Jiti GAO : Citation Profile

Are you Jiti GAO?

Monash University

15

H index

27

i10 index

933

Citations

RESEARCH PRODUCTION:

76

Articles

180

Papers

3

Chapters

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 31
   Journals where Jiti GAO has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 158 (14.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga362
   Updated: 2024-11-04    RAS profile: 2024-05-19    
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Relations with other researchers

Works with:

Peng, Bin (8)

Vahid, Farshid (6)

LINTON, OLIVER (4)

Zhang, Xibin (3)

Oka, Tatsushi (3)

Anderson, Heather (3)

Gong, Xiaodong (2)

Smyth, Russell (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 (38)

Su, Liangjun (30)

Li, Degui (23)

Peng, Bin (20)

Phillips, Peter (19)

Casas, Isabel (13)

Sun, Yixiao (11)

Gonzalo, Jesus (10)

Chen, Jia (9)

Härdle, Wolfgang (8)

Bravo, Francesco (8)

Cites to:

Phillips, Peter (262)

Li, Degui (93)

Pesaran, Mohammad (87)

Li, Qi (81)

Chen, Jia (76)

Park, Joon (70)

LINTON, OLIVER (68)

Bai, Jushan (63)

Campbell, John (54)

Su, Liangjun (49)

Engle, Robert (46)

Main data

Where Jiti GAO has published?

Journals with more than one article published# docs
Journal of Econometrics24
Econometric Theory10
Econometric Reviews8
Journal of Business & Economic Statistics8
Statistics & Probability Letters4
Energy Economics2
Journal of Nonparametric Statistics2
Journal of the Royal Statistical Society Series B2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics109
MPRA Paper / University Library of Munich, Germany21
Papers / arXiv.org17
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
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 (2024 and 2023)

YearTitle of citing document
2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2023Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2024The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2024Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

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2023Estimation of Characteristics-based Quantile Factor Models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13206.

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2023Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2024Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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

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2024Testing for Peer Effects without Specifying the Network Structure. (2023). Liu, Xiaodong ; Jung, Hyunseok. In: Papers. RePEc:arx:papers:2306.09806.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Optimal Estimation under a Semiparametric Density Ratio Model. (2023). Chen, Jiahua ; Zhang, Archer Gong. In: Papers. RePEc:arx:papers:2309.09103.

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2023Fourier Methods for Sufficient Dimension Reduction in Time Series. (2023). de Alwis, Tharindu P ; Samadi, Yaser S. In: Papers. RePEc:arx:papers:2312.02110.

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2023Trends in Temperature Data: Micro-foundations of Their Nature. (2023). Gonzalo, Jesus ; Gadea, Maria Dolores ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2312.06379.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023Risk Analysis of Pension Fund Investment Choices. (2023). Do, Hung Xuan ; Brooks, Robert ; Bissoondoyalbheenick, Emawtee. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:3:p:872-898.

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

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2023Heterogeneous predictive association of CO2 with global warming. (2023). Ramos, Andrey ; Gonzalo, Jesus ; Dolado, Juan J ; Chen, Liang. In: Economica. RePEc:bla:econom:v:90:y:2023:i:360:p:1397-1421.

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2023Simultaneous variable selection and structural identification for time?varying coefficient models. (2022). Palma, Wilfredo ; Gao, Linhao ; Chan, Ngai Hang. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:511-531.

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2023Heterogeneous Predictive Association of CO2 with Global Warming. (2023). Ramos, Andrey David ; Muoz, Jesus Gonzalo ; Dolado, Juan Jose ; Chen, Liang. In: UC3M Working papers. Economics. RePEc:cte:werepe:36451.

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2023Estimation of characteristics-based quantile factor models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: UC3M Working papers. Economics. RePEc:cte:werepe:37095.

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2023Trends in temperature data: micro-foundations of their nature. (2023). Gonzalo, Jesus ; Gadea, Maria Dolores ; Ramos, Andrey. In: UC3M Working papers. Economics. RePEc:cte:werepe:39045.

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2023Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968.

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2023New asymptotics applied to functional coefficient regression and climate sensitivity analysis. (2023). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2365.

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2023A robust spline approach in partially linear additive models. (2023). Martinez, Alejandra Mercedes ; Boente, Graciela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001918.

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2023Goodness-of-fit testing for normal mixture densities. (2023). Patil, Prakash N ; Bagkavos, Dimitrios. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s0167947323001263.

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

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2023Risk factors for involvement in care proceedings for mothers receiving treatment for substance use: A cohort study using linked and administrative data in South London. (2023). Downs, Johnny ; Norton, Sam ; Canfield, Martha ; Gilchrist, Gail ; Wijlaars, Linda Pmm. In: Children and Youth Services Review. RePEc:eee:cysrev:v:155:y:2023:i:c:s0190740923003766.

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2023The fiscal implications of stringent climate policy. (2023). Tol, Richard. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:495-504.

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2023Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254.

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2023Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000587.

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2023Nonparametric modeling for the time-varying persistence of inflation. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000654.

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2023On the two algorithms for estimating interactive fixed effects models in Bai (2009). (2023). Yan, Guanpeng ; Chen, Qiang. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004214.

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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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2023Sparse spatio-temporal autoregressions by profiling and bagging. (2023). Wang, Hansheng ; Guo, Shaojun ; Ma, Yingying. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:132-147.

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2023Bootstrap inference for Hawkes and general point processes. (2023). Cavaliere, Giuseppe ; Stark-Ostergaard, Jacob ; Rahbek, Anders ; Lu, YE. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:133-165.

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2023Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications. (2023). Wang, Bin ; Kim, Jihyun ; Bu, Ruijun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1934-1954.

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2023Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744.

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2023Profile GMM estimation of panel data models with interactive fixed effects. (2023). Su, Liangjun ; Jiang, Tao ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:927-948.

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2023Bootstrap specification tests for dynamic conditional distribution models. (2023). Silvapulle, Mervyn J ; Perera, Indeewara. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:949-971.

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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 ; Xia, Lucy ; Wang, Shouxia ; Cheng, Ming-Yen. 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) ; Zhong, Wei ; Yang, Yanrong ; Wu, Ruike. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001646.

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2023Bayesian estimation of realized GARCH-type models with application to financial tail risk management. (2023). , Edward ; Watanabe, Toshiaki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:30-46.

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2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

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2023Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245.

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2023Is timing everything? Assessing the evidence on whether energy/electricity demand elasticities are time-varying. (2023). Liddle, Brantley. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003705.

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

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2024Energy consumption and energy poverty in Morocco. (2024). Sanin, Maria Eugenia ; Kettani, Maryeme. 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). Ma, Minda ; Deng, Yanqiao. In: Energy. RePEc:eee:energy:v:287:y:2024:i:c:s0360544223030244.

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2023Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045.

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2023Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect. (2023). Bee, Marco ; Tafakori, Laleh ; Pourkhanali, Armin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003198.

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2023Likelihood ratio tests under model misspecification in high dimensions. (2023). Dornemann, Nina. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x22001130.

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2023On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime. (2023). Vallet, Pascal ; Rosuel, Alexis ; Loubaton, Philippe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:194:y:2023:i:c:s0047259x22001154.

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2023Robust projected principal component analysis for large-dimensional semiparametric factor modeling. (2023). Ling, Nengxiang ; Yang, Shuquan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000015.

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2023Nonparametric goodness-of-fit testing for a continuous multivariate parametric model. (2023). Patil, Prakash N ; Bagkavos, Dimitrios. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000283.

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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). Moscone, Francesco ; Xia, Yingcun ; Kim, Namhyun ; Wongsa-Art, Pipat. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s0166046224000334.

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

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2023Fluctuations of Natural Gas Prices for Households in the 2017–2022 Period—Polish Case Study. (2023). Romaniuk, Urszula ; Klosa, Sabina ; Bohdan, Anna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1824-:d:1065901.

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2023Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Weibiao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-5.

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2023Identifying Risk Factors and Their Premia: A Study on Electricity Prices*. (2023). Lunde, Asger ; Wei, Wei. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:5:p:1647-1679..

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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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2023Dynamic Quantile Panel Data Models with Interactive Effects. (2023). Zheng, Chaowen ; Shin, Yongcheol ; Author-Name, Jia Chen. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-06.

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2023Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Working Paper series. RePEc:rim:rimwps:23-06.

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2023A new quadratic asymmetric error correction model: does size matter?. (2023). Alsamara, Mouyad ; Mrabet, Zouhair ; Mnasri, Ayman. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02323-4.

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2023Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method. (2023). Zollner, Marvin ; Gurtler, Marc. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00689-6.

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2023Bayesian P-Splines Applied to Semiparametric Models with Errors Following a Scale Mixture of Normals. (2023). Morettin, Pedro A ; Taddeo, Marcelo M. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:85:y:2023:i:2:d:10.1007_s13171-022-00290-7.

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2023A class of Minimum Distance Estimators in Markovian Multiplicative Error Models. (2023). Balakrishna, Narayana ; Perera, Indeewara ; Koul, Hira L. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-021-00274-x.

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2023Does Inequality Affect Climate Change? A Regional and Sectoral Analysis. (2023). Ivanovski, Kris ; Marinucci, Nicholas. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:166:y:2023:i:3:d:10.1007_s11205-023-03085-x.

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2023Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049.

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2023A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Liu, Yanbo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395.

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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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This paper has nother version. Agregated cites: 11		paper
2015UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES.(2015) In: Econometric Theory.
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This paper has nother version. Agregated cites: 11		article
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 nother version. Agregated cites: 11		paper
2009Bandwidth Selection in Nonparametric Kernel Testing In: School of Economics Working Papers.
[Full Text][Citation analysis]		paper47
2008Bandwidth Selection in Nonparametric Kernel Testing.(2008) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 47		article
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.
[Full Text][Citation analysis]		paper21
2009NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY.(2009) In: Econometric Theory.
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This paper has nother version. Agregated cites: 21		article
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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This paper has nother version. Agregated cites: 5		article
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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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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This paper has nother version. Agregated cites: 11		paper
2013Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions.(2013) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 11		article
2010Semiparametric Trending Panel Data Models with Cross-Sectional Dependence In: School of Economics Working Papers.
[Full Text][Citation analysis]		paper33
2012Semiparametric trending panel data models with cross-sectional dependence.(2012) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 33		article
2011Semiparametric Trending Panel Data Models with Cross-Sectional Dependence.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 33		paper
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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