11
H index
13
i10 index
576
Citations
Jiti GAO : Citation Profile
Monash University | RESEARCH PRODUCTION: 63 Articles 143 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
26 years (1994 - 2020). Relations with other researchers
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:
|
Main data
Where Jiti GAO has published?
Recent works citing Jiti GAO (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2018 | Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD. (2018). Casas, Isabel ; Xie, Shangyu ; Gao, Jiti. In: CREATES Research Papers. RePEc:aah:create:2018-29. Full description at Econpapers || Download paper |
| 2019 | 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 |
| 2019 | A Vine-copula extension for the HAR model. (2019). Magris, Martin. In: Papers. RePEc:arx:papers:1907.08522. Full description at Econpapers || Download paper |
| 2019 | Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109. Full description at Econpapers || Download paper |
| 2019 | 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 Non‐parametric Function for B‐splines‐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). Ling, Nengxiang ; Jiang, Zhenyu ; Zhang, Qiang ; Tjstheim, Dag ; Lu, Zudi. 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 |
| 2019 | Nonparametric 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. Full description at Econpapers || Download paper |
| 2020 | On Time Trend of COVID-19: A Panel Data Study. (2020). Gao, J ; Dong, C ; Peng, B ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2065. Full description at Econpapers || Download paper |
| 2017 | Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, MarÃa ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12. Full description at Econpapers || Download paper |
| 2019 | Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, MarÃa ; Arghyrou, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6. Full description at Econpapers || Download paper |
| 2017 | Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, MarÃa ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691. Full description at Econpapers || Download paper |
| 2019 | Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, MarÃa ; Arghyrou, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532. Full description at Econpapers || Download paper |
| 2019 | Nonlinear Cointegrating Power Function Regression with Endogeneity. (2019). Phillips, Peter ; Wang, Qiying ; PEter, ; Hu, Zhishui. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2211. Full description at Econpapers || Download paper |
| 2019 | Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models. (2019). Yi, Yanping ; Huang, Zhuo ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2215. Full description at Econpapers || Download paper |
| 2019 | Heterogeneous Decision-Making and Market Power. (2019). Tsionas, Mike G ; Sickles, Robin ; Kutlu, Levent. In: Working Papers. RePEc:ecl:riceco:19-008. Full description at Econpapers || Download paper |
| 2017 | Thoughts 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. Full description at Econpapers || Download paper |
| 2019 | Modeling building resilience against extreme weather by integrated CityFFD and CityBEM simulations. (2019). Wang, Liangzhu ; Mortezazadeh, Mohammad ; Katal, Ali. In: Applied Energy. RePEc:eee:appene:v:250:y:2019:i:c:p:1402-1417. Full description at Econpapers || Download paper |
| 2018 | Identification 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. Full description at Econpapers || Download paper |
| 2019 | Order 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. Full description at Econpapers || Download paper |
| 2019 | A 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. Full description at Econpapers || Download paper |
| 2019 | A 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. Full description at Econpapers || Download paper |
| 2019 | The communication and European Regional economic growth: The interactive fixed effects approach. (2019). Liu, Hao. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:299-311. Full description at Econpapers || Download paper |
| 2019 | Steady state adjusting trends using a data-driven local polynomial regression. (2019). Fritz, Marlon. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:312-325. 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 |
| 2019 | Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets. (2019). Li, Weiping ; Teng, Yuxin ; Qiao, Gaoxiu ; Liu, Wenwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:133-151. 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 | 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 |
| 2017 | Asymptotics 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2017 | On 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. Full description at Econpapers || Download paper |
| 2017 | Semiparametric 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. Full description at Econpapers || Download paper |
| 2018 | Nonparametric 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. Full description at Econpapers || Download paper |
| 2018 | Nonparametric 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. Full description at Econpapers || Download paper |
| 2018 | Additive 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. Full description at Econpapers || Download paper |
| 2019 | Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates. (2019). Li, Degui ; Chen, Xirong. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:433-450. Full description at Econpapers || Download paper |
| 2019 | Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice. (2019). Su, Liangjun ; Peng, Bin ; Feng, Guohua ; Yang, Thomas Tao. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:607-622. Full description at Econpapers || Download paper |
| 2019 | Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models. (2019). Liang, Hua ; Chen, Kani ; Lin, Huazhen ; Zhou, Ling. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:593-607. 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 |
| 2019 | A Bayesian analysis of linear regression models with highly collinear regressors. (2019). Smith, Ronald ; Pesaran, M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:1-21. Full description at Econpapers || Download paper |
| 2017 | Generalized 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. Full description at Econpapers || Download paper |
| 2019 | Robust 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. Full description at Econpapers || Download paper |
| 2017 | Consistent 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. Full description at Econpapers || Download paper |
| 2019 | Bond and option prices with permanent shocks. (2019). Al-Zoubi, Haitham A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:272-290. Full description at Econpapers || Download paper |
| 2017 | Nonparametric 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. Full description at Econpapers || Download paper |
| 2019 | R&D intensity and carbon emissions in the G7: 1870–2014. (2019). Smyth, Russell ; Churchill, Sefa Awaworyi ; Zhang, Xibin ; Inekwe, John. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:30-37. 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 |
| 2019 | How 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. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2019 | A 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. Full description at Econpapers || Download paper |
| 2019 | Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects. (2019). Rodriguez-Poo, Juan M ; Arteaga-Molina, Luis A. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:110-124. Full description at Econpapers || Download paper |
| 2019 | Estimation of a rank-reduced functional-coefficient panel data model with serial correlation. (2019). Li, Degui ; Chen, Jia ; Xia, Yingcun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:456-479. Full description at Econpapers || Download paper |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper |
| 2019 | Forecasting 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. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2018 | A 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. Full description at Econpapers || Download paper |
| 2019 | Checking nonparametric component for partially nonlinear model with missing response. (2019). Liu, Juanfang ; Xue, Liugen ; Wang, Zhaoliang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:149:y:2019:i:c:p:1-8. Full description at Econpapers || Download paper |
| 2017 | Bayesian 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. Full description at Econpapers || Download paper |
| 2019 | Machine 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. Full description at Econpapers || Download paper |
| 2019 | The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries. (2019). McLaren, Keith ; Zhao, Xueyan ; Zhang, Xiaohui ; Yang, OU ; Feng, Guohua. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2019n16. Full description at Econpapers || Download paper |
| 2017 | Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, MarÃa ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0022017. 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 |
| 2019 | Semi-strong factors in asset returns. (2019). Korajczyk, Robert A ; Connor, Gregory . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n294-19.pdf. Full description at Econpapers || Download paper |
| 2019 | An 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. 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 |
| 2019 | Data-Driven Local Polynomial Trend Estimation for Economic Data - Steady State Adjusting Trends. (2019). Fritz, Marlon. In: Working Papers Dissertations. RePEc:pdn:dispap:49. Full description at Econpapers || Download paper |
| 2020 | Evaluation of the impact of body mass index on venous thromboembolism risk factors. (2020). Wang, Ming Zheng ; Tajik, Fatemeh ; Han, Jie ; Zhang, Xiaohui. In: PLOS ONE. RePEc:plo:pone00:0235007. Full description at Econpapers || Download paper |
| 2017 | Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models. (2017). Sun, Yiguo ; Malikov, Emir. In: MPRA Paper. RePEc:pra:mprapa:77253. 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 |
| 2019 | Estimation of Varying Coefficient Models with Measurement Error. (2019). Dong, Hao ; Taylor, Luke ; Otsu, Taisuke. In: Departmental Working Papers. RePEc:smu:ecowpa:1905. Full description at Econpapers || Download paper |
| 2019 | Weighted composite quantile regression for single index model with missing covariates at random. (2019). Peng, Changgen ; Yang, HU ; Liu, Huilan . In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00886-y. Full description at Econpapers || Download paper |
| 2018 | Goodness-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. 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 |
| 2019 | Testing nonstationary and absolutely regular nonlinear time series models. (2019). Elharfaoui, Echarif ; Harel, Michel ; Puri, Madan L ; Ngatchou-Wandji, Joseph. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:22:y:2019:i:3:d:10.1007_s11203-018-9194-8. 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 |
| 2019 | Nonparametric Time-Varying Coefficient Models for Panel Data. (2019). Yang, Baoying ; Hong, Hyokyoung G ; Lin, Huazhen ; Fan, Gang-Zhi ; Zhang, Yong ; Liu, Wei. In: Statistics in Biosciences. RePEc:spr:stabio:v:11:y:2019:i:3:d:10.1007_s12561-019-09248-0. 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 |
| 2019 | Plug-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. 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 |
| 2018 | Multidimensional Parameter Heterogeneity in Panel Data Models. (2018). Neal, Timothy. In: Discussion Papers. RePEc:swe:wpaper:2016-15a. Full description at Econpapers || Download paper |
| 2019 | Essays in econometric theory. (2019). Sadikoglu, Serhan . In: Other publications TiSEM. RePEc:tiu:tiutis:99d83644-f9dc-49e3-a4e1-5ca8a8d3f784. Full description at Econpapers || Download paper |
| 2018 | Essays on functional coefficient models. (2018). Koo, Chao . In: Other publications TiSEM. RePEc:tiu:tiutis:ba87b8a5-3c55-40ec-967d-9eab42c14ddf. Full description at Econpapers || Download paper |
| 2018 | Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models. (2018). Chen, Jia. In: Discussion Papers. RePEc:yor:yorken:18/15. Full description at Econpapers || Download paper |
Works by Jiti GAO:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | 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: 6 | 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: 6 | paper | |
| 2009 | Bandwidth Selection in Nonparametric Kernel Testing In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 37 |
| 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: 37 | 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 | 8 |
| 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: 8 | 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 | 33 |
| 2011 | Non‐parametric time‐varying coefficient panel data models with fixed effects.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | 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 | 15 |
| 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: 15 | 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: 15 | 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 | 1 |
| 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 |
| 2004 | Semiparametric non‐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 | 1 |
| 2001 | Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2009 | Local Linear M‐estimation in non‐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 | 0 |
| 2018 | High dimensional semiparametric moment restriction models.(2018) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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: 0 | 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: 0 | 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 | 2 |
| 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: 2 | 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: 2 | 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 | 9 |
| 2017 | Estimating smooth structural change in cointegration models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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: 9 | 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 | 5 |
| 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: 5 | 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 | 10 |
| 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: 10 | 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 | 5 |
| 2015 | Semiparametric single-index panel data models with cross-sectional dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 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: 4 | paper | |
| 2015 | A misspecification test for multiplicative error models of non-negative time series processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 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 | 5 |
| 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: 5 | 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 | |
| 2018 | A frequentist approach to Bayesian asymptotics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2002 | Model Specification Tests in Nonparametric Stochastic Regression Models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 5 |
| 2009 | Modelling and managing financial risk: An overview In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 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 | 5 |
| 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 |
| 1995 | The laws of the iterated logarithm of some estimates in partly linear models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 12 |
| 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 |
| 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 | 12 |
| 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: 12 | 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 | 1 |
| 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 | 1 |
| 2013 | Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 0 |
| 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 | 1 |
| 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 | 1 |
| 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 | 0 |
| 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 |
| 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 | 16 |
| 2007 | Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Bandwidth selection for nonparametric kernel testing In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Nonparametric and semiparametric regression model selection In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Estimation and model specification testing in nonparametric and semiparametric econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Semiparametric spatial regression: theory and practice In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 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 | 129 |
| 2007 | Nonlinear time series: semiparametric and nonparametric methods In: MPRA Paper. [Full Text][Citation analysis] | paper | 42 |
| 1994 | Asymptotic theory for partly linear models In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | article | 5 | |
| 1997 | Statistical Inference in Single-Index and Partially Nonlinear Models In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 7 |
| 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 |
| 2019 | Estimation in a semiparametric panel data model with nonstationarity In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2008 | Central limit theorems for generalized -statistics with applications in nonparametric specification In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 4 |
| 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 | 0 |
| 2014 | Specification Testing in Nonstationary Time Series Models.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries In: Health Economics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team