Jiti GAO
Names
Identifer
Contact
| homepage: |
http://users.monash.edu/~jgao |
|
| phone: |
61399031675 |
| postal address: |
Department of Econometrics and Business Statistics
Monash University at Caulfield
900 Dandenong Road
Caulfield East, Victoria 3145
Australia |
Affiliations
-
Monash University
/ Monash Business School
/ Department of Econometrics and Business Statistics
Research profile
author of:
- Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series (RePEc:aah:create:2013-29)
by Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim - Bandwidth Selection in Nonparametric Kernel Testing (RePEc:adl:wpaper:2009-01)
by Jiti Gao & Irene Gijbels - Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series (RePEc:adl:wpaper:2009-02)
by Jia Chen & Jiti Gao & Degui Li - Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity (RePEc:adl:wpaper:2009-03)
by Jiti Gao & Maxwell King & Zudi Lu & Dag Tjøstheim - Specification Testing in Nonlinear Time Series with Long-Range Dependence (RePEc:adl:wpaper:2009-04)
by Jiti Gao & Qiying Wang & Jiying Yin - A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model (RePEc:adl:wpaper:2009-16)
by Jia Chen & Jiti Gao & Degui Li - Estimation in Threshold Autoregressive Models with Nonstationarity (RePEc:adl:wpaper:2009-25)
by Jiti Gao & Dag Tjostheim & Jiying Yin - Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series (RePEc:adl:wpaper:2009-26)
by Jiti Gao & Degui Li & Dag Tjostheim - Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects (RePEc:adl:wpaper:2010-08)
by Degui Li & Jia Chen & Jiti Gao - Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (RePEc:adl:wpaper:2010-09)
by Jia Chen & Jiti Gao & Degui Li - Semiparametric Trending Panel Data Models with Cross-Sectional Dependence (RePEc:adl:wpaper:2010-10)
by Jia Chen & Jiti Gao & Degui Li - Semiparametric Estimation in Simultaneous Equations of Time Series Models (RePEc:adl:wpaper:2010-26)
by Jiti Gao & Peter C. B. Phillips - Estimation in Semiparametric Time Series Regression (RePEc:adl:wpaper:2010-27)
by Jia Chen & Jiti Gao & Degui Li - Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models (RePEc:adl:wpaper:2010-28)
by Song Xi Chen & Jiti Gao - An Integrated Panel Data Approach to Modelling Economic Growth (RePEc:arx:papers:1903.07948)
by Guohua Feng & Jiti Gao & Bin Peng - Estimation of Cross-Sectional Dependence in Large Panels (RePEc:arx:papers:1904.06843)
by Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang - A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application (RePEc:arx:papers:2010.01492)
by Yayi Yan & Jiti Gao & Bin Peng - Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects (RePEc:arx:papers:2012.03182)
by Jiti Gao & Fei Liu & Bin Peng & Yayi Yan - Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach (RePEc:arx:papers:2111.00449)
by Guohua Feng & Jiti Gao & Bin Peng - Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice (RePEc:arx:papers:2111.02023)
by Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu - Higher-order Expansions and Inference for Panel Data Models (RePEc:arx:papers:2205.00577)
by Jiti Gao & Bin Peng & Yayi Yan - Time-Varying Multivariate Causal Processes (RePEc:arx:papers:2206.00409)
by Jiti Gao & Bin Peng & Wei Biao Wu & Yayi Yan - Semiparametric Single-Index Estimation for Average Treatment Effects (RePEc:arx:papers:2206.08503)
by Difang Huang & Jiti Gao & Tatsushi Oka - Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects (RePEc:arx:papers:2208.03632)
by Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang - Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models (RePEc:arx:papers:2301.06631)
by Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng - Time-Varying Vector Error-Correction Models: Estimation and Inference (RePEc:arx:papers:2305.17829)
by Jiti Gao & Bin Peng & Yayi Yan - A Localized Neural Network with Dependent Data: Estimation and Inference (RePEc:arx:papers:2306.05593)
by Jiti Gao & Bin Peng & Yanrong Yang - Smoothing the Nonsmoothness (RePEc:arx:papers:2309.16348)
by Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu - Estimation and Inference for a Class of Generalized Hierarchical Models (RePEc:arx:papers:2311.02789)
by Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan - Estimation and Inference for Three-Dimensional Panel Data Models (RePEc:arx:papers:2404.08365)
by Guohua Feng & Jiti Gao & Fei Liu & Bin Peng - Robust Inference for High-Dimensional Panel Data Models (RePEc:arx:papers:2405.07420)
by Jiti Gao & Bin Peng & Yayi Yan - Bandwidth Selection in Nonparametric Kernel Testing (RePEc:bes:jnlasa:v:103:i:484:y:2008:p:1584-1594)
by Gao, Jiti & Gijbels, Irène - Semiparametric non‐linear time series model selection (RePEc:bla:jorssb:v:66:y:2004:i:2:p:321-336)
by Jiti Gao & Howell Tong - High dimensional correlation matrices: the central limit theorem and its applications (RePEc:bla:jorssb:v:79:y:2017:i:3:p:677-693)
by Jiti Gao & Xiao Han & Guangming Pan & Yanrong Yang - Chaohua Dong, Jiti Gao and Oliver Linton’s contribution to the Discussion of ‘Assumption‐lean inference for generalised linear model parameters’ by Vansteelandt and Dukes (RePEc:bla:jorssb:v:84:y:2022:i:3:p:707-708)
by Chaohua Dong & Jiti Gao & Oliver Linton - Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency (RePEc:bla:jtsera:v:22:y:2001:i:5:p:517-535)
by Jiti Gao & Vo Anh & Chris Heyde & Quang Tieng - Local Linear M‐estimation in non‐parametric spatial regression (RePEc:bla:jtsera:v:30:y:2009:i:3:p:286-314)
by Zhengyan Lin & Degui Li & Jiti Gao - High Dimensional Semiparametric Moment Restriction Models (RePEc:cam:camdae:1881)
by Dong, C. & Gao, J. & Linton, O. - Nonparametric Predictive Regressions for Stock Return Prediction (RePEc:cam:camdae:1932)
by Cheng, T. & Gao, J. & Linton, O. - A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation (RePEc:cam:camdae:2239)
by Gao, J. & Linton, O. & Peng, B. - Adaptive Testing In Continuous-Time Diffusion Models (RePEc:cup:etheor:v:20:y:2004:i:05:p:844-882_20)
by Gao, Jiti & King, Maxwell - Nonparametric Specification Testing For Nonlinear Time Series With Nonstationarity (RePEc:cup:etheor:v:25:y:2009:i:06:p:1869-1892_99)
by Gao, Jiti & King, Maxwell & Lu, Zudi & Tjøstheim, Dag - Specification Testing In Nonlinear Time Series With Long-Range Dependence (RePEc:cup:etheor:v:27:y:2011:i:02:p:260-284_00)
by Gao, Jiti & Wang, Qiying & Yin, Jiying - Simultaneous Specification Testing Of Mean And Variance Structures In Nonlinear Time Series Regression (RePEc:cup:etheor:v:27:y:2011:i:04:p:792-843_00)
by Xi Chen, Song & Gao, Jiti - A New Diagnostic Test For Cross-Section Uncorrelatedness In Nonparametric Panel Data Models (RePEc:cup:etheor:v:28:y:2012:i:05:p:1144-1163_00)
by Chen, Jia & Gao, Jiti & Li, Degui - Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series (RePEc:cup:etheor:v:31:y:2015:i:05:p:911-952_00)
by Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag - Inference On Nonstationary Time Series With Moving Mean (RePEc:cup:etheor:v:32:y:2016:i:02:p:431-457_00)
by Gao, Jiti & Robinson, Peter M. - Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression (RePEc:cup:etheor:v:32:y:2016:i:03:p:655-685_00)
by Li, Degui & Phillips, Peter C. B. & Gao, Jiti - Specification Testing Driven By Orthogonal Series For Nonlinear Cointegration With Endogeneity (RePEc:cup:etheor:v:34:y:2018:i:04:p:754-789_00)
by Dong, Chaohua & Gao, Jiti - Inference On A Semiparametric Model With Global Power Law And Local Nonparametric Trends (RePEc:cup:etheor:v:36:y:2020:i:2:p:223-249_2)
by Gao, Jiti & Linton, Oliver & Peng, Bin - Semiparametric Estimation in Time Series of Simultaneous Equations (RePEc:cwl:cwldpp:1769)
by Jiti Gao & Peter C. B. Phillips - Estimating Smooth Structural Change in Cointegration Models (RePEc:cwl:cwldpp:1910)
by Peter C.B. Phillips & Degui Li & Jiti Gao - Functional Coefficient Nonstationary Regression (RePEc:cwl:cwldpp:1911)
by Jiti Gao & Peter C.B. Phillips - Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression (RePEc:cwl:cwldpp:1929)
by Degui Li & Peter C.B. Phillips & Jiti Gao - Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression (RePEc:cwl:cwldpp:2109)
by Degui Li & Peter C.B. Phillips & Jiti Gao - Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models (RePEc:ecm:nawm04:225)
by Jiti Gao & Maxwell King - Non‐parametric time‐varying coefficient panel data models with fixed effects (RePEc:ect:emjrnl:v:14:y:2011:i:3:p:387-408)
by Degui Li & Jia Chen & Jiti Gao - Semiparametric estimation and testing of the trend of temperature series (RePEc:ect:emjrnl:v:9:y:2006:i:2:p:332-355)
by Jiti Gao & Kim Hawthorne - Solving replication problems in a complete market by orthogonal series expansion (RePEc:eee:ecofin:v:25:y:2013:i:c:p:306-317)
by Dong, Chaohua & Gao, Jiti - Regime switching panel data models with interactive fixed effects (RePEc:eee:ecolet:v:177:y:2019:i:c:p:47-51)
by Cheng, Tingting & Gao, Jiti & Yan, Yayi - An adaptive empirical likelihood test for parametric time series regression models (RePEc:eee:econom:v:141:y:2007:i:2:p:950-972)
by Chen, Song Xi & Gao, Jiti - Nonparametric simultaneous testing for structural breaks (RePEc:eee:econom:v:143:y:2008:i:1:p:123-142)
by Gao, Jiti & Gijbels, Irene & Van Bellegem, Sebastien - Econometric modelling in finance and risk management: An overview (RePEc:eee:econom:v:147:y:2008:i:1:p:1-4)
by Gao, Jiti & McAleer, Michael & Allen, David E. - Specification testing in discretized diffusion models: Theory and practice (RePEc:eee:econom:v:147:y:2008:i:1:p:131-140)
by Gao, Jiti & Casas, Isabel - Econometric estimation in long-range dependent volatility models: Theory and practice (RePEc:eee:econom:v:147:y:2008:i:1:p:72-83)
by Casas, Isabel & Gao, Jiti - Semiparametric trending panel data models with cross-sectional dependence (RePEc:eee:econom:v:171:y:2012:i:1:p:71-85)
by Chen, Jia & Gao, Jiti & Li, Degui - Estimation in threshold autoregressive models with a stationary and a unit root regime (RePEc:eee:econom:v:172:y:2013:i:1:p:1-13)
by Gao, Jiti & Tjøstheim, Dag & Yin, Jiying - Semiparametric estimation in triangular system equations with nonstationarity (RePEc:eee:econom:v:176:y:2013:i:1:p:59-79)
by Gao, Jiti & Phillips, Peter C.B. - Semiparametric single-index panel data models with cross-sectional dependence (RePEc:eee:econom:v:188:y:2015:i:1:p:301-312)
by Dong, Chaohua & Gao, Jiti & Peng, Bin - A misspecification test for multiplicative error models of non-negative time series processes (RePEc:eee:econom:v:189:y:2015:i:2:p:346-359)
by Gao, Jiti & Kim, Nam Hyun & Saart, Patrick W. - Estimating smooth structural change in cointegration models (RePEc:eee:econom:v:196:y:2017:i:1:p:180-195)
by Phillips, Peter C.B. & Li, Degui & Gao, Jiti - A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks (RePEc:eee:econom:v:196:y:2017:i:1:p:68-82)
by Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui - Specification testing for nonlinear multivariate cointegrating regressions (RePEc:eee:econom:v:200:y:2017:i:1:p:104-117)
by Dong, Chaohua & Gao, Jiti & Tjøstheim, Dag & Yin, Jiying - A frequentist approach to Bayesian asymptotics (RePEc:eee:econom:v:206:y:2018:i:2:p:359-378)
by Cheng, Tingting & Gao, Jiti & Phillips, Peter C.B. - Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression (RePEc:eee:econom:v:215:y:2020:i:2:p:607-632)
by Li, Degui & Phillips, Peter C.B. & Gao, Jiti - Estimation and inference in semiparametric quantile factor models (RePEc:eee:econom:v:222:y:2021:i:1:p:295-323)
by Ma, Shujie & Linton, Oliver & Gao, Jiti - Recursive estimation in large panel data models: Theory and practice (RePEc:eee:econom:v:224:y:2021:i:2:p:439-465)
by Jiang, Bin & Yang, Yanrong & Gao, Jiti & Hsiao, Cheng - An integrated panel data approach to modelling economic growth (RePEc:eee:econom:v:228:y:2022:i:2:p:379-397)
by Feng, Guohua & Gao, Jiti & Peng, Bin - Global temperatures and greenhouse gases: A common features approach (RePEc:eee:econom:v:230:y:2022:i:2:p:240-254)
by Chen, Li & Gao, Jiti & Vahid, Farshid - High dimensional semiparametric moment restriction models (RePEc:eee:econom:v:232:y:2023:i:2:p:320-345)
by Dong, Chaohua & Gao, Jiti & Linton, Oliver - Most powerful test against a sequence of high dimensional local alternatives (RePEc:eee:econom:v:234:y:2023:i:1:p:151-177)
by He, Yi & Jaidee, Sombut & Gao, Jiti - Binary response models for heterogeneous panel data with interactive fixed effects (RePEc:eee:econom:v:235:y:2023:i:2:p:1654-1679)
by Gao, Jiti & Liu, Fei & Peng, Bin & Yan, Yayi - Semi-parametric single-index predictive regression models with cointegrated regressors (RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932)
by Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein - Time-varying multivariate causal processes (RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174)
by Gao, Jiti & Peng, Bin & Wu, Wei Biao & Yan, Yayi - Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach (RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002967)
by Anderson, Heather M. & Gao, Jiti & Turnip, Guido & Vahid, Farshid & Wei, Wei - On income and price elasticities for energy demand: A panel data study (RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000736)
by Gao, Jiti & Peng, Bin & Smyth, Russell - Local logit regression for loan recovery rate (RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000510)
by Sopitpongstorn, Nithi & Silvapulle, Param & Gao, Jiti & Fenech, Jean-Pierre - Model Specification Tests in Nonparametric Stochastic Regression Models (RePEc:eee:jmvana:v:83:y:2002:i:2:p:324-359)
by Gao, Jiti & Tong, Howell & Wolff, Rodney - Modelling and managing financial risk: An overview (RePEc:eee:matcom:v:79:y:2009:i:8:p:2521-2524)
by Allen, David E. & Gao, Jiti & McAleer, Michael - Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information (RePEc:eee:pacfin:v:13:y:2005:i:2:p:225-245)
by Yao, Juan & Gao, Jiti & Alles, Lakshman - Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency (RePEc:eee:spapps:v:99:y:2002:i:2:p:295-321)
by Gao, Jiti & Anh, Vo & Heyde, Chris - Asymptotic normality of pseudo-LS estimator for partly linear autoregression models (RePEc:eee:stapro:v:23:y:1995:i:1:p:27-34)
by Gao, Jiti & Liang, Hua - The laws of the iterated logarithm of some estimates in partly linear models (RePEc:eee:stapro:v:25:y:1995:i:2:p:153-162)
by Gao, Jiti - A central limit theorem for a random quadratic form of strictly stationary processes (RePEc:eee:stapro:v:49:y:2000:i:1:p:69-79)
by Gao, Jiti & Anh, Vo - Moment inequalities for spatial processes (RePEc:eee:stapro:v:78:y:2008:i:6:p:687-697)
by Gao, Jiti & Lu, Zudi & Tjøstheim, Dag - Specification Testing in Parametric Trending Models with Unknown Errors (RePEc:eme:aecozz:s0731-905320140000033006)
by Jiti Gao & Maxwell King - The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries (RePEc:eme:aecozz:s0731-905320200000041006)
by Ming Kong & Jiti Gao & Xueyan Zhao - Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies (RePEc:eme:aecozz:s0731-90532023000045a012)
by Ying Zhou & Hsein Kew & Jiti Gao - Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction (RePEc:ifs:cemmap:03/18)
by Tingting Cheng & Jiti Gao & Oliver Linton - Inference on a semiparametric model with global power law and local nonparametric trends (RePEc:ifs:cemmap:05/18)
by Jiti Gao & Oliver Linton & Bin Peng - Estimation in semiparametric quantile factor models (RePEc:ifs:cemmap:07/18)
by Shujie Ma & Oliver Linton & Jiti Gao - High dimensional semiparametric moment restriction models (RePEc:ifs:cemmap:69/18)
by Chaohua Dong & Jiti Gao & Oliver Linton - Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China (RePEc:iza:izadps:dp12329)
by Gong, Xiaodong & Gao, Jiti & Liang, Xuan - Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia (RePEc:iza:izadps:dp9265)
by Gong, Xiaodong & Gao, Jiti - Estimation of technical change and price elasticities: a categorical time–varying coefficient approach (RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0538-6)
by Guohua Feng & Jiti Gao & Xiaohui Zhang - Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (RePEc:msh:ebswps:2011-12)
by Jia Chen & Jiti Gao & Degui Li - Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series (RePEc:msh:ebswps:2011-13)
by Jiti Gao & Degui Li & Dag Tjøstheim - Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects (RePEc:msh:ebswps:2011-14)
by Jia Chen & Jiti Gao & Degui Li - Semiparametric Trending Panel Data Models with Cross-Sectional Dependence (RePEc:msh:ebswps:2011-15)
by Jia Chen & Jiti Gao & Degui Li - Semiparametric Estimation in Multivariate Nonstationary Time Series Models (RePEc:msh:ebswps:2011-17)
by Jiti Gao & Peter C.B. Phillips - Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model (RePEc:msh:ebswps:2011-18)
by Pipat Wongsaart & Jiti Gao - Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation (RePEc:msh:ebswps:2011-19)
by Chaohua Dong & Jiti Gao - A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors (RePEc:msh:ebswps:2011-20)
by Jiti Gao & Maxwell King - Estimation in threshold autoregressive models with a stationary and a unit root regime (RePEc:msh:ebswps:2011-21)
by Jiti Gao & Dag Tjøstheim & Jiying Yin - Independence Test for High Dimensional Random Vectors (RePEc:msh:ebswps:2012-1)
by G. Pan & J. Gao & Y. Yang & M. Guo - Nonlinear Regression with Harris Recurrent Markov Chains (RePEc:msh:ebswps:2012-14)
by Degui Li & Dag Tjøstheim & Jiti Gao - An Improved Nonparametric Unit-Root Test (RePEc:msh:ebswps:2012-16)
by Jiti Gao & Maxwell King - Model Specification between Parametric and Nonparametric Cointegration (RePEc:msh:ebswps:2012-18)
by Jiti Gao & Dag Tjøstheim & Jiying Yin - Expansion of Lévy Process Functionals and Its Application in Statistical Estimation (RePEc:msh:ebswps:2012-2)
by Chaohua Dong & Jiti Gao - Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models (RePEc:msh:ebswps:2012-20)
by Chaohua Dong & Jiti Gao - Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review (RePEc:msh:ebswps:2012-21)
by Patrick Saart & Jiti Gao - Identification, Estimation and Specification in a Class of Semiparametic Time Series Models (RePEc:msh:ebswps:2012-6)
by Jiti Gao - Solving Replication Problems in Complete Market by Orthogonal Series Expansion (RePEc:msh:ebswps:2012-7)
by Chaohua Dong & Jiti Gao - Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach (RePEc:msh:ebswps:2013-10)
by Nam H Kim & Patrick W Saart & Jiti Gao - Inference on Nonstationary Time Series with Moving Mean (RePEc:msh:ebswps:2013-15)
by Jiti Gao & Peter M. Robinson - Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration (RePEc:msh:ebswps:2013-16)
by Jiti Gao & Peter C.B. Phillips - Hermite Series Estimation in Nonlinear Cointegrating Models (RePEc:msh:ebswps:2013-17)
by Biqing Cai & Jiti Gao - Non- and Semi-Parametric Panel Data Models: A Selective Review (RePEc:msh:ebswps:2013-18)
by Jia Chen & Degui Li & Jiti Gao - Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models (RePEc:msh:ebswps:2013-21)
by Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle - Estimating Smooth Structural Change in Cointegration Models (RePEc:msh:ebswps:2013-22)
by Peter C. B. Phillips & Degui Li & Jiti Gao - Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression (RePEc:msh:ebswps:2013-27)
by Degui Li & Peter C. B. Phillips & Jiti Gao - Orthogonal Expansion of Levy Process Functionals: Theory and Practice (RePEc:msh:ebswps:2013-3)
by Chaohua Dong & Jiti Gao - Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models (RePEc:msh:ebswps:2013-7)
by Tingting Cheng & Jiti Gao & Xibin Zhang - Testing Independence for a Large Number of High Dimensional Random Vectors (RePEc:msh:ebswps:2013-9)
by Guangming Pan & Jiti Gao & Yanrong Yang - Econometric Time Series Specification Testing in a Class of Multiplicative Error Models (RePEc:msh:ebswps:2014-1)
by Patrick W Saart & Jiti Gao & Nam Hyun Kim - Semiparametric Localized Bandwidth Selection in Kernel Density Estimation (RePEc:msh:ebswps:2014-14)
by Tingting Cheng & Jiti Gao & Xibin Zhang - Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence (RePEc:msh:ebswps:2014-15)
by Jia Chen & Jiti Gao - Specification Testing in Structural Nonparametric Cointegration (RePEc:msh:ebswps:2014-2)
by Chaohua Dong & Jiti Gao - A Computational Implementation of GMM (RePEc:msh:ebswps:2014-24)
by Jiti Gao & Han Hong - Nonparametric Regression Approach to Bayesian Estimation (RePEc:msh:ebswps:2014-25)
by Jiti Gao & Han Hong - High Dimensional Correlation Matrices: CLT and Its Applications (RePEc:msh:ebswps:2014-26)
by Jiti Gao & Xiao Han & Guangming Pan & Yanrong Yang - Semiparametric Localized Bandwidth Selection for Kernel Density Estimation (RePEc:msh:ebswps:2014-27)
by Tingting Cheng & Jiti Gao & Xibin Zhang - Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models (RePEc:msh:ebswps:2014-7)
by Chaohua Dong & Jiti Gao & Dag Tjostheim - Specification Testing for Nonlinear Multivariate Cointegrating Regressions (RePEc:msh:ebswps:2014-8)
by Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin - Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence (RePEc:msh:ebswps:2014-9)
by Bin Peng & Chaohua Dong & Jiti Gao - A New Class of Bivariate Threshold Cointegration Models (RePEc:msh:ebswps:2015-1)
by Biqing Cai & Jiti Gao & Dag Tjostheim - Cross-sectional Independence Test for a Class of Parametric Panel Data Models (RePEc:msh:ebswps:2015-17)
by Guangming Pan & Jiti Gao & Yanrong Yang & Meihui Guo - Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity (RePEc:msh:ebswps:2015-18)
by Biqing Cai & Chaohua Dong & Jiti Gao - Testing for a Structural Break in Dynamic Panel Data Models with Common Factors (RePEc:msh:ebswps:2015-20)
by Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao - Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index (RePEc:msh:ebswps:2015-21)
by Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang - Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models (RePEc:msh:ebswps:2015-3)
by Tingting Cheng & Jiti Gao & Xibin Zhang - Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia (RePEc:msh:ebswps:2015-6)
by Xiaodong Gong & Jiti Gao - Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity (RePEc:msh:ebswps:2015-7)
by Chaohua Dong & Jiti Gao & Bin Peng - A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks (RePEc:msh:ebswps:2015-9)
by Guohua Feng & Jiti Gao & Bin Peng & Xiaohui Zhang - Bayesian Indirect Inference and the ABC of GMM (RePEc:msh:ebswps:2016-1)
by Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen - CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series (RePEc:msh:ebswps:2016-11)
by Bo Zhang & Guangming Pan & Jiti Gao - CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence (RePEc:msh:ebswps:2016-12)
by Jiti Gao & Guangming Pan & Yanrong Yang - Error-in-Variables Jump Regression Using Local Clustering (RePEc:msh:ebswps:2016-13)
by Yicheng Kang & Xiaodong Gong & Jiti Gao & Peihua Qiu - Specification Testing for Nonlinear Multivariate Cointegrating Regressions (RePEc:msh:ebswps:2016-14)
by Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin - Another Look at Single-Index Models Based on Series Estimation (RePEc:msh:ebswps:2016-19)
by Chaohua Dong & Jiti Gao & Bin Peng - Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach (RePEc:msh:ebswps:2016-2)
by Guohua Feng & Jiti Gao & Xiaohui Zhang - A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries (RePEc:msh:ebswps:2016-20)
by Fengping Tian & Jiti Gao & Ke Yang - A Frequency Approach to Bayesian Asymptotics (RePEc:msh:ebswps:2016-5)
by Tingting Cheng & Jiti Gao & Peter CB Phillips - Nonparametric Localized Bandwidth Selection for Kernel Density Estimation (RePEc:msh:ebswps:2016-7)
by Tingting Cheng & Jiti Gao & Xibin Zhang - Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends (RePEc:msh:ebswps:2017-10)
by Jiti Gao & Oliver Linton & Bin Peng - Kernel-based inference in time-varying coefficient models with multiple integrated regressors (RePEc:msh:ebswps:2017-11)
by Degui Li & Peter CB Phillips & Jiti Gao - Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction (RePEc:msh:ebswps:2017-13)
by Tingting Cheng & Jiti Gao & Oliver Linton - Heterogeneous panel data models with cross-sectional dependence (RePEc:msh:ebswps:2017-16)
by Jiti Gao & Kai Xia - High dimensional semiparametric moment restriction models (RePEc:msh:ebswps:2017-17)
by Chaohua Dong & Jiti Gao & Oliver Linton - A simple nonlinear predictive model for stock returns (RePEc:msh:ebswps:2017-18)
by Biqing Cai & Jiti Gao - Local logit regression for recovery rate (RePEc:msh:ebswps:2017-19)
by Nithi Sopitpongstorn & Param Silvapulle & Jiti Gao - A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public (RePEc:msh:ebswps:2017-20)
by Yan Meng & Xueyan Zhao & Xibin Zhang & Jiti Gao - Bayesian estimation based on summary statistics: Double asymptotics and practice (RePEc:msh:ebswps:2017-4)
by Tingting Cheng & Jiti Gao & Peter CB Phillips - Recursive estimation in large panel data models: Theory and practice (RePEc:msh:ebswps:2017-5)
by Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao - Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia (RePEc:msh:ebswps:2017-7)
by Xiaodong Gong & Jiti Gao - Estimation and inference in semiparametric quantile factor models (RePEc:msh:ebswps:2017-8)
by Shujie Ma & Oliver Linton & Jiti Gao - Varying-coefficient panel data models with partially observed factor structure (RePEc:msh:ebswps:2018-1)
by Chaohua Dong & Jiti Gao & Bin Peng - Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China (RePEc:msh:ebswps:2018-20)
by Xiaodong Gong & Jiti Gao & Xuan Liang & Xin Meng - Regime switching panel data models with interative fixed effects (RePEc:msh:ebswps:2018-21)
by Tingting Cheng & Jiti Gao & Yayi Yan - Modelling time-varying income elasticities of health care expenditure for the OECD (RePEc:msh:ebswps:2018-22)
by Isabel Casas & Jiti Gao & Shangyu Xie - High dimensional semiparametric moment restriction models (RePEc:msh:ebswps:2018-23)
by Chaohua Dong & Jiti Gao & Oliver Linton - Series estimation for single-index models under constraints (RePEc:msh:ebswps:2018-5)
by Chaohua Dong & Jiti Gao & Bin Peng - On endogeneity and shape invariance in extended partially linear single index models (RePEc:msh:ebswps:2018-8)
by Jiti Gao & Namhyun Kim & Patrick W. Saart - Regime switching in the presence of endogeneity (RePEc:msh:ebswps:2018-9)
by Tingting Cheng & Jiti Gao & Yayi Yan - A Near Unit Root Test for High-Dimensional Nonstationary Time Series (RePEc:msh:ebswps:2019-10)
by Bo Zhang & Jiti Gao & Guangming Pan - Global Temperatures and Greenhouse Gases: A Common Features Approach (RePEc:msh:ebswps:2019-23)
by Li Chen & Jiti Gao & Farshid Vahid - Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness (RePEc:msh:ebswps:2019-24)
by Fei Liu & Jiti Gao & Yanrong Yang - Semiparametric Single-index Predictive Regression (RePEc:msh:ebswps:2019-25)
by Weilun Zhou & Jiti Gao & David Harris & Hsein Kew - Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects (RePEc:msh:ebswps:2019-26)
by Xuan Liang & Jiti Gao & Xiaodong Gong - Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone (RePEc:msh:ebswps:2019-28)
by Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie - Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices (RePEc:msh:ebswps:2019-31)
by Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang - Estimation and Testing for High-Dimensional Near Unit Root Time Series (RePEc:msh:ebswps:2020-12)
by Bo Zhang & Jiti Gao & Guangming Pan - Most Powerful Test against High Dimensional Free Alternatives (RePEc:msh:ebswps:2020-13)
by Yi He & Sombut Jaidee & Jiti Gao - Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors (RePEc:msh:ebswps:2020-19)
by Sium Bodha Hannadige & Jiti Gao & Mervyn J. Silvapulle & Param Silvapulle - On Time Trend of COVID-19: A Panel Data Study (RePEc:msh:ebswps:2020-22)
by Chaohua Dong & Jiti Gao & Oliver Linton & Bin peng - On Income and Price Elasticities for Energy Demand: A Panel Data Study (RePEc:msh:ebswps:2020-28)
by Jiti Gao & Bin peng & Russell Smyth - A Class of Time-Varying Vector Moving Average (infinity) Models (RePEc:msh:ebswps:2020-39)
by Yayi Yan & Jiti Gao & Bin peng - Time-Varying Panel Data Models with an Additive Factor Structure (RePEc:msh:ebswps:2020-42)
by Fei Liu & Jiti Gao & Yanrong Yang - Parameter Stability Testing for Multivariate Dynamic Time-Varying Models (RePEc:msh:ebswps:2021-11)
by Jiti Gao & Bin Peng & Yayi Yan - On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis (RePEc:msh:ebswps:2021-17)
by Yayi Yan & Jiti Gao & Bin Peng - Asymptotics for Time-Varying Vector MA(∞) Processes (RePEc:msh:ebswps:2021-22)
by Yayi Yan & Jiti Gao & Bin Peng - Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients (RePEc:msh:ebswps:2021-5)
by Xuan Liang & Jiti Gao & Xiaodong Gong - Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors (RePEc:msh:ebswps:2021-6)
by Sium Bodha Hannadige & Jiti Gao & Mervyn J Silvapulle & Param Silvapulle - GMM Estimation for High-Dimensional Panel Data Models (RePEc:msh:ebswps:2022-11)
by Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton - Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach (RePEc:msh:ebswps:2022-12)
by Heather M. Anderson & Jiti Gao & Guido Turnip & Farshid Vahid & Wei Wei - Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects (RePEc:msh:ebswps:2022-13)
by Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang - Nonparametric Estimation and Testing for Time-Varying VAR Models (RePEc:msh:ebswps:2022-3)
by Jiti Gao & Bin Peng & Yayi Yan - Multi-Level Panel Data Models: Estimation and Empirical Analysis (RePEc:msh:ebswps:2022-4)
by Guohua Feng & Jiti Gao & Bin Peng - Time-Varying Vector Error-Correction Models: Estimation and Inference (RePEc:msh:ebswps:2023-11)
by Jiti Gao & Bin Peng & Yayi Yan - Higher-order Expansions and Inference for Panel Data Models (RePEc:msh:ebswps:2023-15)
by Jiti Gao & Bin Peng & Yayi Yan - Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models (RePEc:msh:ebswps:2023-2)
by Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu - Estimation and Inference for Three-Dimensional Panel Data Models (RePEc:msh:ebswps:2023-20)
by Guohua Feng & Jiti Gao & Fei Liu & Bin Peng - Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks (RePEc:msh:ebswps:2023-21)
by Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan - Eigen-Analysis for High-Dimensional Time Series Clustering (RePEc:msh:ebswps:2023-22)
by Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang - Does Climate Sensitivity Differ Across Regions? (RePEc:msh:ebswps:2023-7)
by Heather Anderson & Jiti Gao & Farshid Vahid & Wei Wei & Yang Yang - Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods (RePEc:oup:jfinec:v:4:y:2006:i:2:p:310-345)
by Manuel Arapis & Jiti Gao - Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients (RePEc:pra:mprapa:108497)
by Xuan, Liang & Jiti, Gao & xiaodong, Gong - Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors (RePEc:pra:mprapa:108669)
by Bodha Hannadige, Sium & Gao, Jiti & Silvapulle, Mervyn & Silvapulle, Param - Estimation in semiparametric spatial regression (RePEc:pra:mprapa:11971)
by Gao, Jiti & Lu, Zudi & Tjostheim, Dag - Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency (RePEc:pra:mprapa:11972)
by Gao, jiti & Anh, vo & Heyde, christopher - Modeling long-range dependent Gaussian processes with application in continuous-time financial models (RePEc:pra:mprapa:11973)
by Gao, Jiti - Empirical comparisons in short-term interest rate models using nonparametric methods (RePEc:pra:mprapa:11974)
by Arapis, Manuel & Gao, Jiti - Semiparametric penalty function method in partially linear model selection (RePEc:pra:mprapa:11975)
by Dong, Chaohua & Gao, Jiti & Tong, Howell - A test for model specification of diffusion processes (RePEc:pra:mprapa:11976)
by Chen, Song Xi & Gao, Jiti & Tang, Chenghong - Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing (RePEc:pra:mprapa:11977)
by Gao, Jiti & Hong, Yongmiao - Econometric modelling in finance and risk management: An overview (RePEc:pra:mprapa:11978)
by Gao, Jiti & McAleer, Michael & Allen, Dave - Estimation in semiparametric spatial regression (RePEc:pra:mprapa:11979)
by Gao, Jiti & Lu, Zudi & Tjostheim, Dag - Specification testing in discretized diffusion models: Theory and practice (RePEc:pra:mprapa:11980)
by Gao, Jiti & Casas, Isabel - Econometric estimation in long-range dependent volatility models: Theory and practice (RePEc:pra:mprapa:11981)
by Casas, Isabel & Gao, Jiti - Bandwidth selection for nonparametric kernel testing (RePEc:pra:mprapa:11982)
by Gao, Jiti & Gijbels, Irene - Nonparametric and semiparametric regression model selection (RePEc:pra:mprapa:11987)
by Gao, Jiti & Tong, Howell - Estimation and model specification testing in nonparametric and semiparametric econometric models (RePEc:pra:mprapa:11989)
by Gao, Jiti & King, Maxwell - Semiparametric spatial regression: theory and practice (RePEc:pra:mprapa:11991)
by Gao, Jiti & Lu, Zudi & Tjostheim, Dag - Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models (RePEc:pra:mprapa:39256)
by Gao, Jiti - Partially linear models (RePEc:pra:mprapa:39562)
by Hardle, Wolfgang & LIang, Hua & Gao, Jiti - Nonlinear time series: semiparametric and nonparametric methods (RePEc:pra:mprapa:39563)
by Gao, Jiti - Asymptotic theory for partly linear models (RePEc:pra:mprapa:40452)
by Gao, Jiti - Unknown item RePEc:qut:dpaper:208k (paper)
- Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns (RePEc:sae:ausman:v:29:y:2004:i:1:p:121-145)
by Juan Yao & Jiti Gao - Statistical Inference in Single-Index and Partially Nonlinear Models (RePEc:spr:aistmt:v:49:y:1997:i:3:p:493-517)
by Jiti Gao & Hua Liang - Comments on: Some recent theory for autoregressive count time series (RePEc:spr:testjl:v:21:y:2012:i:3:p:459-463)
by Jiti Gao - Nonparametric Methods in Continuous Time Model Specification (RePEc:taf:emetrv:v:26:y:2007:i:1:p:91-106)
by Isabel Casas & Jiti Gao - Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (RePEc:taf:emetrv:v:32:y:2013:i:8:p:928-955)
by Jia Chen & Jiti Gao & Degui Li - Semiparametric Autoregressive Conditional Duration Model: Theory and Practice (RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:849-881)
by Patrick W. Saart & Jiti Gao & David E. Allen - Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (RePEc:taf:emetrv:v:38:y:2019:i:2:p:125-150)
by Chaohua Dong & Jiti Gao - Nonparametric localized bandwidth selection for Kernel density estimation (RePEc:taf:emetrv:v:38:y:2019:i:7:p:733-762)
by Tingting Cheng & Jiti Gao & Xibin Zhang - Estimation in a semiparametric panel data model with nonstationarity (RePEc:taf:emetrv:v:38:y:2019:i:8:p:961-977)
by Chaohua Dong & Jiti Gao & Bin Peng - On endogeneity and shape invariance in extended partially linear single index models (RePEc:taf:emetrv:v:39:y:2020:i:4:p:415-435)
by Jiti Gao & Namhyun Kim & Patrick W. Saart - A panel data model of length of stay in hospitals for hip replacements (RePEc:taf:emetrv:v:40:y:2021:i:7:p:688-707)
by Yan Meng & Jiti Gao & Xibin Zhang & Xueyan Zhao - Central limit theorems for generalized -statistics with applications in nonparametric specification (RePEc:taf:gnstxx:v:20:y:2008:i:1:p:61-76)
by Jiti Gao & Yongmiao Hong - Semiparametric methods in nonlinear time series analysis: a selective review (RePEc:taf:gnstxx:v:26:y:2014:i:1:p:141-169)
by Patrick Saart & Jiti Gao & Nam Hyun Kim - Testing Independence Among a Large Number of High-Dimensional Random Vectors (RePEc:taf:jnlasa:v:109:y:2014:i:506:p:600-612)
by Guangming Pan & Jiti Gao & Yanrong Yang - Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects (RePEc:taf:jnlbes:v:31:y:2013:i:3:p:315-330)
by Jia Chen & Jiti Gao & Degui Li - A New Class of Bivariate Threshold Cointegration Models (RePEc:taf:jnlbes:v:35:y:2017:i:2:p:288-305)
by Biqing Cai & Jiti Gao & Dag Tjøstheim - Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models (RePEc:taf:jnlbes:v:36:y:2018:i:1:p:88-100)
by Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle - Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models (RePEc:taf:jnlbes:v:37:y:2019:i:1:p:1-12)
by Tingting Cheng & Jiti Gao & Xibin Zhang - Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure (RePEc:taf:jnlbes:v:39:y:2021:i:3:p:700-711)
by Chaohua Dong & Jiti Gao & Bin Peng - Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients (RePEc:taf:jnlbes:v:40:y:2022:i:4:p:1784-1802)
by Xuan Liang & Jiti Gao & Xiaodong Gong - Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors (RePEc:taf:jnlbes:v:42:y:2024:i:1:p:122-134)
by Sium Bodha Hannadige & Jiti Gao & Mervyn J. Silvapulle & Param Silvapulle - Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models (RePEc:taf:jnlbes:v:42:y:2024:i:1:p:310-321)
by Jiti Gao & Bin Peng & Yayi Yan - Specification testing in nonstationary time series models (RePEc:wly:emjrnl:v:18:y:2015:i:1:p:117-136)
by Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin - A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries (RePEc:wly:hlthec:v:27:y:2018:i:12:p:1921-1944)
by Fengping Tian & Jiti Gao & Ke Yang - Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone (RePEc:wly:japmet:v:36:y:2021:i:3:p:328-345)
by Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie - Unknown item RePEc:wyi:wpaper:002482 (paper)
- Global temperatures and greenhouse gases - a common features approach (RePEc:wyi:wpaper:002537)
by Li Chen & Jiti Gao & Farshid Vahid - Specification Testing in Nonstationary Time Series Models (RePEc:yor:yorken:14/19)
by Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin