Jiti Gao (高集体), FASSA, Donald Cochrane Chair of BusEco, Professor of Econometrics and Statistics
Jiti Gao (高集体), FASSA, Donald Cochrane Chair of BusEco, Professor of Econometrics and Statistics
Department of Econometrics and Business Statistics, Monash University
Verified email at monash.edu - Homepage
Title
Cited by
Cited by
Year
Partially linear models
W Hardie, H Liang, J Gao
Physica-Verlag, Heidelberg, 2000
861*2000
Partially Linear Models
W Härdle, H Liang, J Gao
Physica-Verlag, Heidelberg, 2000
860*2000
Nonlinear Time Series: semiparametric and nonparametric methods
J Gao
CRC Press, 2007
2632007
Non‐parametric time‐varying coefficient panel data models with fixed effects
D Li, J Chen, J Gao
The Econometrics Journal 14 (3), 387-408, 2011
1202011
Bandwidth selection in nonparametric kernel testing
J Gao, I Gijbels
Journal of the American Statistical Association 103 (484), 1584-1594, 2008
1162008
Asymptotic theory for partly linear models
J Gao
Communications in Statistics-Theory and Methods 24 (8), 1985-2009, 1995
981995
Semiparametric trending panel data models with cross-sectional dependence
J Chen, J Gao, D Li
Journal of Econometrics 171 (1), 71-85, 2012
952012
A test for model specification of diffusion processes
SX Chen, J Gao, CY Tang
Annals of Statistics 36 (1), 167-198, 2008
892008
Estimation in semiparametric spatial regression
J Gao, Z Lu, D Tjøstheim
Annals of Statistics 34 (3), 1395-1435, 2006
872006
Specification testing in nonlinear and nonstationary time series autoregression
J Gao, M King, Z Lu, D Tjøstheim
The Annals of Statistics 37 (6B), 3893-3928, 2009
782009
Semiparametric estimation and testing of the trend of temperature series
J Gao, K Hawthorne
The Econometrics Journal 9 (2), 332-355, 2006
752006
Adaptive testing in continuous-time diffusion models
J Gao, M King
Econometric Theory, 844-882, 2004
682004
Nonparametric specification testing for nonlinear time series with nonstationarity
J Gao, M King, Z Lu, D Tjøstheim
Econometric Theory, 1869-1892, 2009
642009
Empirical comparisons in short-term interest rate models using nonparametric methods
M Arapis, J Gao
Journal of Financial Econometrics 4 (2), 310-345, 2006
592006
An adaptive empirical likelihood test for parametric time series regression models
SX Chen, J Gao
Journal of Econometrics 141 (2), 950-972, 2007
542007
Estimation in partially linear single-index panel data models with fixed effects
J Chen, J Gao, D Li
Journal of Business & Economic Statistics 31 (3), 315-330, 2013
512013
Semiparametric regression under long-range dependent errors
JT Gao, VV Anh
Journal of statistical planning and inference 80 (1-2), 37-57, 1999
501999
The laws of the iterated logarithm of some estimates in partly linear models
J Gao
Statistics & probability letters 25 (2), 153-162, 1995
411995
Econometric estimation in long-range dependent volatility models: Theory and practice
I Casas, J Gao
Journal of econometrics 147 (1), 72-83, 2008
402008
Semiparametric non‐linear time series model selection
J Gao, H Tong
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2004
402004
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Articles 1–20