Jiti GAO : Citation Profile

Monash University

16

H index

30

i10 index

1135

Citations

RESEARCH PRODUCTION:

89

Articles

188

Papers

2

Books

4

Chapters

RESEARCH ACTIVITY:

   31 years (1994 - 2025). See details.
   Cites by year: 36
   Journals where Jiti GAO has often published
   Relations with other researchers
   Recent citing documents: 119.    Total self citations: 163 (12.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga362
   Updated: 2025-12-13    RAS profile: 2025-10-09    
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Relations with other researchers

Works with:

Yan, Yayi (25)

LINTON, OLIVER (8)

Peng, Bin (7)

Oka, Tatsushi (5)

Vahid, Farshid (4)

Anderson, Heather (3)

Smyth, Russell (2)

Whang, Yoon-Jae (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 (46)

Su, Liangjun (38)

Li, Degui (26)

Phillips, Peter (21)

Peng, Bin (20)

Smyth, Russell (14)

Chen, Jia (14)

Jin, Sainan (13)

Casas, Isabel (13)

Sun, Yixiao (11)

Gonzalo, Jesus (11)

Cites to:

Phillips, Peter (269)

Li, Degui (101)

Pesaran, Mohammad (89)

Li, Qi (82)

Chen, Jia (79)

LINTON, OLIVER (79)

Park, Joon (70)

Bai, Jushan (68)

Campbell, John (55)

Su, Liangjun (54)

Chen, Xiaohong (46)

Main data

Where Jiti GAO has published?

Journals with more than one article published# docs
Journal of Econometrics26
Econometric Reviews11
Econometric Theory11
Journal of Business & Economic Statistics8
Statistics & Probability Letters4
Journal of the Royal Statistical Society Series B3
Energy Economics2
Journal of the American Statistical Association2
Journal of Nonparametric Statistics2
Econometrics Journal2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics116
MPRA Paper / University Library of Munich, Germany21
Papers / arXiv.org18
School of Economics and Public Policy Working Papers / University of Adelaide, School of Economics and Public Policy13
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
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University2

Recent works citing Jiti GAO (2025 and 2024)

YearTitle of citing document
2025Nonparametric Cointegrating Regression Functions with Endogeneity and Semi-Long Memory. (2025). Mosaferi, Sepideh ; Kaiser, Mark S. In: Papers. RePEc:arx:papers:2111.00972.

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2025Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2024The Local to Unity Dynamic Tobit Model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2025Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2024Estimation of Grouped Time-Varying Network Vector Autoregression Models. (2024). Li, Degui ; Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin. In: Papers. RePEc:arx:papers:2303.10117.

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2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2024). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2025Impulse Response Analysis of Structural Nonlinear Time Series Models. (2025). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2025The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2025Testing for Peer Effects without Specifying the Network Structure. (2024). Liu, Xiaodong ; Jung, Hyun Seok. In: Papers. RePEc:arx:papers:2306.09806.

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2024Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

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2024Credit Ratings: Heterogeneous Effect on Capital Structure. (2024). Spindler, Martin ; Wasserbacher, Helmut. In: Papers. RePEc:arx:papers:2406.18936.

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2024Identification and Inference for Synthetic Control Methods with Spillover Effects: Estimating the Economic Cost of the Sudan Split. (2024). Sakaguchi, Shosei ; Tagawa, Hayato. In: Papers. RePEc:arx:papers:2408.00291.

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2025Statistical Properties of Deep Neural Networks with Dependent Data. (2025). Brown, Chad. In: Papers. RePEc:arx:papers:2410.11113.

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2024Inference in Partially Linear Models under Dependent Data with Deep Neural Networks. (2024). Brown, Chad. In: Papers. RePEc:arx:papers:2410.22574.

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2024Sparse Interval-valued Time Series Modeling with Machine Learning. (2024). Wang, Shouyang ; Sun, Yuying ; Hong, Yongmiao ; Bao, Haowen. In: Papers. RePEc:arx:papers:2411.09452.

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2025Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity. (2025). Chen, Kaicheng. In: Papers. RePEc:arx:papers:2504.18772.

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2025On Efficient Estimation of Distributional Treatment Effects under Covariate-Adaptive Randomization. (2025). Oka, Tatsushi ; Hirata, Tomu ; Byambadalai, Undral ; Yasui, Shota. In: Papers. RePEc:arx:papers:2506.05945.

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2025Inference on panel data models with a generalized factor structure. (2025). Rodriguez-Poo, Juan M ; Soberon, Alexandra ; Sperlich, Stefan. In: Papers. RePEc:arx:papers:2506.10690.

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2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

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2025Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients. (2025). Gontis, Vygintas ; Kolinets, Lesya. In: Papers. RePEc:arx:papers:2510.04211.

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2025Impact of Government Health Expenditure on Economic Growth: A Comparative Study of Selected Countries. (2025). Abbas, Tahir. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-3:p:196-208.

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2024Good enough for outstanding growth: The experience of Bangladesh in comparative perspective. (2024). Wacker, Konstantin ; Beyer, Robert. In: Development Policy Review. RePEc:bla:devpol:v:42:y:2024:i:2:n:e12750.

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2024Political hierarchy spillovers: Evidence from China. (2024). Chen, Mengting ; Zhang, Jiakai. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:329-348.

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2024Returns to scale in cost, revenue, and profit for European banks: New results from nonparametric local linear methods. (2024). Zhao, Shirong ; Wu, JI. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:487-517.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). LINTON, OLIVER ; Walsh, C ; Vogt, M ; Raucker, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Rcker, M ; Linton, O B. In: Janeway Institute Working Papers. RePEc:cam:camjip:2429.

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2024A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series. (2024). Phillips, Peter ; Wang, Qiying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2337r1.

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2024Limit Theory of Local Polynomial Estimation in Functional Coefficient Regression. (2024). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2398.

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2024The European Carbon Bond Premium. (2024). Broeders, Dirk ; de Jonge, Marleen ; Rijsbergen, David. In: Working Papers. RePEc:dnb:dnbwpp:798.

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2024Time-Varying Income and Price Elasticities of Oil Demand in OECD Countries. (2024). Ball, Esra ; Bucak, Aala ; Aatk, Abdurrahman Nazif ; Helmi, Mohamad Husam ; Akdeniz, Cokun. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-30.

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2024Characterizing time-resolved stochasticity in non-stationary time series. (2024). Lehnertz, Klaus ; Freund, Jan A ; Aghaei, Fatemeh ; Reihani, Erfan S ; Feudel, Ulrike ; Golestani, Amirhossein N ; Rings, Thorsten ; Hamounian, Abolfazl ; Rahvar, Sepehr ; Rahimi, Reza M ; Manshour, Pouya ; Sahimi, Muhammad ; Palu, Milan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:185:y:2024:i:c:s0960077924006210.

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2024Additive partially linear model for pooled biomonitoring data. (2024). Mou, Xichen ; Wang, Dewei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:190:y:2024:i:c:s0167947323001731.

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2025Unified specification tests in partially linear time series models. (2025). Sun, Shuang ; Song, Xiaojun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001580.

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2025A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes. (2025). Lpez-Prez, A ; Lvarez-Libana, J ; Gonzlez-Manteiga, W ; Febrero-Bande, M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001762.

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2025On summed nonparametric dependence measures in high dimensions, fixed or large samples. (2025). Cheng, Qing ; Xu, Kai. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:205:y:2025:i:c:s0167947324001932.

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2024Functional coefficient cointegration models with Box–Cox transformation. (2024). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004986.

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2024Trends in temperature data: Micro-foundations of their nature. (2024). Gonzalo, Jesus ; Ramos, Andrey ; Gadea-Rivas, Maria Dolores. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004762.

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2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

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2024Testing specification of distribution in stochastic frontier analysis. (2024). Zhang, Xibin ; Wang, Shouxia ; Cheng, Ming-Yen ; Xia, Lucy. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622000677.

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2024Time-varying minimum variance portfolio. (2024). Fan, Qingliang (Michael) ; Yang, Yanrong ; Zhong, Wei ; Wu, Ruike. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001646.

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2024The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Varying-coefficient spatial dynamic panel data models with fixed effects: Theory and application. (2024). Ju, Gaosheng ; Hong, Han ; Yan, Karen X ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002288.

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2024Multivariate spatiotemporal models with low rank coefficient matrix. (2024). Yu, Jihai ; Zhang, Qingzhao ; Lan, Wei ; Fang, Kuangnan ; Pu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002483.

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2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119.

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2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

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2025Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors. (2025). Phillips, Peter ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000612.

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2025Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769.

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2025Estimating time-varying networks for high-dimensional time series. (2025). Chen, Jia ; Li, Degui ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002926.

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2024Semiparametric Averaging of Nonlinear Marginal Logistic Regressions and Forecasting for Time Series Classification. (2024). Lu, Zudi ; Peng, Rong. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:19-37.

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2025Structure identification for partially linear partially concave models. (2025). Xie, Jianhui ; Pan, Zhewen. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:1:p:142-154.

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2024Local predictability of stock returns and cash flows. (2024). Chen, LI ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000203.

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2024Big portfolio selection by graph-based conditional moments method. (2024). Zhu, Zhoufan ; Zhang, Ningning. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000689.

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2025A system of time-varying models for predictive regressions. (2025). Yan, Yayi ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000441.

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2024Do Chinas pilot emissions trading schemes lead to domestic carbon leakage? Perspective from the firm relocation. (2024). Pan, Xian ; Yu, Lihong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324000422.

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2024Does economic growth cause energy intensity of well-being in the very long run? Semi-parametric evidence for selected OECD countries. (2024). Smyth, Russell ; Bhattacharya, Mita ; Le, Ha Chi ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005978.

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2025Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning. (2025). Zhang, Xibin ; Wei, Wei ; Anderson, Heather M ; Sun, Xiaotong. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s014098832500221x.

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2024Energy consumption and energy poverty in Morocco. (2024). Kettani, Maryeme ; Sanin, Maria Eugenia. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523005335.

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2024A novel kernel ridge grey system model with generalized Morlet wavelet and its application in forecasting natural gas production and consumption. (2024). Deng, Yanqiao ; Ma, Xin. In: Energy. RePEc:eee:energy:v:287:y:2024:i:c:s0360544223030244.

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2025Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308.

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2025A gentle reminder: Should returns be interpreted as log differences?. (2025). Okorie, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007968.

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2025A novel HAR-type realized volatility forecasting model using graph neural network. (2025). Yin, Xuebao ; Yao, Yuhang ; Hu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008135.

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2024Investigating the dynamic link between globalization and carbon emissions in BRICS nations: Insights from a non-parametric perspective. (2024). Ghazouani, Tarek. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000763.

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2024Interpretable machine learning for creditor recovery rates. (2024). Fabozzi, Frank J ; Nazemi, Abdolreza. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001043.

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2024Private bank deposits and macro/fiscal risk in the euro-area. (2024). Arghyrou, Michael G ; Gadea, Maria-Dolores ; Kontonikas, Alexandros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936.

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2024Jobless recoveries and time variation in labor markets. (2024). Panovska, Irina ; Zhang, Licheng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000387.

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2025Large sample correlation matrices with unbounded spectrum. (2025). Li, Yanpeng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000800.

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2024Asymmetric effects between economic development and fertility: What do 140 years of data tell us?. (2024). Bampinas, Georgios ; Mavropoulos, Georgios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000173.

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2024Dynamic demand response to electricity prices: Evidence from the Spanish retail market. (2024). Moreno-Del, Javier ; Furio, Dolores. In: Utilities Policy. RePEc:eee:juipol:v:88:y:2024:i:c:s0957178724000560.

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2025A novel method for time-dependent small failure probability estimation of slope instability subjected to stochastic seismic excitations. (2025). Pang, Rui ; Xu, Bin ; Wang, Xingliang ; Li, Sihan. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:260:y:2025:i:c:s0951832025002339.

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2024Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England. (2024). Xia, Yingcun ; Wongsa-Art, Pipat ; Kim, Namhyun ; Moscone, Francesco. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s0166046224000334.

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2025Environmental transitions effect of renewable energy and fintech markets on Europes real estate stock market. (2025). Liu, Xiyu ; Missaoui, Ibtissem ; Younis, Ijaz ; Shah, Waheed Ullah. In: Renewable Energy. RePEc:eee:renene:v:243:y:2025:i:c:s0960148125002654.

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2025Energy transition, institutional quality, and financial development in Africa. (2025). ben Zaied, Younes ; ben Cheikh, Nidhaleddine ; Mahmoud, Faisal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004598.

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2025Functional-coefficient quantile cointegrating regression with stationary covariates. (2025). Zhang, Jing ; Li, Haiqi ; Zheng, Chaowen. In: Statistics & Probability Letters. RePEc:eee:stapro:v:219:y:2025:i:c:s0167715224003134.

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2024Spatiotemporal heterogeneities in the impact of the digital economy on carbon emission transfers in China. (2024). Shen, Shaowei ; Han, Lei ; Ouyang, Jian ; Yu, Haijing. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s004016252300851x.

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2025How Markets Process Macro News: The Importance of Investor Attention. (2025). Kroner, T. Niklas. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-22.

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2025Volatility Analysis of Returns of Financial Assets Using a Bayesian Time-Varying Realized GARCH-Itô Model. (2025). Ko, Htwe ; Pastpipatkul, Pathairat. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:3:p:34-:d:1745120.

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2025What Can We Learn About the Monetary Policy Transmission Mechanism? Evidence from a Peripheral Country After a Political Revolution and COVID-19. (2025). Dardouri, Nesrine ; Aguir, Abdelkader. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:10:p:286-:d:1761494.

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2025The Role of Food Processing in Sustaining Food Security Indicators in the Kingdom of Saudi Arabia. (2025). Abouelnour, Khaled Ahmed ; Almohaimeed, Fahad Abdelaziz. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:84-:d:1616791.

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2024Exploring the Nexus between Greenhouse Emissions, Environmental Degradation and Green Energy in Europe: A Critique of the Environmental Kuznets Curve. (2024). Negreanu, Cristina-Carmencita ; Botoroga, Cosmin-Alin ; Balsalobre-Lorente, Daniel ; Radulescu, Magdalena ; Belascu, Lucian ; Horobet, Alexandra. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:20:p:5109-:d:1498685.

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2024Does the Carbon Emissions Trading Pilot Policy Have a Demonstrated Impact on Advancing Low-Carbon Technology? Evidence from a Case Study in Beijing, China. (2024). Fu, Meichen ; Zhong, Jiaxin ; Zhang, Jianjun. In: Land. RePEc:gam:jlands:v:13:y:2024:i:8:p:1276-:d:1455121.

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2024Multivariate Universal Local Linear Kernel Estimators in Nonparametric Regression: Uniform Consistency. (2024). Linke, Yuliana ; Kutsenko, Vladimir ; Shalnova, Svetlana ; Ruzankin, Pavel ; Borisov, Igor ; Yarovaya, Elena. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:12:p:1890-:d:1417300.

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2024Empirical-Likelihood-Based Inference for Partially Linear Models. (2024). Chen, Linlin ; Su, Haiyan. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:1:p:162-:d:1313117.

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2024Estimation and Simultaneous Confidence Bands for Fixed-Effects Panel Data Partially Linear Models. (2024). Wang, Xuefei ; Yang, Xiujuan. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3774-:d:1533181.

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2025Robust Estimation of L 1 -Modal Regression Under Functional Single-Index Models for Practical Applications. (2025). Almulhim, Fatimah A ; Bouzebda, Salim ; Alamari, Mohammed B ; Kaid, Zoulikha ; Laksaci, Ali. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:4:p:602-:d:1589615.

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2024Does State Dependence Matter in Relation to Oil Price Shocks on Global Economic Conditions ?. (2024). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles ; Sullivan, Adam. In: Post-Print. RePEc:hal:journl:hal-04678758.

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2025What Can We Learn About the Monetary Policy Transmission Mechanism? Evidence from a Peripheral Country After a Political Revolution and COVID-19. (2025). Dardouri, Nesrine ; Aguir, Abdelkader. In: Post-Print. RePEc:hal:journl:hal-05290329.

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2025Lifecycle Wages and Human Capital Investments: Selection and Missing Data. (2025). Roux, Sébastien ; Gobillon, Laurent ; Magnac, Thierry. In: IZA Discussion Papers. RePEc:iza:izadps:dp17838.

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2025Bivariate Maximum Likelihood Method for Fixed Effects Panel Interval-Valued Data Models. (2025). Ji, Aibing ; Zhang, Jinjin ; Cao, YU. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10737-8.

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2024Does energy technology R&D save energy in OECD countries?. (2024). Wang, Zijian ; Ikegami, Masako. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09588-y.

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2024Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x.

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2025Baumol’s cost disease in acute versus long-term care: Do the differences loom large?. (2025). Hartwig, Jochen ; Sandqvist, Anna Pauliina ; Celebi, Kaan. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:25:y:2025:i:2:d:10.1007_s10754-025-09392-9.

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2024Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w.

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2024Enterprise digital transformation’s impact on stock liquidity: A corporate governance perspective. (2024). Liu, Hui ; Zhu, Jia ; Cheng, Huijie. In: PLOS ONE. RePEc:plo:pone00:0293818.

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2024Measurement and analysis of the distortion of factor prices in China. (2024). Li, Sumin ; Lan, Guanxiufeng. In: PLOS ONE. RePEc:plo:pone00:0302825.

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2024Handling Distinct Correlated Effects with CCE. (2024). De Vos, Ignace ; Stauskas, Ovidijus. In: MPRA Paper. RePEc:pra:mprapa:120194.

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2025Greenhouse gas emissions: is there an environmental Kuznets curve in South Asia?. (2025). Bhattacharjee, Puja ; Hasan, Mohammad Tarequl. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:8:d:10.1007_s10668-024-04722-2.

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2025Explaining variations in government health expenditure: evidence from Canada. (2025). Summerfield, Fraser ; di Matteo, Livio. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:26:y:2025:i:6:d:10.1007_s10198-024-01735-6.

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2024Is the Relationship Between Clean/Non-clean Energy Consumption and Economic Growth Time-Varying? Non-parametric Evidence for MENA Region. (2024). Ghazouani, Tarek. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01906-z.

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2024Modelling labour productivity and the role of research intensity in 129 years: evidence from a new dynamic instrumental variable estimation approach. (2024). Bello, Mufutau Opeyemi ; Solarin, Sakiru Adebola. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01766-w.

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More than 100 citations found, this list is not complete...

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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2022An integrated panel data approach to modelling economic growth.(2022) In: Journal of Econometrics.
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2019Estimation of Cross-Sectional Dependence in Large Panels In: Papers.
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2020A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application In: Papers.
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2021Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects In: Papers.
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2023Binary response models for heterogeneous panel data with interactive fixed effects.(2023) In: Journal of Econometrics.
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2021Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach In: Papers.
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2023Higher-order Expansions and Inference for Panel Data Models.(2023) In: Monash Econometrics and Business Statistics Working Papers.
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2024Higher-Order Expansions and Inference for Panel Data Models.(2024) In: Journal of the American Statistical Association.
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2025Semiparametric Single-Index Estimation for Average Treatment Effects In: Papers.
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2025Semiparametric single-index estimation for average treatment effects.(2025) In: Econometric Reviews.
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2024Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation In: Papers.
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2025Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation.(2025) In: Econometric Reviews.
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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models In: Papers.
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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models.(2023) In: Monash Econometrics and Business Statistics Working Papers.
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2023Time-Varying Vector Error-Correction Models: Estimation and Inference In: Papers.
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2025Time-varying vector error-correction models: Estimation and inference.(2025) In: Journal of Econometrics.
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2023Time-Varying Vector Error-Correction Models: Estimation and Inference.(2023) In: Monash Econometrics and Business Statistics Working Papers.
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2024Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy In: Papers.
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2024Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy.(2024) In: Monash Econometrics and Business Statistics Working Papers.
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2023Smoothing the Nonsmoothness In: Papers.
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2024Estimation and Inference for a Class of Generalized Hierarchical Models In: Papers.
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2024Estimation and Inference for a Class of Generalized Hierarchical Models.(2024) In: Monash Econometrics and Business Statistics Working Papers.
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2024Estimation and Inference for Three-Dimensional Panel Data Models In: Papers.
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2023Estimation and Inference for Three-Dimensional Panel Data Models.(2023) In: Monash Econometrics and Business Statistics Working Papers.
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2024Estimation and Inference for Three-Dimensional Panel Data Models.(2024) In: Monash Econometrics and Business Statistics Working Papers.
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2025Robust Estimation and Inference for High-Dimensional Panel Data Models In: Papers.
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2025Panel Data Estimation and Inference: Homogeneity versus Heterogeneity In: Papers.
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2004Semiparametric non‐linear time series model selection In: Journal of the Royal Statistical Society Series B.
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2017High dimensional correlation matrices: the central limit theorem and its applications In: Journal of the Royal Statistical Society Series B.
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2022Chaohua Dong, Jiti Gao and Oliver Linton’s contribution to the Discussion of ‘Assumption‐lean inference for generalised linear model parameters’ by Vansteelandt and Dukes In: Journal of the Royal Statistical Society Series B.
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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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2023High dimensional semiparametric moment restriction models.(2023) In: Journal of Econometrics.
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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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2025Nonparametric predictive regression for stock return prediction.(2025) In: Econometric Reviews.
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2022A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation In: Cambridge Working Papers in Economics.
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2004ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS In: Econometric Theory.
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2011SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION In: Econometric Theory.
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2012A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS In: Econometric Theory.
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2016INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN In: Econometric Theory.
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2013Inference on Nonstationary Time Series with Moving Mean.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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2016UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION In: Econometric Theory.
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2013Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression.(2013) In: Cowles Foundation Discussion Papers.
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2013Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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2018SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY In: Econometric Theory.
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2020INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS In: Econometric Theory.
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2018Inference on a semiparametric model with global power law and local nonparametric trends.(2018) In: CeMMAP working papers.
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2017Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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2025ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES In: Econometric Theory.
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2010Semiparametric Estimation in Time Series of Simultaneous Equations In: Cowles Foundation Discussion Papers.
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2013Estimating Smooth Structural Change in Cointegration Models In: Cowles Foundation Discussion Papers.
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2017Estimating smooth structural change in cointegration models.(2017) In: Journal of Econometrics.
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2013Estimating Smooth Structural Change in Cointegration Models.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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2013Functional Coefficient Nonstationary Regression In: Cowles Foundation Discussion Papers.
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2017Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression In: Cowles Foundation Discussion Papers.
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2020Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression.(2020) In: Journal of Econometrics.
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2004Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models In: Econometric Society 2004 North American Winter Meetings.
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2006Semiparametric estimation and testing of the trend of temperature series In: Econometrics Journal.
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2013Solving replication problems in a complete market by orthogonal series expansion In: The North American Journal of Economics and Finance.
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2012Solving Replication Problems in Complete Market by Orthogonal Series Expansion.(2012) In: Monash Econometrics and Business Statistics Working Papers.
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2019Regime switching panel data models with interactive fixed effects In: Economics Letters.
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2018Regime switching panel data models with interative fixed effects.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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2007An adaptive empirical likelihood test for parametric time series regression models In: Journal of Econometrics.
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2008Nonparametric simultaneous testing for structural breaks In: Journal of Econometrics.
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2008Econometric modelling in finance and risk management: An overview In: Journal of Econometrics.
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2007Econometric modelling in finance and risk management: An overview.(2007) In: MPRA Paper.
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2008Specification testing in discretized diffusion models: Theory and practice In: Journal of Econometrics.
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2007Specification testing in discretized diffusion models: Theory and practice.(2007) In: MPRA Paper.
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2008Econometric estimation in long-range dependent volatility models: Theory and practice In: Journal of Econometrics.
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2007Econometric estimation in long-range dependent volatility models: Theory and practice.(2007) In: MPRA Paper.
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2013Estimation in threshold autoregressive models with a stationary and a unit root regime In: Journal of Econometrics.
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2011Estimation in threshold autoregressive models with a stationary and a unit root regime.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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2013Semiparametric estimation in triangular system equations with nonstationarity In: Journal of Econometrics.
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2015Semiparametric single-index panel data models with cross-sectional dependence In: Journal of Econometrics.
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2014Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence.(2014) In: Monash Econometrics and Business Statistics Working Papers.
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2015A misspecification test for multiplicative error models of non-negative time series processes In: Journal of Econometrics.
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2017A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks In: Journal of Econometrics.
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2015A 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.
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2017Specification testing for nonlinear multivariate cointegrating regressions In: Journal of Econometrics.
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2014Specification Testing for Nonlinear Multivariate Cointegrating Regressions.(2014) In: Monash Econometrics and Business Statistics Working Papers.
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2016Specification Testing for Nonlinear Multivariate Cointegrating Regressions.(2016) In: Monash Econometrics and Business Statistics Working Papers.
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2018A frequentist approach to Bayesian asymptotics In: Journal of Econometrics.
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2021Estimation and inference in semiparametric quantile factor models In: Journal of Econometrics.
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2017Estimation and inference in semiparametric quantile factor models.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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2021Recursive estimation in large panel data models: Theory and practice In: Journal of Econometrics.
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2017Recursive estimation in large panel data models: Theory and practice.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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2022Global temperatures and greenhouse gases: A common features approach In: Journal of Econometrics.
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2019Global Temperatures and Greenhouse Gases: A Common Features Approach.(2019) In: Monash Econometrics and Business Statistics Working Papers.
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2019Global temperatures and greenhouse gases - a common features approach.(2019) In: Working Papers.
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2023Most powerful test against a sequence of high dimensional local alternatives In: Journal of Econometrics.
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2024Semi-parametric single-index predictive regression models with cointegrated regressors In: Journal of Econometrics.
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2024GMM estimation for high-dimensional panel data models In: Journal of Econometrics.
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2022GMM Estimation for High-Dimensional Panel Data Models.(2022) In: Monash Econometrics and Business Statistics Working Papers.
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2023Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach In: Energy Economics.
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2021On income and price elasticities for energy demand: A panel data study In: Energy Economics.
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2020On Income and Price Elasticities for Energy Demand: A Panel Data Study.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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2021Local logit regression for loan recovery rate In: Journal of Banking & Finance.
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2002Model Specification Tests in Nonparametric Stochastic Regression Models In: Journal of Multivariate Analysis.
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2009Modelling and managing financial risk: An overview In: Mathematics and Computers in Simulation (MATCOM).
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2005Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information In: Pacific-Basin Finance Journal.
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2002Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency In: Stochastic Processes and their Applications.
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2001Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency.(2001) In: MPRA Paper.
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1995Asymptotic normality of pseudo-LS estimator for partly linear autoregression models In: Statistics & Probability Letters.
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1995The laws of the iterated logarithm of some estimates in partly linear models In: Statistics & Probability Letters.
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2000A central limit theorem for a random quadratic form of strictly stationary processes In: Statistics & Probability Letters.
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2008Moment inequalities for spatial processes In: Statistics & Probability Letters.
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2015Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia In: IZA Discussion Papers.
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2018Estimation of technical change and price elasticities: a categorical time–varying coefficient approach In: Journal of Productivity Analysis.
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2011Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects In: Monash Econometrics and Business Statistics Working Papers.
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2013Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects.(2013) In: Journal of Business & Economic Statistics.
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2011Semiparametric Estimation in Multivariate Nonstationary Time Series Models In: Monash Econometrics and Business Statistics Working Papers.
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2011Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model In: Monash Econometrics and Business Statistics Working Papers.
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2011Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation In: Monash Econometrics and Business Statistics Working Papers.
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2011A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors In: Monash Econometrics and Business Statistics Working Papers.
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2012Independence Test for High Dimensional Random Vectors In: Monash Econometrics and Business Statistics Working Papers.
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2012Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review In: Monash Econometrics and Business Statistics Working Papers.
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2014Semiparametric methods in nonlinear time series analysis: a selective review.(2014) In: Journal of Nonparametric Statistics.
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2013Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach In: Monash Econometrics and Business Statistics Working Papers.
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2013Orthogonal Expansion of Levy Process Functionals: Theory and Practice In: Monash Econometrics and Business Statistics Working Papers.
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2014Semiparametric Localized Bandwidth Selection in Kernel Density Estimation In: Monash Econometrics and Business Statistics Working Papers.
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2014Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence In: Monash Econometrics and Business Statistics Working Papers.
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2014Specification Testing in Structural Nonparametric Cointegration In: Monash Econometrics and Business Statistics Working Papers.
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2014High Dimensional Correlation Matrices: CLT and Its Applications In: Monash Econometrics and Business Statistics Working Papers.
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2014Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models In: Monash Econometrics and Business Statistics Working Papers.
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2015A New Class of Bivariate Threshold Cointegration Models In: Monash Econometrics and Business Statistics Working Papers.
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2017A New Class of Bivariate Threshold Cointegration Models.(2017) In: Journal of Business & Economic Statistics.
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2015Cross-sectional Independence Test for a Class of Parametric Panel Data Models In: Monash Econometrics and Business Statistics Working Papers.
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2015Testing for a Structural Break in Dynamic Panel Data Models with Common Factors In: Monash Econometrics and Business Statistics Working Papers.
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2015Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity In: Monash Econometrics and Business Statistics Working Papers.
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2016Bayesian Indirect Inference and the ABC of GMM In: Monash Econometrics and Business Statistics Working Papers.
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2016CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series In: Monash Econometrics and Business Statistics Working Papers.
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2016CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence In: Monash Econometrics and Business Statistics Working Papers.
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2016Error-in-Variables Jump Regression Using Local Clustering In: Monash Econometrics and Business Statistics Working Papers.
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2016Another Look at Single-Index Models Based on Series Estimation In: Monash Econometrics and Business Statistics Working Papers.
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2016A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries In: Monash Econometrics and Business Statistics Working Papers.
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2016A Frequency Approach to Bayesian Asymptotics In: Monash Econometrics and Business Statistics Working Papers.
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2016Nonparametric Localized Bandwidth Selection for Kernel Density Estimation In: Monash Econometrics and Business Statistics Working Papers.
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2019Nonparametric localized bandwidth selection for Kernel density estimation.(2019) In: Econometric Reviews.
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2017A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public In: Monash Econometrics and Business Statistics Working Papers.
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2018Varying-coefficient panel data models with partially observed factor structure In: Monash Econometrics and Business Statistics Working Papers.
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2018Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China In: Monash Econometrics and Business Statistics Working Papers.
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2018Modelling time-varying income elasticities of health care expenditure for the OECD In: Monash Econometrics and Business Statistics Working Papers.
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2018Series estimation for single-index models under constraints In: Monash Econometrics and Business Statistics Working Papers.
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2018On endogeneity and shape invariance in extended partially linear single index models In: Monash Econometrics and Business Statistics Working Papers.
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2020On endogeneity and shape invariance in extended partially linear single index models.(2020) In: Econometric Reviews.
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2018Regime switching in the presence of endogeneity In: Monash Econometrics and Business Statistics Working Papers.
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2019A Near Unit Root Test for High-Dimensional Nonstationary Time Series In: Monash Econometrics and Business Statistics Working Papers.
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2019Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness In: Monash Econometrics and Business Statistics Working Papers.
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2019Semiparametric Single-index Predictive Regression In: Monash Econometrics and Business Statistics Working Papers.
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2019Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects In: Monash Econometrics and Business Statistics Working Papers.
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2019Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone In: Monash Econometrics and Business Statistics Working Papers.
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2019Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices In: Monash Econometrics and Business Statistics Working Papers.
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2020Estimation and Testing for High-Dimensional Near Unit Root Time Series In: Monash Econometrics and Business Statistics Working Papers.
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2020Most Powerful Test against High Dimensional Free Alternatives In: Monash Econometrics and Business Statistics Working Papers.
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2020Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors In: Monash Econometrics and Business Statistics Working Papers.
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2020On Time Trend of COVID-19: A Panel Data Study In: Monash Econometrics and Business Statistics Working Papers.
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2020A Class of Time-Varying Vector Moving Average (infinity) Models In: Monash Econometrics and Business Statistics Working Papers.
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2020Time-Varying Panel Data Models with an Additive Factor Structure In: Monash Econometrics and Business Statistics Working Papers.
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2021Asymptotics for Time-Varying Vector MA(∞) Processes In: Monash Econometrics and Business Statistics Working Papers.
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2022Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects In: Monash Econometrics and Business Statistics Working Papers.
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2024Robust Inference for High Dimensional Panel Data Models In: Monash Econometrics and Business Statistics Working Papers.
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2025Model Averaging for Time-Varying Vector Autoregressions In: Monash Econometrics and Business Statistics Working Papers.
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2006Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods In: Journal of Financial Econometrics.
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2005Empirical comparisons in short-term interest rate models using nonparametric methods.(2005) In: MPRA Paper.
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2003Estimation in semiparametric spatial regression In: MPRA Paper.
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2005Estimation in semiparametric spatial regression.(2005) In: MPRA Paper.
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2003Modeling long-range dependent Gaussian processes with application in continuous-time financial models In: MPRA Paper.
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2006Semiparametric penalty function method in partially linear model selection In: MPRA Paper.
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2007A test for model specification of diffusion processes In: MPRA Paper.
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2007Bandwidth selection for nonparametric kernel testing In: MPRA Paper.
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2004Nonparametric and semiparametric regression model selection In: MPRA Paper.
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2015Semiparametric Autoregressive Conditional Duration Model: Theory and Practice In: Econometric Reviews.
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2019Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression In: Econometric Reviews.
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2019Estimation in a semiparametric panel data model with nonstationarity In: Econometric Reviews.
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2014Testing Independence Among a Large Number of High-Dimensional Random Vectors In: Journal of the American Statistical Association.
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2018Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models In: Journal of Business & Economic Statistics.
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2021Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure In: Journal of Business & Economic Statistics.
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2024Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors In: Journal of Business & Economic Statistics.
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2018A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries In: Health Economics.
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