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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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Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua; Gao, Jiti; Peng, Bin; Yan, Yayi - 2023
Persistent link: https://www.econbiz.de/10014452599
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Higher-order expansions and inference for panel data models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2023
Persistent link: https://www.econbiz.de/10014452601
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Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti; Liu, Fei; Peng, Bin; Yan, Yayi - In: Journal of econometrics 235 (2023) 2, pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
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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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A class of time-varying vector moving average (∞) models
Yan, Yayi; Gao, Jiti; Peng, Bin - 2020
Persistent link: https://www.econbiz.de/10012610863
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Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2021
Persistent link: https://www.econbiz.de/10012668893
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Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti; Peng, Bin; Yan, Yayi - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
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Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2022
Persistent link: https://www.econbiz.de/10013494327
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A simple bootstrap method for panel data inferences
Gao, Jiti; Peng, Bin; Yan, Yayi - 2022
Persistent link: https://www.econbiz.de/10013494332