Narrow search
Showing 111 - 120 of 638
Cover Image
Orthogonal expansion of Lévy process functionals : theory and practice
Dong, Chaohua; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10009701598
Cover Image
Semiparametric methods in nonlinear time series analysis : a selective review
Saart, Patrick; Gao, Jiti - 2012
Persistent link: https://www.econbiz.de/10009672964
Cover Image
Bayesian bandwidth selection in nonparametric time-varying coefficient models
Cheng, Tingting; Gao, Jiti; Zhang, Xibin - 2013
Persistent link: https://www.econbiz.de/10009713007
Cover Image
A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
Chen, Jia; Gao, Jiti; Li, Degui - In: Econometric theory 28 (2012) 5, pp. 1145-1163
Persistent link: https://www.econbiz.de/10009714718
Cover Image
Semiparametric trending panel data models with cross-sectional dependence
Chen, Jia; Gao, Jiti; Li, Degui - In: Journal of econometrics 171 (2012) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10009686728
Cover Image
Specification testing driven by orthogonal series in nonstationary time series models
Dong, Chaohua; Gao, Jiti - 2012
Persistent link: https://www.econbiz.de/10009665563
Cover Image
Estimation in single-index panel data models with heterogeneous link functions
Chen, Jia; Gao, Jiti; Li, Degui - In: Econometric reviews 32 (2013) 8, pp. 928-955
Persistent link: https://www.econbiz.de/10009758607
Cover Image
Semiparametric single-index panel data models with cross-sectional dependence
Peng, Bin; Dong, Chaohua; Gao, Jiti - 2014
Persistent link: https://www.econbiz.de/10010349991
Cover Image
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.; Li, Degui; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010189524
Cover Image
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.; Gao, Jiti; Li, Degui; Silvapulle, … - 2013
Persistent link: https://www.econbiz.de/10010189526