Jiti GAO : Citation Profile

Monash University

15

H index

30

i10 index

1063

Citations

RESEARCH PRODUCTION:

82

Articles

181

Papers

3

Chapters

RESEARCH ACTIVITY:

   31 years (1994 - 2025). See details.
   Cites by year: 34
   Journals where Jiti GAO has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 161 (13.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga362
   Updated: 2025-03-15    RAS profile: 2024-05-19    
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Relations with other researchers

Works with:

LINTON, OLIVER (7)

Peng, Bin (7)

Vahid, Farshid (4)

Oka, Tatsushi (3)

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 (52)

Su, Liangjun (31)

Li, Degui (26)

Peng, Bin (20)

Phillips, Peter (20)

Casas, Isabel (13)

Chen, Jia (13)

Gonzalo, Jesus (11)

Sun, Yixiao (11)

Smyth, Russell (11)

Ivanovski, Kris (10)

Cites to:

Phillips, Peter (265)

Li, Degui (96)

Pesaran, Mohammad (89)

Li, Qi (82)

Chen, Jia (77)

LINTON, OLIVER (75)

Park, Joon (70)

Bai, Jushan (67)

Campbell, John (54)

Su, Liangjun (49)

Engle, Robert (46)

Main data

Production by document typepaperchapterarticle199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250102030Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents12345678910111213141516170100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250305101520h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Jiti GAO has published?

Journals with more than one article published# docs
Journal of Econometrics24
Econometric Theory10
Journal of Business & Economic Statistics8
Econometric Reviews8
Statistics & Probability Letters4
Journal of the Royal Statistical Society Series B3
Journal of Nonparametric Statistics2
Journal of Time Series Analysis2
Econometrics Journal2
Energy Economics2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics110
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
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)

Year  ↓Title of citing document  ↓
2025Pivotal Test Statistic for Nonparametric Cointegrating Regression Functions. (2021). Kaiser, Mark S ; Mosaferi, Sepideh. In: Papers. RePEc:arx:papers:2111.00972.

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2024Common 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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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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2024Does 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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2025Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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

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2025Panel Data Estimation and Inference: Homogeneity versus Heterogeneity. (2025). Peng, Bin ; Liu, Fei ; Gao, Jiti ; Yan, Yayi. In: Papers. RePEc:arx:papers:2502.03019.

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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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2024Political hierarchy spillovers: Evidence from China. (2024). Zhang, Jiakai ; Chen, Mengting. 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). Walsh, C ; Vogt, M ; Raucker, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467.

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2024.

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2024Time-Varying Income and Price Elasticities of Oil Demand in OECD Countries. (2024). Aatk, Abdurrahman Nazif ; Helmi, Mohamad Husam ; Akdeniz, Cokun ; Ball, Esra ; Bucak, Aala. 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). Rahimi, Reza M ; Manshour, Pouya ; Sahimi, Muhammad ; Palu, Milan ; Lehnertz, Klaus ; Freund, Jan A ; Aghaei, Fatemeh ; Reihani, Erfan S ; Feudel, Ulrike ; Golestani, Amirhossein N ; Rings, Thorsten ; Hamounian, Abolfazl ; Rahvar, Sepehr. 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). Wang, Dewei ; Mou, Xichen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:190:y:2024:i:c:s0167947323001731.

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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 ; 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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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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2024GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; Dong, Chaohua ; Cheng, Tingting ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982.

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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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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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2024Private bank deposits and macro/fiscal risk in the euro-area. (2024). Kontonikas, Alexandros ; Gadea, Maria-Dolores ; Arghyrou, Michael G. 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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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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2024.

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2025.

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

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2024Tests for time-varying coefficient spatial autoregressive panel data model with fixed effects. (2024). Wei, Chuanhua ; Su, Yunan ; Tian, Lingling. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:9:d:10.1007_s00362-024-01607-4.

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2025Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors. (2025). Liu, Yuan ; Ge, Ling-Ling ; Zhao, Yan-Yong. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01620-7.

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2024Baumols Cost Disease in Acute vs. Long-term Care - Do the Differences Loom Large?. (2024). Hartwig, Jochen ; Celebi, Kaan ; Sandqvist, Anna Pauliina. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep062.

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2024Enhancing Sustainable and Inclusive Growth in the Central African Economic and Monetary Community. (2024). Region, Western Africa ; African Department International Monetary Fund, . In: World Bank Publications - Reports. RePEc:wbk:wboper:38438.

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2024Panel treatment effects measurement: Factor or linear projection modelling?. (2024). Hsiao, Cheng ; Zhou, Qiankun. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1332-1358.

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Works by Jiti GAO:

Year  ↓Title  ↓Type  ↓Cited  ↓
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 nother version. Agregated cites: 11		paper
2009Bandwidth Selection in Nonparametric Kernel Testing In: School of Economics Working Papers.
[Full Text][Citation analysis]		paper48
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: 48		article
2009Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series In: School of Economics Working Papers.
[Full Text][Citation analysis]		paper1
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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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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper37
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.
[Full Text][Citation analysis]		paper0
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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2021Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice In: Papers.
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2023Higher-order Expansions and Inference for Panel Data Models 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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2022Time-Varying Multivariate Causal Processes In: Papers.
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2024Time-varying multivariate causal processes.(2024) In: Journal of Econometrics.
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2025Semiparametric Single-Index Estimation for Average Treatment Effects In: Papers.
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2024Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation In: Papers.
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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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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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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 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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2025Robust Estimation and Inference for High-Dimensional Panel Data Models 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.
[Full Text][Citation analysis]		article0
2001Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
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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2022A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2004ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article15
2011SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article2
2012A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article12
2016INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN In: Econometric Theory.
[Full Text][Citation analysis]		article2
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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