Jiti GAO : Citation Profile

Are you Jiti GAO?

Monash University

11

H index

12

i10 index

508

Citations

RESEARCH PRODUCTION:

57

Articles

131

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 20
   Journals where Jiti GAO has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 105 (17.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga362
   Updated: 2019-10-15    RAS profile: 2019-06-14    
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Relations with other researchers

Works with:

LINTON, OLIVER (10)

Li, Degui (9)

Phillips, Peter (7)

Saart, Patrick (5)

Chen, Jia (4)

Feng, Guohua (4)

Zhang, Xibin (2)

Kanaya, Shin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jiti GAO.

Is cited by:

LINTON, OLIVER (22)

Su, Liangjun (16)

Li, Degui (11)

Sun, Yixiao (11)

Chen, Jia (10)

Chen, Xiaohong (8)

McAleer, Michael (7)

Härdle, Wolfgang (7)

Arghyrou, Michael (6)

Zu, Yang (6)

Jin, Sainan (6)

Cites to:

Phillips, Peter (153)

Li, Qi (73)

Li, Degui (58)

Chen, Jia (54)

Park, Joon (38)

King, Maxwell (37)

Wang, Qiying (35)

Campbell, John (35)

Engle, Robert (33)

Härdle, Wolfgang (31)

Pesaran, M (30)

Main data

Where Jiti GAO has published?

Journals with more than one article published# docs
Journal of Econometrics14
Econometric Theory10
Statistics & Probability Letters4
Journal of Business & Economic Statistics3
Econometric Reviews3
Journal of the Royal Statistical Society Series B2
Journal of Time Series Analysis2
Journal of Nonparametric Statistics2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics80
MPRA Paper / University Library of Munich, Germany19
School of Economics Working Papers / University of Adelaide, School of Economics13
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University5
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies4
Papers / arXiv.org2
IZA Discussion Papers / Institute of Labor Economics (IZA)2

Recent works citing Jiti GAO (2019 and 2018)

YearTitle of citing document
2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD. (2018). Xie, Shangyu ; Gao, Jiti ; Casas, Isabel. In: CREATES Research Papers. RePEc:aah:create:2018-29.

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2018The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Juodis, Arturas ; Reese, Simon. In: Papers. RePEc:arx:papers:1810.03715.

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2019A Vine-copula extension for the HAR model. (2019). Magris, Martin. In: Papers. RePEc:arx:papers:1907.08522.

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2018Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound. (2018). Scalone, Valerio . In: Working papers. RePEc:bfr:banfra:688.

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2018A hidden Markov regime-switching smooth transition model. (2018). Robert, Elliott ; John, Lau ; Kuen, Siu Tak. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:4:p:21:n:2.

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2019Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1916.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Arghyrou, Michael ; Gadea, Maria Dolores. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

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2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, Maria Dolores ; Arghyrou, Michael G. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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2018Análisis de los coeficientes beta: evidencia en el mercado de activos chileno. (2018). LAUMANN, YANINA ; Barbera-Marine, Maria Gloria ; Terceo, Antonio. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:21:y:2018:i:3:p:076-093.

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2017Thoughts on the inequality of opportunities: new evidence. (2017). Santos, Wallace Patrick ; de Oliveira, Victor Rodrigues ; Annegues, Ana Claudia . In: Revista CEPAL. RePEc:ecr:col070:42012.

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2018Identification of local sparsity and variable selection for varying coefficient additive hazards models. (2018). Qu, Lianqiang ; Sun, Liuquan ; Song, Xinyuan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:125:y:2018:i:c:p:119-135.

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2018Estimation and hypothesis test for partial linear multiplicative models. (2018). Zhang, Jun ; Peng, Heng ; Feng, Zhenghui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:87-103.

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2019Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models. (2019). Davidov, Ori ; Bogomolov, Marina. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:133:y:2019:i:c:p:20-27.

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2019A novel partial-linear single-index model for time series data. (2019). Wang, Huixia ; Jiang, Hui ; Huang, Lei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:134:y:2019:i:c:p:110-122.

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2019A goodness-of-fit test for variable-adjusted models. (2019). ZHU, LI XING ; Xie, Chuanlong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:138:y:2019:i:c:p:27-48.

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2018Diagnostic checking of Markov multiplicative error models. (2018). Guo, Bin ; Li, Shuo. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:139-142.

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2017Asymptotics for recurrent diffusions with application to high frequency regression. (2017). Kim, Jihyun ; Park, Joon Y. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:37-54.

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2017A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data. (2017). Sun, Yixiao ; Yang, Jingjing ; Kim, Min Seong . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:298-322.

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2017On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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2017Semiparametric estimation and testing of smooth coefficient spatial autoregressive models. (2017). Sun, Yiguo ; Malikov, Emir. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:12-34.

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2018Nonparametric testing for smooth structural changes in panel data models. (2018). Chen, Bin ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:245-267.

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2018Nonparametric fixed effects model for panel data with locally stationary regressors. (2018). Pei, Youquan ; You, Jinhong ; Huang, Tao. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:286-305.

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2018The ABC of simulation estimation with auxiliary statistics. (2018). Ng, Serena ; Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:112-139.

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2018Additive nonparametric models with time variable and both stationary and nonstationary regressors. (2018). LINTON, OLIVER ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:212-236.

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2018Specification tests based on MCMC output. (2018). Yu, Jun ; Zeng, Tao ; JunYu, ; Li, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:237-260.

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2018Model checks for nonlinear cointegrating regression. (2018). Zhu, Ke ; Wu, Dongsheng ; Wang, Qiying. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:261-284.

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2017Generalized empirical likelihood M testing for semiparametric models with time series data. (2017). Jacho-Chávez, David ; Chu, Ba ; Bravo, Francesco ; Chu, Ba M., ; Jacho-Chavez, David T. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:18-30.

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2019Robust analysis of the martingale hypothesis. (2019). Gourieroux, Christian ; Jasiak, Joann. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:17-41.

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2017Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. (2017). Zu, Yang ; Boswijk, H. Peter. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:53-75.

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2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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2019How population and energy price affect Chinas environmental pollution?. (2019). He, Lerong ; Fang, Liting ; Li, Kunming. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:386-396.

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2019The marginal and double threshold effects of regional innovation on energy consumption structure: Evidence from resource-based regions in China. (2019). Deng, Feng ; Hao, Xiaoli. In: Energy Policy. RePEc:eee:enepol:v:131:y:2019:i:c:p:144-154.

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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2017A new test of independence for bivariate observations. (2017). Bagkavos, D ; Patil, P N. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:117-133.

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2018Sparse estimation for functional semiparametric additive models. (2018). Sang, Peijun ; Cao, Jiguo ; Lockhart, Richard A. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:105-118.

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2019A copula approach for dependence modeling in multivariate nonparametric time series. (2019). Hudecova, Arka ; Omelka, Marek ; Neumeyer, Natalie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:139-162.

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2019Forecasting downside risk in China’s stock market based on high-frequency data. (2019). Xie, Nan ; Gong, XU ; Chen, Sicen ; Wang, Zongrun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:530-541.

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2019Forecasting the Chinese stock volatility across global stock markets. (2019). Zhang, Yaojie ; Ma, Feng ; Liu, Jing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:466-477.

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2019The income elasticity of housing demand in New South Wales, Australia. (2019). Liu, Xiangling. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:75:y:2019:i:c:p:70-84.

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2018A supplement on CLT for LSS under a large dimensional generalized spiked covariance model. (2018). Chen, Jiaqi ; Tian, Boping ; Li, Weiming ; Zhang, Yangchun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:138:y:2018:i:c:p:57-65.

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2018Key factors to annual investment in public transportation sector: The case of China. (2018). Qiu, Guo ; Li, Ling ; Xu, Wangtu. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:107:y:2018:i:c:p:1-19.

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2018Time varying cointegration and the UK great ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George. In: CAMA Working Papers. RePEc:een:camaaa:2018-53.

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2018Time varying cointegration and the UK Great Ratios. (2018). Price, Simon ; Millard, Stephen ; Petrova, Katerina ; Kapetanios, George. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:23320.

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2017Bayesian Treatments for Panel Data Stochastic Frontier Models with Time Varying Heterogeneity. (2017). Liu, Junrong ; Tsionas, E G ; Sickles, Robin C. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:33-:d:106177.

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2019Machine Learning for Forecasting Excess Stock Returns – The Five-Year-View. (2019). Scholz, Michael ; Nielsen, Jens Perch ; Mousavi, Parastoo ; Kyriakou, Ioannis. In: Graz Economics Papers. RePEc:grz:wpaper:2019-06.

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2018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; Gao, Jiti ; Dong, Chaohua. In: CeMMAP working papers. RePEc:ifs:cemmap:04/18.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0022017.

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2018Evaluation of the Cultural Environment’s Impact on the Performance of the Socially Responsible Investment Funds. (2018). MONEVA, JOSE ; Bellostas-Perezgrueso, Ana Jose ; Lopez-Arceiz, Francisco Jose. In: Journal of Business Ethics. RePEc:kap:jbuset:v:150:y:2018:i:1:d:10.1007_s10551-016-3189-4.

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2018Nonparametric Estimation and Inference for Panel Data Models. (2018). Racine, Jeffrey ; Parmeter, Christopher. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-02.

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2019An Integrated Panel Data Approach to Modelling Economic Growth. (2019). Zhang, BO ; Yang, Yanrong ; Pan, Guangming ; Gao, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-9.

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2019Data-Driven Local Polynomial Trend Estimation for Economic Data - Steady State Adjusting Trends. (2019). Fritz, Marlon. In: Working Papers Dissertations. RePEc:pdn:dispap:49.

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2017Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models. (2017). Sun, Yiguo ; Malikov, Emir. In: MPRA Paper. RePEc:pra:mprapa:77253.

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2019Estimation of Varying Coefficient Models with Measurement Error. (2019). Taylor, Luke ; Otsu, Taisuke ; Dong, Hao. In: Departmental Working Papers. RePEc:smu:ecowpa:1905.

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2018A generalized partially linear framework for variance functions. (2018). Fang, Yixin ; Liang, Hua. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:5:d:10.1007_s10463-017-0619-8.

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2018A penalized spline estimator for fixed effects panel data models. (2018). Putz, Peter ; Kneib, Thomas. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:102:y:2018:i:2:d:10.1007_s10182-017-0296-1.

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2018Optimal difference-based estimation for partially linear models. (2018). Zhou, Yuejin ; Tong, Tiejun ; Dai, Wenlin ; Cheng, Yebin. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0786-3.

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2018Conditional feature screening for mean and variance functions in models with multiple-index structure. (2018). Hu, Qinqin ; Lin, LU. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:4:d:10.1007_s00184-018-0646-3.

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2018Goodness-of-fit tests in linear EV regression with replications. (2018). Jia, Weijia ; Song, Weixing . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:4:d:10.1007_s00184-018-0648-1.

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2018Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition. (2018). Shi, Jianhong ; Zhao, Fanrong. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:2:d:10.1007_s00362-016-0773-8.

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2019Plug-in marginal estimation under a general regression model with missing responses and covariates. (2019). Perez-Gonzalez, Ana ; Gonzalez-Manteiga, Wenceslao ; Boente, Graciela ; Bianco, Ana M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:1:d:10.1007_s11749-018-0591-5.

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2018Multidimensional Parameter Heterogeneity in Panel Data Models. (2018). Neal, Timothy. In: Discussion Papers. RePEc:swe:wpaper:2016-15a.

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2019Essays in econometric theory. (2019). Sadikoglu, Serhan . In: Other publications TiSEM. RePEc:tiu:tiutis:99d83644-f9dc-49e3-a4e1-5ca8a8d3f784.

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2018Essays on functional coefficient models. (2018). Koo, Chao . In: Other publications TiSEM. RePEc:tiu:tiutis:ba87b8a5-3c55-40ec-967d-9eab42c14ddf.

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2018A NOTE ON THE LSE OF THREE-REGIME TAR MODEL WITH AN INFINITE VARIANCE. (2018). Yang, Yaxing ; Ling, Shiqing. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500070.

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2019Heterogeneous Panel Data Models with Cross-Sectional Dependence. (2019). Zhu, Huanjun ; Xia, Kai ; Gao, Jiti. In: Working Papers. RePEc:wyi:wpaper:002482.

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2018Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models. (2018). Chen, Jia. In: Discussion Papers. RePEc:yor:yorken:18/15.

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Works by Jiti GAO:

YearTitleTypeCited
2013Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series In: CREATES Research Papers.
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2009Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series.(2009) In: School of Economics Working Papers.
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2015UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES.(2015) In: Econometric Theory.
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2011Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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2009Bandwidth Selection in Nonparametric Kernel Testing In: School of Economics Working Papers.
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2008Bandwidth Selection in Nonparametric Kernel Testing.(2008) In: Journal of the American Statistical Association.
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2009Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series In: School of Economics Working Papers.
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2009Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity In: School of Economics Working Papers.
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2009NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY.(2009) In: Econometric Theory.
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2009Specification Testing in Nonlinear Time Series with Long-Range Dependence In: School of Economics Working Papers.
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2011SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE.(2011) In: Econometric Theory.
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2009A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model In: School of Economics Working Papers.
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2009Estimation in Threshold Autoregressive Models with Nonstationarity In: School of Economics Working Papers.
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2010Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects In: School of Economics Working Papers.
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2011Non‐parametric time‐varying coefficient panel data models with fixed effects.(2011) In: Econometrics Journal.
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2010Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions In: School of Economics Working Papers.
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2011Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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2013Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2013) In: Econometric Reviews.
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2010Semiparametric Trending Panel Data Models with Cross-Sectional Dependence In: School of Economics Working Papers.
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2012Semiparametric trending panel data models with cross-sectional dependence.(2012) In: Journal of Econometrics.
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2011Semiparametric Trending Panel Data Models with Cross-Sectional Dependence.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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2010Semiparametric Estimation in Simultaneous Equations of Time Series Models In: School of Economics Working Papers.
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2010Estimation in Semiparametric Time Series Regression In: School of Economics Working Papers.
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2010Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models In: School of Economics Working Papers.
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2019An Integrated Panel Data Approach to Modelling Economic Growth In: Papers.
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2019Estimation of Cross-Sectional Dependence in Large Panels In: Papers.
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2004Semiparametric non‐linear time series model selection In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article3
2017High dimensional correlation matrices: the central limit theorem and its applications In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article1
2001Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency In: Journal of Time Series Analysis.
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2009Local Linear M-estimation in non-parametric spatial regression In: Journal of Time Series Analysis.
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2018High Dimensional Semiparametric Moment Restriction Models In: Cambridge Working Papers in Economics.
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2018High dimensional semiparametric moment restriction models.(2018) In: CeMMAP working papers.
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2017High dimensional semiparametric moment restriction models.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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2018High dimensional semiparametric moment restriction models.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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2019Nonparametric Predictive Regressions for Stock Return Prediction In: Cambridge Working Papers in Economics.
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2019Estimation and Inference in Semiparametric Quantile Factor Models In: Cambridge Working Papers in Economics.
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