Authors: Dong, Chaohua Gao, Jiti

Citation: Dong, Chaohua et Gao, Jiti, Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression, Econometric reviews , 38(2), 2019, pp. 125-150

Authors: Dong, Chaohua Gao, Jiti Peng, Bin

Citation: Dong, Chaohua et al., Estimation in a semiparametric panel data model with nonstationarity, Econometric reviews , 38(8), 2019, pp. 961-977