Access Statistics for Jiti GAO

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A test for model specification of diffusion processes 1 1 5 5 1 5 17 17
Adaptive orthogonal series estimation in additive stochastic regression models 2 3 8 34 4 6 23 78
Bandwidth selection for nonparametric kernel testing 5 15 51 51 8 25 88 88
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 4 5 13 13 10 17 36 36
Econometric estimation in long-range dependent volatility models: Theory and practice 0 3 10 10 3 6 23 23
Econometric modelling in finance and risk management: An overview 4 12 87 87 5 18 74 74
Empirical comparisons in short-term interest rate models using nonparametric methods 0 3 7 7 3 7 18 18
Estimation and model specification testing in nonparametric and semiparametric econometric models 3 7 21 21 6 16 55 55
Estimation in semiparametric spatial regression 1 2 6 6 1 2 9 9
Estimation in semiparametric spatial regression 0 0 3 3 1 1 8 8
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 4 10 38 290
Modeling long-range dependent Gaussian processes with application in continuous-time financial models 0 5 13 13 5 12 30 30
Nonparametric and semiparametric regression model selection 0 1 6 6 2 7 23 23
Semiparametric penalty function method in partially linear model selection 0 2 8 8 1 6 35 35
Semiparametric spatial regression: theory and practice 0 0 6 6 0 1 16 16
Specification testing in discretized diffusion models: Theory and practice 0 1 5 5 1 2 12 12
Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency 0 0 0 0 2 2 7 7
Total Working Papers 20 60 249 295 57 143 512 819

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A central limit theorem for a random quadratic form of strictly stationary processes 0 2 4 4 0 2 8 8
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 1 1 2 3 2 3 11 11
An adaptive empirical likelihood test for parametric time series regression models 0 1 5 7 1 2 14 30
Asymptotic normality of pseudo-LS estimator for partly linear autoregression models 0 1 5 5 0 4 16 16
Bandwidth Selection in Nonparametric Kernel Testing 1 4 4 4 1 5 5 5
Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information 1 1 10 30 2 2 17 80
Econometric estimation in long-range dependent volatility models: Theory and practice 1 2 17 17 3 7 42 42
Econometric modelling in finance and risk management: An overview 3 12 33 33 6 21 75 75
Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods 0 1 14 53 0 2 27 113
Local Linear M-estimation in non-parametric spatial regression 1 3 10 10 2 5 13 13
Model Specification Tests in Nonparametric Stochastic Regression Models 0 0 1 1 1 1 4 4
Moment inequalities for spatial processes 2 3 7 7 2 4 9 9
Nonparametric Methods in Continuous Time Model Specification 1 2 9 18 1 2 19 48
Nonparametric simultaneous testing for structural breaks 0 0 23 37 1 2 47 92
Semiparametric estimation and testing of the trend of temperature series 2 3 8 28 2 3 22 105
Semiparametric non-linear time series model selection 0 0 6 24 1 2 13 45
Specification testing in discretized diffusion models: Theory and practice 4 5 14 14 6 7 23 23
Statistical Inference in Single-Index and Partially Nonlinear Models 0 1 3 12 0 2 8 22
The laws of the iterated logarithm of some estimates in partly linear models 0 0 3 3 0 1 7 7
Total Journal Articles 17 42 178 310 31 77 380 748

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Statistics updated 2009-11-04