12
H index
15
i10 index
641
Citations
Monash University | 12 H index 15 i10 index 641 Citations RESEARCH PRODUCTION: 63 Articles 148 Papers 2 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jiti GAO. | Is cited by: | Cites to: |
Year | Title of citing document |
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2021 | The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715. Full description at Econpapers || Download paper |
2020 | Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173. Full description at Econpapers || Download paper |
2020 | Blocked Clusterwise Regression. (2020). Cytrynbaum, Max. In: Papers. RePEc:arx:papers:2001.11130. Full description at Econpapers || Download paper |
2020 | On the Time Trend of COVID-19: A Panel Data Study. (2020). Gao, Jiti ; Dong, Chaohua ; Peng, Bin ; Linton, Oliver. In: Papers. RePEc:arx:papers:2006.11060. Full description at Econpapers || Download paper |
2020 | Locally trimmed least squares: conventional inference in possibly nonstationary models. (2020). Kasparis, Ioannis ; Hu, Zhishui ; Wang, Qiying. In: Papers. RePEc:arx:papers:2006.12595. Full description at Econpapers || Download paper |
2020 | Asymptotics of the Nonâ€parametric Function for Bâ€splinesâ€based Estimation in Partially Linear Models. (2020). Lian, Heng. In: International Statistical Review. RePEc:bla:istatr:v:88:y:2020:i:1:p:142-154. Full description at Econpapers || Download paper |
2020 | On bandwidth choice for spatial data density estimation. (2020). Zhang, Qiang ; Tjstheim, Dag ; Lu, Zudi ; Ling, Nengxiang ; Jiang, Zhenyu. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:3:p:817-840. Full description at Econpapers || Download paper |
2020 | A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection. (2020). Li, S ; Connor, G ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20103. Full description at Econpapers || Download paper |
2020 | On Time Trend of COVID-19: A Panel Data Study. (2020). Peng, B ; Linton, O ; Gao, J ; Dong, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2065. Full description at Econpapers || Download paper |
2020 | Technology, industrial dynamics and productivity: a critical survey. (2020). Vivarelli, Marco ; Ugur, Mehmet. In: DISCE - Quaderni del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0011. Full description at Econpapers || Download paper |
2020 | Adaptative predictability of stock market returns. (2020). Veiga, Helena ; Lopes, Maria Helena ; Casas, Maria Isabel ; Mao, Xiuping. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31648. Full description at Econpapers || Download paper |
2020 | Robust estimation for semi-functional linear regression models. (2020). Vena, Pablo ; Salibian-Barrera, Matias ; Boente, Graciela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301328. Full description at Econpapers || Download paper |
2020 | Model detection and estimation for varying coefficient panel data models with fixed effects. (2020). Li, Feng ; He, Wenqi ; Feng, Sanying. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301456. Full description at Econpapers || Download paper |
2021 | Evaluating multiplicative error models: A residual-based approach. (2021). Lu, Wanbo ; Ke, Rui ; Jia, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301778. Full description at Econpapers || Download paper |
2020 | More effective than we thought: Central bank independence and inflation in developing countries. (2020). Garriga, Ana Carolina ; Rodriguez, Cesar M. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:87-105. Full description at Econpapers || Download paper |
2020 | Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve. (2020). Xia, Huizhu ; Chen, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:595-604. Full description at Econpapers || Download paper |
2020 | Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching. (2020). Wei, YU ; Lei, Likun ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302293. Full description at Econpapers || Download paper |
2020 | Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Cortes, Lina M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301980. Full description at Econpapers || Download paper |
2020 | The momentum and reversal effects of investor sentiment on stock prices. (2020). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301601. Full description at Econpapers || Download paper |
2020 | Sieve extremum estimation of a semiparametric transformation model. (2020). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300446. Full description at Econpapers || Download paper |
2020 | Time-varying cointegration with an application to the UK Great Ratios. (2020). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301543. Full description at Econpapers || Download paper |
2020 | Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate. (2020). Miller, J. ; Park, Sungkeun ; Kim, Chang Sik ; Kaufmann, Robert K ; Chang, Yoosoon. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:274-294. Full description at Econpapers || Download paper |
2020 | Inference in heavy-tailed vector error correction models. (2020). Ling, Shiqing ; Qingling, Shi ; She, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:433-450. Full description at Econpapers || Download paper |
2020 | Determining individual or time effects in panel data models. (2020). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:60-83. Full description at Econpapers || Download paper |
2020 | Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:175-191. Full description at Econpapers || Download paper |
2020 | Heterogeneous panel data models with cross-sectional dependence. (2020). Zhu, Huanjun ; Xia, Kai ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:329-353. Full description at Econpapers || Download paper |
2020 | Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel. (2020). Smyth, Russell ; liddle, brantley ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300207. Full description at Econpapers || Download paper |
2020 | Income inequality and CO2 emissions in the G7, 1870–2014: Evidence from non-parametric modelling. (2020). Smyth, Russell ; Mishra, Vinod ; Uddin, Md Main ; Mainuddin, MD. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301201. Full description at Econpapers || Download paper |
2020 | The impact of renewable energy consumption to economic growth: A replication and extension of Inglesi-Lotz (2016). (2020). Taskin, Dilvin ; Madaleno, Mara ; Altinoz, Buket ; Dogan, Eyup. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302061. Full description at Econpapers || Download paper |
2020 | The Environmental Kuznets Curve across Australian states and territories. (2020). Smyth, Russell ; Inekwe, John ; Ivanovski, Kris ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302097. Full description at Econpapers || Download paper |
2020 | Human capital and CO2 emissions in the long run. (2020). Smyth, Russell ; Yao, Yao ; Inekwe, John ; Ivanovski, Kris. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302474. Full description at Econpapers || Download paper |
2020 | Impact of internet finance on the performance of commercial banks in China. (2020). Yin, Lijun ; Dong, Jichang ; Liu, Lei ; Hu, Meiting. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302234. Full description at Econpapers || Download paper |
2020 | Realized volatility forecast with the Bayesian random compressed multivariate HAR model. (2020). Chen, Langnan ; Luo, Jiawen. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:781-799. Full description at Econpapers || Download paper |
2020 | Testing for independence of high-dimensional variables: ÏV-coefficient based approach. (2020). Pavlenko, Tatjana ; Nishiyama, Takahiro ; Hyodo, Masashi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x20302086. Full description at Econpapers || Download paper |
2020 | Multivariate tests of independence and their application in correlation analysis between financial markets. (2020). Liu, Binghui ; Zhang, Xiaoxu ; Feng, Long. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302335. Full description at Econpapers || Download paper |
2020 | Measuring the impact of national guidelines: What methods can be used to uncover time-varying effects for healthcare evaluations?. (2020). Spencer, Anne ; Zhang, Xiaohui ; Price, Sarah. In: Social Science & Medicine. RePEc:eee:socmed:v:258:y:2020:i:c:s0277953620302409. Full description at Econpapers || Download paper |
2020 | Drivers of CO 2 -Emissions in Fossil Fuel Abundant Settings: (Pooled) Mean Group and Nonparametric Panel Analyses. (2020). Loewenstein, Wilhelm ; Sadik-Zada, Elkhan Richard. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3956-:d:393254. Full description at Econpapers || Download paper |
2020 | Innovation, Firm Survival and Productivity: The State of the Art. (2020). Vivarelli, Marco ; Ugur, Mehmet. In: IZA Discussion Papers. RePEc:iza:izadps:dp13654. Full description at Econpapers || Download paper |
2020 | Testing Capital Asset Pricing Models using Functional-Coefficient Panel Data Models with Cross-Sectional Dependence. (2020). Xu, Qiuhua ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202009. Full description at Econpapers || Download paper |
2021 | Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth. (2021). Iwasawa, Masamune ; Nishiyama, Yoshihiko ; Hitomi, Kohtaro . In: KIER Working Papers. RePEc:kyo:wpaper:1053. Full description at Econpapers || Download paper |
2020 | Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models. (2020). Bu, Ruijun ; Wang, Bin ; Kim, Jihyun. In: Working Papers. RePEc:liv:livedp:202021. Full description at Econpapers || Download paper |
2020 | Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries. (2020). BRESSON, Georges ; Etienne, Jean-Michel ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:229. Full description at Econpapers || Download paper |
2020 | Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information. (2020). Linton, Oliver ; la Vecchia, Davide ; Koo, Bonsoo . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-4. Full description at Econpapers || Download paper |
2020 | Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). Liu, Fei ; Gao, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-44. Full description at Econpapers || Download paper |
2020 | Evaluation of the impact of body mass index on venous thromboembolism risk factors. (2020). Han, Jie ; Zhang, Xiaohui ; Wang, Mingzheng ; Tajik, Fatemeh. In: PLOS ONE. RePEc:plo:pone00:0235007. Full description at Econpapers || Download paper |
2020 | Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda ; Cui, Guowei. In: MPRA Paper. RePEc:pra:mprapa:102827. Full description at Econpapers || Download paper |
2020 | Estimation of Firm-Level Productivity in the Presence of Exports: Evidence from Chinas Manufacturing. (2020). Malikov, Emir ; Kumbhakar, Subal ; Zhao, Shunan. In: MPRA Paper. RePEc:pra:mprapa:98077. Full description at Econpapers || Download paper |
2020 | Partially Linear Models with Endogeneity: a conditional moment based approach. (2020). Sun, Xiaolin ; Antoine, Bertille. In: Discussion Papers. RePEc:sfu:sfudps:dp20-06. Full description at Econpapers || Download paper |
2020 | Estimation for varying coefficient panel data model with cross-sectional dependence. (2020). Xu, Qunfang ; Pei, Youquan ; Liu, Hua. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:83:y:2020:i:3:d:10.1007_s00184-019-00739-0. Full description at Econpapers || Download paper |
2020 | On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models. (2020). Orlovskyi, I V ; Leonenko, N N ; Ivanov, A V. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:1:d:10.1007_s11203-019-09206-z. Full description at Econpapers || Download paper |
2020 | kNN estimation in functional partial linear modeling. (2020). Vieu, Philippe ; Aneiros, German ; Ling, Nengxiang. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:1:d:10.1007_s00362-017-0946-0. Full description at Econpapers || Download paper |
2020 | Partial sufficient dimension reduction on additive rates model for recurrent event data with high-dimensional covariates. (2020). Zhao, Xiao Bing ; Zhou, Xian. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:2:d:10.1007_s00362-017-0949-x. Full description at Econpapers || Download paper |
2020 | A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates. (2020). Yang, Jing ; Li, Ning. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:5:d:10.1007_s00362-018-1013-1. Full description at Econpapers || Download paper |
2020 | Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects. (2020). Fan, Guo-Liang ; Hong, Xing-Jian ; He, Bang-Qiang . In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-1049-2. Full description at Econpapers || Download paper |
2020 | Robust estimators in a generalized partly linear regression model under monotony constraints. (2020). Vena, Pablo ; Rodriguez, Daniela ; Boente, Graciela. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:29:y:2020:i:1:d:10.1007_s11749-019-00629-7. Full description at Econpapers || Download paper |
2020 | The role of innovation in industrial dynamics and productivity growth: a survey of the literature. (2020). Vivarelli, Marco ; Ugur, Mehmet. In: MERIT Working Papers. RePEc:unm:unumer:2020038. Full description at Econpapers || Download paper |
2020 | Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity. (2020). Prucha, Ingmar R ; Kuersteiner, Guido M. In: Econometrica. RePEc:wly:emetrp:v:88:y:2020:i:5:p:2109-2146. Full description at Econpapers || Download paper |
2020 | Estimation of firmâ€level productivity in the presence of exports: Evidence from Chinas manufacturing. (2020). Malikov, Emir ; Kumbhakar, Subal ; Zhao, Shunan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:457-480. Full description at Econpapers || Download paper |
2020 | The role of innovation in industrial dynamics and productivity growth: a survey of the literature. (2020). Vivarelli, Marco ; Ugur, Mehment. In: GLO Discussion Paper Series. RePEc:zbw:glodps:648. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
2009 | Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series.(2009) In: School of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2015 | UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES.(2015) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2011 | Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2009 | Bandwidth Selection in Nonparametric Kernel Testing In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 38 |
2008 | Bandwidth Selection in Nonparametric Kernel Testing.(2008) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
2009 | Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 9 |
2009 | NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY.(2009) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2009 | Specification Testing in Nonlinear Time Series with Long-Range Dependence In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE.(2011) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2009 | A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2009 | Estimation in Threshold Autoregressive Models with Nonstationarity In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 40 |
2011 | Nonâ€parametric timeâ€varying coefficient panel data models with fixed effects.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
2010 | Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 9 |
2011 | Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2013 | Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2013) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2010 | Semiparametric Trending Panel Data Models with Cross-Sectional Dependence In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 20 |
2012 | Semiparametric trending panel data models with cross-sectional dependence.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2011 | Semiparametric Trending Panel Data Models with Cross-Sectional Dependence.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2010 | Semiparametric Estimation in Simultaneous Equations of Time Series Models In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Estimation in Semiparametric Time Series Regression In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | An Integrated Panel Data Approach to Modelling Economic Growth In: Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Estimation of Cross-Sectional Dependence in Large Panels In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects In: Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Semiparametric nonâ€linear time series model selection In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 4 |
2017 | High dimensional correlation matrices: the central limit theorem and its applications In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 2 |
2001 | Parameter Estimation of Stochastic Processes with Longâ€range Dependence and Intermittency In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
2009 | Local Linear Mâ€estimation in nonâ€parametric spatial regression In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
2018 | High Dimensional Semiparametric Moment Restriction Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2018 | High dimensional semiparametric moment restriction models.(2018) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | High dimensional semiparametric moment restriction models.(2017) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | High dimensional semiparametric moment restriction models.(2018) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Nonparametric Predictive Regressions for Stock Return Prediction In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2004 | ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
2011 | SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
2012 | A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
2016 | INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
2013 | Inference on Nonstationary Time Series with Moving Mean.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
2013 | Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression.(2013) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
2020 | INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
2018 | Inference on a semiparametric model with global power law and local nonparametric trends.(2018) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2017 | Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends.(2017) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2010 | Semiparametric Estimation in Time Series of Simultaneous Equations In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Estimating Smooth Structural Change in Cointegration Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2017 | Estimating smooth structural change in cointegration models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2013 | Estimating Smooth Structural Change in Cointegration Models.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2013 | Functional Coefficient Nonstationary Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2004 | Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 3 |
2006 | Semiparametric estimation and testing of the trend of temperature series In: Econometrics Journal. [Full Text][Citation analysis] | article | 15 |
2013 | Solving replication problems in a complete market by orthogonal series expansion In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
2012 | Solving Replication Problems in Complete Market by Orthogonal Series Expansion.(2012) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | Regime switching panel data models with interactive fixed effects In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2018 | Regime switching panel data models with interative fixed effects.(2018) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2007 | An adaptive empirical likelihood test for parametric time series regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
2008 | Nonparametric simultaneous testing for structural breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2008 | Econometric modelling in finance and risk management: An overview In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2007 | Econometric modelling in finance and risk management: An overview.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2008 | Specification testing in discretized diffusion models: Theory and practice In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2007 | Specification testing in discretized diffusion models: Theory and practice.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2008 | Econometric estimation in long-range dependent volatility models: Theory and practice In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
2007 | Econometric estimation in long-range dependent volatility models: Theory and practice.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2013 | Estimation in threshold autoregressive models with a stationary and a unit root regime In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
2011 | Estimation in threshold autoregressive models with a stationary and a unit root regime.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2013 | Semiparametric estimation in triangular system equations with nonstationarity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2015 | Semiparametric single-index panel data models with cross-sectional dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2014 | Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence.(2014) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2015 | A misspecification test for multiplicative error models of non-negative time series processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
2017 | A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
2015 | A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks.(2015) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Specification testing for nonlinear multivariate cointegrating regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2014 | Specification Testing for Nonlinear Multivariate Cointegrating Regressions.(2014) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Specification Testing for Nonlinear Multivariate Cointegrating Regressions.(2016) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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2005 | Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
2002 | Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 3 |
2001 | Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency.(2001) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
1995 | Asymptotic normality of pseudo-LS estimator for partly linear autoregression models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
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2000 | A central limit theorem for a random quadratic form of strictly stationary processes In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
2008 | Moment inequalities for spatial processes In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
2014 | Specification Testing in Parametric Trending Models with Unknown Errors In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2020 | The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2018 | Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction.(2017) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Estimation in semiparametric quantile factor models In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia.(2015) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia.(2017) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Estimation of technical change and price elasticities: a categorical time–varying coefficient approach In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 0 |
2016 | Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach.(2016) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 16 |
2013 | Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2011 | Semiparametric Estimation in Multivariate Nonstationary Time Series Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Independence Test for High Dimensional Random Vectors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2012 | Nonlinear Regression with Harris Recurrent Markov Chains In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | An Improved Nonparametric Unit-Root Test In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Model Specification between Parametric and Nonparametric Cointegration In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Expansion of Lévy Process Functionals and Its Application in Statistical Estimation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Semiparametric methods in nonlinear time series analysis: a selective review.(2014) In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2012 | Identification, Estimation and Specification in a Class of Semiparametic Time Series Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Hermite Series Estimation in Nonlinear Cointegrating Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Non- and Semi-Parametric Panel Data Models: A Selective Review In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2013 | Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Orthogonal Expansion of Levy Process Functionals: Theory and Practice In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Testing Independence for a Large Number of High Dimensional Random Vectors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Econometric Time Series Specification Testing in a Class of Multiplicative Error Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Semiparametric Localized Bandwidth Selection in Kernel Density Estimation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Specification Testing in Structural Nonparametric Cointegration In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | A Computational Implementation of GMM In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Nonparametric Regression Approach to Bayesian Estimation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | High Dimensional Correlation Matrices: CLT and Its Applications In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Semiparametric Localized Bandwidth Selection for Kernel Density Estimation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | A New Class of Bivariate Threshold Cointegration Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | A New Class of Bivariate Threshold Cointegration Models.(2017) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2015 | Cross-sectional Independence Test for a Class of Parametric Panel Data Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Testing for a Structural Break in Dynamic Panel Data Models with Common Factors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models.(2019) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2015 | Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Bayesian Indirect Inference and the ABC of GMM In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Error-in-Variables Jump Regression Using Local Clustering In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Another Look at Single-Index Models Based on Series Estimation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | A Frequency Approach to Bayesian Asymptotics In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Nonparametric Localized Bandwidth Selection for Kernel Density Estimation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Nonparametric localized bandwidth selection for Kernel density estimation.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2017 | Kernel-based inference in time-varying coefficient models with multiple integrated regressors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Heterogeneous panel data models with cross-sectional dependence In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Heterogeneous Panel Data Models with Cross-Sectional Dependence.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | A simple nonlinear predictive model for stock returns In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Local logit regression for recovery rate In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Bayesian estimation based on summary statistics: Double asymptotics and practice In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Recursive estimation in large panel data models: Theory and practice In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Estimation and inference in semiparametric quantile factor models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | Varying-coefficient panel data models with partially observed factor structure In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Modelling time-varying income elasticities of health care expenditure for the OECD In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Series estimation for single-index models under constraints In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | On endogeneity and shape invariance in extended partially linear single index models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | On endogeneity and shape invariance in extended partially linear single index models.(2020) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2018 | Regime switching in the presence of endogeneity In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | A Near Unit Root Test for High-Dimensional Nonstationary Time Series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Global Temperatures and Greenhouse Gases: A Common Features Approach In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Global temperatures and greenhouse gases - a common features approach.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Semiparametric Single-index Predictive Regression In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Estimation and Testing for High-Dimensional Near Unit Root Time Series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Most Powerful Test against High Dimensional Free Alternatives In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | On Time Trend of COVID-19: A Panel Data Study In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | On Income and Price Elasticities for Energy Demand: A Panel Data Study In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | A Class of Time-Varying Vector Moving Average (infinity) Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Time-Varying Panel Data Models with an Additive Factor Structure In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 23 |
2005 | Empirical comparisons in short-term interest rate models using nonparametric methods.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2003 | Estimation in semiparametric spatial regression In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2005 | Estimation in semiparametric spatial regression.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2003 | Modeling long-range dependent Gaussian processes with application in continuous-time financial models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2006 | Semiparametric penalty function method in partially linear model selection In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2007 | A test for model specification of diffusion processes In: MPRA Paper. [Full Text][Citation analysis] | paper | 15 |
2007 | Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
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2012 | Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2000 | Partially linear models In: MPRA Paper. [Full Text][Citation analysis] | paper | 134 |
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2012 | Comments on: Some recent theory for autoregressive count time series In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
2007 | Nonparametric Methods in Continuous Time Model Specification In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2015 | Semiparametric Autoregressive Conditional Duration Model: Theory and Practice In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
2019 | Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
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2014 | Testing Independence Among a Large Number of High-Dimensional Random Vectors In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 1 |
2018 | Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 6 |
2015 | Specification testing in nonstationary time series models In: Econometrics Journal. [Full Text][Citation analysis] | article | 1 |
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2018 | A quantile regression approach to panel data analysis of healthâ€care expenditure in Organisation for Economic Coâ€operation and Development countries In: Health Economics. [Full Text][Citation analysis] | article | 0 |
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