Jiti GAO : Citation Profile

Are you Jiti GAO?

Monash University

12

H index

15

i10 index

641

Citations

RESEARCH PRODUCTION:

63

Articles

148

Papers

2

Chapters

RESEARCH ACTIVITY:

   26 years (1994 - 2020). See details.
   Cites by year: 24
   Journals where Jiti GAO has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 117 (15.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga362
   Updated: 2021-02-20    RAS profile: 2021-01-19    
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Relations with other researchers

Works with:

LINTON, OLIVER (10)

Phillips, Peter (8)

Li, Degui (6)

Gong, Xiaodong (5)

Feng, Guohua (3)

Casas, Isabel (2)

Vahid, Farshid (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 (23)

Su, Liangjun (22)

Li, Degui (14)

Chen, Jia (12)

Sun, Yixiao (11)

Smyth, Russell (9)

Baltagi, Badi (8)

Chen, Xiaohong (8)

McAleer, Michael (7)

Gadea, María (6)

Phillips, Peter (6)

Cites to:

Phillips, Peter (165)

Li, Qi (74)

Li, Degui (69)

Chen, Jia (63)

Pesaran, M (42)

Park, Joon (41)

King, Maxwell (37)

Campbell, John (37)

LINTON, OLIVER (37)

Wang, Qiying (36)

Engle, Robert (34)

Main data

Where Jiti GAO has published?

Journals with more than one article published# docs
Journal of Econometrics15
Econometric Theory10
Econometric Reviews7
Statistics & Probability Letters4
Journal of Business & Economic Statistics4
Econometrics Journal2
Journal of the Royal Statistical Society Series B2
Journal of Time Series Analysis2
Journal of Nonparametric Statistics2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics93
MPRA Paper / University Library of Munich, Germany19
School of Economics Working Papers / University of Adelaide, School of Economics13
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University5
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies4
Papers / arXiv.org4
Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University2
IZA Discussion Papers / Institute of Labor Economics (IZA)2

Recent works citing Jiti GAO (2021 and 2020)

YearTitle of citing document
2021The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

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2020Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

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2020Blocked Clusterwise Regression. (2020). Cytrynbaum, Max. In: Papers. RePEc:arx:papers:2001.11130.

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2020On 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.

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2020Locally trimmed least squares: conventional inference in possibly nonstationary models. (2020). Kasparis, Ioannis ; Hu, Zhishui ; Wang, Qiying. In: Papers. RePEc:arx:papers:2006.12595.

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2020Asymptotics 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.

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2020On bandwidth choice for spatial data density estimation. (2020). Zhang, Qiang ; Tjstheim, Dag ; Lu, Zudi ; Ling, Nengxiang ; Jiang, Zhenyu. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:3:p:817-840.

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2020A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection. (2020). Li, S ; Connor, G ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20103.

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2020On Time Trend of COVID-19: A Panel Data Study. (2020). Peng, B ; Linton, O ; Gao, J ; Dong, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2065.

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2020Technology, industrial dynamics and productivity: a critical survey. (2020). Vivarelli, Marco ; Ugur, Mehmet. In: DISCE - Quaderni del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0011.

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2020Adaptative predictability of stock market returns. (2020). Veiga, Helena ; Lopes, Maria Helena ; Casas, Maria Isabel ; Mao, Xiuping. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31648.

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2020Robust estimation for semi-functional linear regression models. (2020). Vena, Pablo ; Salibian-Barrera, Matias ; Boente, Graciela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301328.

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2020Model detection and estimation for varying coefficient panel data models with fixed effects. (2020). Li, Feng ; He, Wenqi ; Feng, Sanying. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301456.

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2021Evaluating multiplicative error models: A residual-based approach. (2021). Lu, Wanbo ; Ke, Rui ; Jia, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301778.

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2020More 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.

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2020Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve. (2020). Xia, Huizhu ; Chen, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:595-604.

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2020Forecasting 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.

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2020Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Cortes, Lina M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301980.

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2020The momentum and reversal effects of investor sentiment on stock prices. (2020). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301601.

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2020Sieve 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.

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2020Time-varying cointegration with an application to the UK Great Ratios. (2020). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301543.

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2020Evaluating 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.

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2020Inference 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.

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2020Determining 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.

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2020Estimation 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.

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2020Heterogeneous panel data models with cross-sectional dependence. (2020). Zhu, Huanjun ; Xia, Kai ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:329-353.

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2020Time-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.

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2020Income inequality and CO2 emissions in the G7, 1870–2014: Evidence from non-parametric modelling. (2020). Smyth, Russell ; Mishra, Vinod ; Uddin, Md Main ; Mainuddin, MD. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301201.

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2020The impact of renewable energy consumption to economic growth: A replication and extension of Inglesi-Lotz (2016). (2020). Taskin, Dilvin ; Madaleno, Mara ; Altinoz, Buket ; Dogan, Eyup. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302061.

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2020The Environmental Kuznets Curve across Australian states and territories. (2020). Smyth, Russell ; Inekwe, John ; Ivanovski, Kris ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302097.

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2020Human capital and CO2 emissions in the long run. (2020). Smyth, Russell ; Yao, Yao ; Inekwe, John ; Ivanovski, Kris. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302474.

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2020Impact of internet finance on the performance of commercial banks in China. (2020). Yin, Lijun ; Dong, Jichang ; Liu, Lei ; Hu, Meiting. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302234.

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2020Realized volatility forecast with the Bayesian random compressed multivariate HAR model. (2020). Chen, Langnan ; Luo, Jiawen. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:781-799.

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2020Testing for independence of high-dimensional variables: ρV-coefficient based approach. (2020). Pavlenko, Tatjana ; Nishiyama, Takahiro ; Hyodo, Masashi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x20302086.

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2020Multivariate tests of independence and their application in correlation analysis between financial markets. (2020). Liu, Binghui ; Zhang, Xiaoxu ; Feng, Long. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302335.

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2020Measuring the impact of national guidelines: What methods can be used to uncover time-varying effects for healthcare evaluations?. (2020). Spencer, Anne ; Zhang, Xiaohui ; Price, Sarah. In: Social Science & Medicine. RePEc:eee:socmed:v:258:y:2020:i:c:s0277953620302409.

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2020Drivers of CO 2 -Emissions in Fossil Fuel Abundant Settings: (Pooled) Mean Group and Nonparametric Panel Analyses. (2020). Loewenstein, Wilhelm ; Sadik-Zada, Elkhan Richard. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3956-:d:393254.

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2020Innovation, Firm Survival and Productivity: The State of the Art. (2020). Vivarelli, Marco ; Ugur, Mehmet. In: IZA Discussion Papers. RePEc:iza:izadps:dp13654.

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2020Testing Capital Asset Pricing Models using Functional-Coefficient Panel Data Models with Cross-Sectional Dependence. (2020). Xu, Qiuhua ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202009.

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2021Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth. (2021). Iwasawa, Masamune ; Nishiyama, Yoshihiko ; Hitomi, Kohtaro . In: KIER Working Papers. RePEc:kyo:wpaper:1053.

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2020Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models. (2020). Bu, Ruijun ; Wang, Bin ; Kim, Jihyun. In: Working Papers. RePEc:liv:livedp:202021.

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2020Growth 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.

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2020Estimation 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.

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2020Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). Liu, Fei ; Gao, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-44.

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2020Evaluation of the impact of body mass index on venous thromboembolism risk factors. (2020). Han, Jie ; Zhang, Xiaohui ; Wang, Mingzheng ; Tajik, Fatemeh. In: PLOS ONE. RePEc:plo:pone00:0235007.

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2020Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda ; Cui, Guowei. In: MPRA Paper. RePEc:pra:mprapa:102827.

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2020Estimation 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.

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2020Partially Linear Models with Endogeneity: a conditional moment based approach. (2020). Sun, Xiaolin ; Antoine, Bertille. In: Discussion Papers. RePEc:sfu:sfudps:dp20-06.

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2020Estimation 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.

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2020On 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.

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2020kNN 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.

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2020Partial 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.

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2020A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates. (2020). Yang, Jing ; Li, Ning. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:5:d:10.1007_s00362-018-1013-1.

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2020Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects. (2020). Fan, Guo-Liang ; Hong, Xing-Jian ; He, Bang-Qiang . In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-1049-2.

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2020Robust 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.

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2020The role of innovation in industrial dynamics and productivity growth: a survey of the literature. (2020). Vivarelli, Marco ; Ugur, Mehmet. In: MERIT Working Papers. RePEc:unm:unumer:2020038.

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2020Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity. (2020). Prucha, Ingmar R ; Kuersteiner, Guido M. In: Econometrica. RePEc:wly:emetrp:v:88:y:2020:i:5:p:2109-2146.

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2020Estimation of firm‐level productivity in the presence of exports: Evidence from Chinas manufacturing. (2020). Malikov, Emir ; Kumbhakar, Subal ; Zhao, Shunan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:457-480.

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2020The role of innovation in industrial dynamics and productivity growth: a survey of the literature. (2020). Vivarelli, Marco ; Ugur, Mehment. In: GLO Discussion Paper Series. RePEc:zbw:glodps:648.

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Works by Jiti GAO:

YearTitleTypeCited
2013Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series In: CREATES Research Papers.
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2009Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series.(2009) In: School of Economics Working Papers.
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2015UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES.(2015) In: Econometric Theory.
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2011Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 7		paper
2009Bandwidth Selection in Nonparametric Kernel Testing In: School of Economics Working Papers.
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2008Bandwidth Selection in Nonparametric Kernel Testing.(2008) In: Journal of the American Statistical Association.
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2009Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series In: School of Economics Working Papers.
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2009Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity In: School of Economics Working Papers.
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2009NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY.(2009) In: Econometric Theory.
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2009Specification Testing in Nonlinear Time Series with Long-Range Dependence In: School of Economics Working Papers.
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2011SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE.(2011) In: Econometric Theory.
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2009A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model In: School of Economics Working Papers.
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2009Estimation in Threshold Autoregressive Models with Nonstationarity In: School of Economics Working Papers.
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2010Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects In: School of Economics Working Papers.
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2011Non‐parametric time‐varying coefficient panel data models with fixed effects.(2011) In: Econometrics Journal.
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2010Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions In: School of Economics Working Papers.
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2011Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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2013Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2013) In: Econometric Reviews.
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2010Semiparametric Trending Panel Data Models with Cross-Sectional Dependence In: School of Economics Working Papers.
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2012Semiparametric trending panel data models with cross-sectional dependence.(2012) In: Journal of Econometrics.
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2011Semiparametric Trending Panel Data Models with Cross-Sectional Dependence.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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2010Semiparametric Estimation in Simultaneous Equations of Time Series Models In: School of Economics Working Papers.
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2010Estimation in Semiparametric Time Series Regression In: School of Economics Working Papers.
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2010Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models In: School of Economics Working Papers.
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2019An Integrated Panel Data Approach to Modelling Economic Growth In: Papers.
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2019Estimation of Cross-Sectional Dependence in Large Panels In: Papers.
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2020A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application In: Papers.
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2020Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 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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2001Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency In: Journal of Time Series Analysis.
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2009Local Linear M‐estimation in non‐parametric spatial regression In: Journal of Time Series Analysis.
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2018High Dimensional Semiparametric Moment Restriction Models In: Cambridge Working Papers in Economics.
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2018High dimensional semiparametric moment restriction models.(2018) In: CeMMAP working papers.
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2017High dimensional semiparametric moment restriction models.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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2018High dimensional semiparametric moment restriction models.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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2019Nonparametric Predictive Regressions for Stock Return Prediction In: Cambridge Working Papers in Economics.
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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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2010Semiparametric Estimation in Time Series of Simultaneous Equations In: Cowles Foundation Discussion Papers.
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