Maxwell L.; Lu, Zu-di; Tjøstheim, Dag - In: Econometric theory 25 (2009) 6, pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
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Model specification between parametric and nonparametric cointegration
Gao, Jiti; Tjostheim, Dag; Yin, Jiying - 2012
Persistent link: https://www.econbiz.de/10009625671
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Specification testing in parametric trending models with unknown errors
Gao, Jiti; King, Maxwell L. - In: Essays in honor of Peter C. B. Phillips, (pp. 151-202). 2014
Persistent link: https://www.econbiz.de/10010442867
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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/10003783786