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Results: 1-7 |
Results: 7
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
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
A Test for Model Specification of Diffusion Processes
Authors: Chen, Song Xi Gao, Jiti Yong Tang, Cheng
Citation: Chen, Song Xi et al., A Test for Model Specification of Diffusion Processes, Annals of statistics , 36(1), 2008, pp. 167-198
On endogeneity and shape invariance in extended partially linear single index models
Authors: Gao, Jiti Author: Kim, Namhyun Saart, Patrick W
Citation: Gao, Jiti et al., On endogeneity and shape invariance in extended partially linear single index models, Econometric reviews , 39(4), 2020, pp. 415-435
Nonparametric localized bandwidth selection for Kernel density estimation
Authors: Cheng, Tingting Gao, Jiti Zhang, Xibin
Citation: Cheng, Tingting et al., Nonparametric localized bandwidth selection for Kernel density estimation, Econometric reviews , 38(7), 2019, pp. 733-762
Semiparametric Autoregressive Conditional Duration Model: Theory and Practice
Authors: Saart, Patrick W Gao, Jiti Allen, David E
Citation: W. Saart, Patrick et al., Semiparametric Autoregressive Conditional Duration Model: Theory and Practice, Econometric reviews , 34(6-10), 2015, pp. 849-881
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
Authors: Chen, Jia Gao, Jiti Li, Degui
Citation: Chen, Jia et al., Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions, Econometric reviews , 32(8), 2013, pp. 928-955
Estimation in a semiparametric panel data model with nonstationarity
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
Risultati: 1-7 |