Access Statistics for Jiti GAO

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Time-Varying Vector Moving Average (infinity) Models 0 0 1 77 0 0 3 174
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 0 0 0 56 1 3 13 234
A Computational Implementation of GMM 0 0 1 70 2 2 3 155
A Frequency Approach to Bayesian Asymptotics 0 0 0 89 0 0 1 137
A Localised Neural network with Dependent Data: Estimation and Inference 0 0 2 2 0 0 4 7
A Near Unit Root Test for High-Dimensional Nonstationary Time Series 0 0 0 28 0 0 1 43
A New Class of Bivariate Threshold Cointegration Models 0 0 0 71 2 2 2 126
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 0 0 0 136
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors 0 0 0 46 0 0 1 125
A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation 0 0 0 25 0 0 3 37
A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries 0 0 0 59 1 1 3 100
A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks 0 0 0 130 0 1 3 233
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 0 1 4 76
A simple nonlinear predictive model for stock returns 0 0 1 98 0 0 5 145
A test for model specification of diffusion processes 0 0 0 22 0 0 2 131
An Improved Nonparametric Unit-Root Test 0 0 0 114 0 0 0 194
An Integrated Panel Data Approach to Modelling Economic Growth 1 1 2 44 1 1 5 69
Another Look at Single-Index Models Based on Series Estimation 1 1 1 49 1 1 5 78
Asymptotic theory for partly linear models 0 0 1 27 0 2 3 81
Asymptotics for Time-Varying Vector MA(∞) Processes 0 0 3 66 0 1 9 82
Bandwidth Selection in Nonparametric Kernel Testing 0 0 0 74 1 2 2 171
Bandwidth selection for nonparametric kernel testing 0 0 0 136 0 1 1 363
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 0 0 1 313
Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models 0 0 0 66 0 3 4 143
Bayesian Indirect Inference and the ABC of GMM 0 0 1 104 0 0 1 215
Bayesian estimation based on summary statistics: Double asymptotics and practice 0 0 1 60 0 0 1 95
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 0 0 0 37 0 0 1 62
CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence 0 0 0 64 0 0 3 90
CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series 0 0 0 61 0 0 2 100
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 0 0 0 268
Cross-sectional Independence Test for a Class of Parametric Panel Data Models 0 0 0 60 0 0 0 101
Does Climate Sensitivity Differ Across Regions? 0 0 3 16 0 0 7 34
Econometric Time Series Specification Testing in a Class of Multiplicative Error Models 0 0 0 73 1 1 2 163
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 0 1 2 138
Econometric modelling in finance and risk management: An overview 0 0 0 261 0 0 1 610
Eigen-Analysis for High-Dimensional Time Series Clustering 0 0 1 23 0 0 5 32
Empirical comparisons in short-term interest rate models using nonparametric methods 0 0 0 35 1 1 2 123
Error-in-Variables Jump Regression Using Local Clustering 0 1 1 32 0 1 6 71
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 0 0 1 206
Estimating Smooth Structural Change in Cointegration Models 0 0 1 67 0 0 3 145
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 2 19 0 0 4 35
Estimation and Inference for Three-Dimensional Panel Data Models 0 1 7 11 1 3 14 21
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 0 20 0 0 4 20
Estimation and Inference for Three-Dimensional Panel Data Models 0 1 1 1 1 2 4 4
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 2 19 0 1 9 55
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 1 0 0 16 16
Estimation and Testing for High-Dimensional Near Unit Root Time Series 0 0 0 44 0 0 1 88
Estimation and inference in semiparametric quantile factor models 0 0 0 76 0 0 0 137
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 0 115 0 1 2 356
Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models 0 0 0 110 1 1 2 221
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 0 126 0 0 2 321
Estimation in Semiparametric Time Series Regression 0 0 1 68 0 1 3 116
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 1 1 2 126
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 0 2 140
Estimation in Threshold Autoregressive Models with Nonstationarity 0 0 0 50 0 0 2 138
Estimation in semiparametric quantile factor models 0 0 0 27 0 0 1 52
Estimation in semiparametric spatial regression 0 0 0 28 1 1 2 93
Estimation in semiparametric spatial regression 0 0 0 17 0 0 0 76
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 98 0 0 0 158
Estimation of Cross-Sectional Dependence in Large Panels 0 0 0 50 0 0 2 50
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 3 19 0 1 5 32
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 1 1 4 12 1 1 8 21
Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach 0 0 0 38 0 0 1 99
Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation 0 0 0 50 0 0 2 117
Expansion of Lévy Process Functionals and Its Application in Statistical Estimation 0 0 0 33 0 0 1 97
Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 0 35 1 2 2 75
Functional Coefficient Nonstationary Regression 0 0 0 114 0 0 2 192
Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration 0 0 1 139 0 3 6 287
GMM Estimation for High-Dimensional Panel Data Models 0 0 1 34 0 0 3 43
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 2 35 0 0 6 76
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 0 0 5 92
Hermite Series Estimation in Nonlinear Cointegrating Models 0 0 0 103 1 1 2 133
Heterogeneous panel data models with cross-sectional dependence 0 0 1 109 0 1 2 231
High Dimensional Correlation Matrices: CLT and Its Applications 0 0 0 82 0 0 0 146
High Dimensional Semiparametric Moment Restriction Models 0 0 0 16 0 0 1 65
High dimensional semiparametric moment restriction models 0 0 0 54 0 1 5 124
High dimensional semiparametric moment restriction models 0 0 0 2 1 1 2 36
High dimensional semiparametric moment restriction models 0 0 0 27 0 0 0 58
Higher-order Expansions and Inference for Panel Data Models 0 0 3 44 0 0 10 86
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 0 0 1 1
Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models 0 0 0 119 0 0 1 246
Identification, Estimation and Specification in a Class of Semiparametic Time Series Models 0 0 1 92 0 0 4 171
Independence Test for High Dimensional Random Vectors 0 0 0 34 0 1 1 80
Inference on Nonstationary Time Series with Moving Mean 0 0 0 103 1 1 2 114
Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends 0 0 0 52 1 1 5 76
Inference on a semiparametric model with global power law and local nonparametric trends 0 0 0 4 0 0 1 33
Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China 0 0 0 40 0 0 0 66
Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China 0 0 0 48 0 0 1 91
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 1 59 0 0 1 102
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 2 2 3 110
Local logit regression for recovery rate 0 0 0 41 0 0 2 111
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 1 1 5 5 1 2 17 17
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 0 0 4 34 1 3 12 35
Model Averaging for Time-Varying Vector Autoregressions 2 4 14 14 2 4 19 19
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 0 1 1 408
Model Specification between Parametric and Nonparametric Cointegration 0 0 0 75 0 0 1 149
Modeling long-range dependent Gaussian processes with application in continuous-time financial models 0 0 0 32 0 0 2 135
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 0 0 1 64
Most Powerful Test against High Dimensional Free Alternatives 0 0 0 56 1 1 5 158
Multi-Level Panel Data Models: Estimation and Empirical Analysis 0 0 1 62 0 2 6 71
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 31 0 0 1 65
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 74 0 0 0 102
Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice 0 0 0 12 0 1 1 26
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 1 98 0 0 4 186
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 0 0 0 142
Nonlinear time series: semiparametric and nonparametric methods 0 2 2 139 0 2 8 474
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 1 2 137 0 1 4 303
Nonparametric Estimation and Testing for Time-Varying VAR Models 0 0 1 65 1 4 5 128
Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness 1 3 3 89 3 5 9 184
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 1 7 0 0 2 31
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 60 0 0 2 109
Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model 0 0 0 55 1 1 1 123
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 0 1 2 95
Nonparametric Predictive Regressions for Stock Return Prediction 0 1 3 128 0 2 7 131
Nonparametric Regression Approach to Bayesian Estimation 0 0 4 111 0 2 6 209
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 0 0 1 41 0 0 1 115
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 0 171 0 1 3 410
Nonparametric and semiparametric regression model selection 0 0 1 46 0 1 2 152
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia 0 0 0 34 0 0 2 51
On Income and Price Elasticities for Energy Demand: A Panel Data Study 0 0 0 25 0 0 2 85
On Time Trend of COVID-19: A Panel Data Study 0 0 0 87 0 0 0 330
On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis 1 2 3 257 2 3 5 107
On endogeneity and shape invariance in extended partially linear single index models 0 0 1 34 0 0 2 53
Orthogonal Expansion of Levy Process Functionals: Theory and Practice 0 0 0 49 1 2 3 100
Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity 0 0 0 64 0 1 1 83
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 2 2 13 13 7 7 11 11
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 0 0 0 43 0 1 2 25
Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity 0 0 0 114 0 0 0 174
Partially linear models 1 1 7 274 1 4 20 809
Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach 0 0 0 7 0 0 1 18
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 1 1 2 26 1 1 7 36
Recursive estimation in large panel data models: Theory and practice 0 0 1 88 0 0 6 204
Regime switching in the presence of endogeneity 0 0 1 42 0 0 3 66
Regime switching panel data models with interative fixed effects 0 0 0 90 0 1 2 254
Robust Estimation and Inference for High-Dimensional Panel Data Models 3 4 14 21 10 12 34 49
Robust Inference for High Dimensional Panel Data Models 0 0 2 2 1 2 6 6
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 0 1 5 0 0 1 10
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 0 0 15 1 2 4 21
Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach 0 0 1 34 0 0 2 89
Semiparametric Estimation in Multivariate Nonstationary Time Series Models 0 0 0 84 0 0 1 210
Semiparametric Estimation in Simultaneous Equations of Time Series Models 0 0 0 61 0 0 1 121
Semiparametric Estimation in Time Series of Simultaneous Equations 0 0 0 71 0 0 0 167
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 0 0 0 102
Semiparametric Localized Bandwidth Selection in Kernel Density Estimation 0 0 0 54 0 0 0 123
Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review 0 0 1 70 0 0 1 190
Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence 0 0 0 118 0 0 2 320
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 0 0 1 104
Semiparametric Single-Index Estimation for Average Treatment Effects 0 0 0 10 0 0 2 19
Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence 0 0 0 124 0 0 3 205
Semiparametric Single-index Predictive Regression 0 0 0 27 1 1 2 67
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 22 0 2 2 44
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 1 19 0 2 7 53
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 0 0 0 205
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 2 3 3 168
Semiparametric penalty function method in partially linear model selection 0 0 0 37 0 1 1 149
Semiparametric spatial regression: theory and practice 0 0 0 26 1 1 1 98
Series estimation for single-index models under constraints 0 0 1 60 0 0 3 100
Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models 0 0 0 70 2 2 2 245
Smoothing the Nonsmoothness 0 0 0 6 0 1 3 18
Solving Replication Problems in Complete Market by Orthogonal Series Expansion 0 0 0 23 0 0 1 114
Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models 0 0 0 32 0 1 3 115
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 27 0 0 0 52
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 1 94 0 0 1 206
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 0 0 2 94
Specification Testing in Nonstationary Time Series Models 0 0 1 73 0 0 1 144
Specification Testing in Structural Nonparametric Cointegration 0 0 1 108 0 0 2 170
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 1 2 2 100
Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices 0 0 0 33 0 0 1 57
Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency 0 0 0 7 0 0 1 43
Testing Independence for a Large Number of High Dimensional Random Vectors 0 0 1 63 0 0 2 158
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 1 106 0 0 1 168
Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors 0 0 0 20 0 0 1 46
Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors 0 0 0 34 0 0 0 46
Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects 0 1 3 103 3 6 26 300
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 2 4 96 0 2 15 169
Time-Varying Multivariate Causal Processes 0 0 0 70 0 0 3 65
Time-Varying Panel Data Models with an Additive Factor Structure 0 3 6 49 0 4 10 83
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 1 6 0 2 7 11
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 1 3 18 0 1 8 51
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 0 0 2 109
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 1 1 2 89
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 0 0 0 114
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 0 0 0 97
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 0 0 0 89
Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index 0 0 0 62 1 1 4 111
Varying-coefficient panel data models with partially observed factor structure 0 0 4 112 0 0 8 205
Total Working Papers 15 35 169 10,614 70 155 646 23,576
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS 0 0 0 20 0 0 1 79
A New Class of Bivariate Threshold Cointegration Models 0 0 0 1 1 1 1 21
A central limit theorem for a random quadratic form of strictly stationary processes 0 0 0 20 0 0 1 72
A frequentist approach to Bayesian asymptotics 0 0 0 3 0 0 1 31
A misspecification test for multiplicative error models of non-negative time series processes 0 0 2 15 1 1 6 93
A panel data model of length of stay in hospitals for hip replacements 0 0 1 7 0 0 4 16
A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries 0 0 0 10 1 1 2 37
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks 0 0 2 43 2 2 7 172
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 0 0 0 97
An adaptive empirical likelihood test for parametric time series regression models 0 0 0 31 0 1 2 122
An integrated panel data approach to modelling economic growth 0 0 2 7 1 3 5 28
Asymptotic normality of pseudo-LS estimator for partly linear autoregression models 0 0 2 25 0 0 4 95
Bandwidth Selection in Nonparametric Kernel Testing 0 1 1 53 0 1 2 104
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 1 2 10 2 3 6 38
Binary response models for heterogeneous panel data with interactive fixed effects 0 0 2 2 0 0 7 10
Central limit theorems for generalized -statistics with applications in nonparametric specification 1 1 1 1 1 1 2 15
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 0 0 0 1 0 1 4 16
Comments on: Some recent theory for autoregressive count time series 0 0 0 4 0 0 0 19
Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns 0 0 0 8 0 0 1 35
Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information 0 0 0 51 0 0 1 153
Econometric estimation in long-range dependent volatility models: Theory and practice 0 1 1 91 2 3 7 260
Econometric modelling in finance and risk management: An overview 0 0 0 78 3 3 5 215
Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods 0 0 0 88 0 0 0 228
Estimating smooth structural change in cointegration models 0 0 0 23 1 2 2 88
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 1 2 0 0 3 8
Estimation and inference in semiparametric quantile factor models 0 0 2 13 0 0 4 48
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 0 0 0 147
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 1 1 2 89
Estimation in a semiparametric panel data model with nonstationarity 0 0 0 4 0 0 1 12
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 89 2 2 6 281
Estimation of technical change and price elasticities: a categorical time–varying coefficient approach 0 0 0 6 0 0 4 55
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 1 3 4 5 2 4 10 12
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression 0 0 0 3 1 1 1 10
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 0 0 0 0 2 4
GMM estimation for high-dimensional panel data models 1 2 5 5 1 4 10 10
Global temperatures and greenhouse gases: A common features approach 0 0 0 4 0 1 3 14
High dimensional correlation matrices: the central limit theorem and its applications 0 0 0 12 0 0 0 45
High dimensional semiparametric moment restriction models 0 0 0 1 0 0 2 6
Higher-Order Expansions and Inference for Panel Data Models 0 0 2 2 0 2 4 4
INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS 0 0 0 6 1 1 1 34
INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN 0 0 0 14 0 1 1 52
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 0 2 11 1 1 5 43
Local Linear M‐estimation in non‐parametric spatial regression 0 0 0 57 0 0 2 145
Local logit regression for loan recovery rate 0 1 2 11 0 1 6 35
Model Specification Tests in Nonparametric Stochastic Regression Models 0 1 1 18 0 1 1 53
Modelling and managing financial risk: An overview 0 0 2 6 0 0 5 61
Moment inequalities for spatial processes 0 0 0 35 0 0 2 72
Most powerful test against a sequence of high dimensional local alternatives 0 0 0 0 0 0 0 8
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 29 0 0 1 95
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 0 0 16 1 2 3 66
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 0 0 1 149
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 1 4 0 0 2 15
Nonparametric simultaneous testing for structural breaks 0 0 0 93 2 2 2 253
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 0 129 0 0 5 363
On endogeneity and shape invariance in extended partially linear single index models 0 0 1 3 0 0 3 14
On income and price elasticities for energy demand: A panel data study 1 1 1 7 2 6 14 36
Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency 0 0 0 0 0 0 0 4
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation 0 0 0 0 0 2 2 2
Recursive estimation in large panel data models: Theory and practice 0 0 2 14 1 2 7 42
Regime switching panel data models with interactive fixed effects 0 1 2 13 0 1 5 51
SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION 0 0 0 25 0 0 0 70
SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY 0 0 0 4 0 2 2 23
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 0 0 2 69
Semi-parametric single-index predictive regression models with cointegrated regressors 0 0 1 2 0 0 4 7
Semiparametric Autoregressive Conditional Duration Model: Theory and Practice 0 0 1 10 0 0 2 50
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 0 2 4 5 17
Semiparametric estimation and testing of the trend of temperature series 0 0 0 67 0 0 7 289
Semiparametric estimation in triangular system equations with nonstationarity 0 0 1 25 2 2 6 120
Semiparametric methods in nonlinear time series analysis: a selective review 0 0 1 3 0 1 4 48
Semiparametric non‐linear time series model selection 0 0 0 52 0 0 0 125
Semiparametric single-index estimation for average treatment effects 0 0 0 0 0 0 0 0
Semiparametric single-index panel data models with cross-sectional dependence 0 0 1 26 3 3 5 109
Semiparametric trending panel data models with cross-sectional dependence 0 0 2 107 1 3 5 289
Solving replication problems in a complete market by orthogonal series expansion 0 0 0 18 0 0 2 95
Specification testing for nonlinear multivariate cointegrating regressions 0 0 0 11 2 2 2 45
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 2 2 2 129
Specification testing in nonstationary time series models 0 0 0 23 0 0 1 64
Statistical Inference in Single-Index and Partially Nonlinear Models 0 0 0 30 0 0 0 81
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency 0 0 0 7 0 1 3 38
Testing Independence Among a Large Number of High-Dimensional Random Vectors 0 0 0 10 0 0 1 41
The laws of the iterated logarithm of some estimates in partly linear models 0 0 0 24 0 0 1 91
Time-varying multivariate causal processes 0 0 0 1 2 2 6 7
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 0 2 22 1 2 9 61
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 0 7 0 0 0 47
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 0 0 0 39
Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure 0 0 0 5 1 2 2 25
Total Journal Articles 4 13 53 1,889 46 84 262 6,361

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modern Series Methods in Econometrics and Statistics 0 0 0 0 3 5 5 5
Nonlinear Trending Time Series:Theory and Practice 2 4 8 8 3 5 11 11
Total Books 2 4 8 8 6 10 16 16

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies 0 0 1 4 0 0 1 9
Specification Testing in Parametric Trending Models with Unknown Errors 0 0 0 1 0 0 0 19
The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries 1 2 5 17 1 3 7 36
Trending Time Series Models 0 0 1 1 1 1 4 4
Total Chapters 1 2 7 23 2 4 12 68

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