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 1 1 77 0 1 6 174
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 0 0 0 56 3 7 11 230
A Computational Implementation of GMM 1 1 1 70 1 1 1 153
A Frequency Approach to Bayesian Asymptotics 0 0 0 89 1 1 1 137
A Near Unit Root Test for High-Dimensional Nonstationary Time Series 0 0 0 28 1 1 1 43
A New Class of Bivariate Threshold Cointegration Models 0 0 0 71 0 0 0 124
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 1 1 125
A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation 0 0 0 25 0 2 5 37
A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries 0 0 0 59 2 2 2 99
A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks 0 0 0 130 1 1 3 232
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 0 2 3 75
A simple nonlinear predictive model for stock returns 0 0 2 98 0 3 7 145
A test for model specification of diffusion processes 0 0 0 22 0 2 2 131
An Improved Nonparametric Unit-Root Test 0 0 0 114 0 0 2 194
An Integrated Panel Data Approach to Modelling Economic Growth 0 0 1 43 1 2 4 68
Another Look at Single-Index Models Based on Series Estimation 0 0 0 48 2 3 4 77
Asymptotic theory for partly linear models 0 0 0 26 0 0 0 78
Asymptotics for Time-Varying Vector MA(∞) Processes 0 0 3 66 0 2 12 81
Bandwidth Selection in Nonparametric Kernel Testing 0 0 0 74 0 0 1 169
Bandwidth selection for nonparametric kernel testing 0 0 0 136 0 0 2 362
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 0 1 2 313
Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models 0 0 0 66 0 1 1 140
Bayesian Indirect Inference and the ABC of GMM 0 0 0 103 0 0 1 214
Bayesian estimation based on summary statistics: Double asymptotics and practice 1 1 1 60 1 1 1 95
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 0 0 1 37 0 0 3 62
CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence 0 0 0 64 2 2 3 90
CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series 0 0 0 61 2 2 2 100
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 0 0 2 268
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? 1 2 4 16 2 5 11 33
Econometric Time Series Specification Testing in a Class of Multiplicative Error Models 0 0 0 73 0 0 1 161
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 1 1 1 137
Econometric modelling in finance and risk management: An overview 0 0 0 261 0 0 5 609
Eigen-Analysis for High-Dimensional Time Series Clustering 0 0 3 23 0 2 13 31
Empirical comparisons in short-term interest rate models using nonparametric methods 0 0 0 35 0 0 1 122
Error-in-Variables Jump Regression Using Local Clustering 0 0 0 31 4 4 4 69
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 0 0 1 206
Estimating Smooth Structural Change in Cointegration Models 0 0 2 67 1 2 5 145
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 1 2 19 0 2 5 34
Estimation and Inference for Three-Dimensional Panel Data Models 1 3 10 10 2 7 18 18
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 2 20 0 1 11 20
Estimation and Inference for a Class of Generalized Hierarchical Models 0 1 9 19 1 4 30 52
Estimation and Testing for High-Dimensional Near Unit Root Time Series 0 0 0 44 0 0 1 87
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 1 1 1 355
Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models 0 0 0 110 1 1 1 220
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 0 126 1 1 3 321
Estimation in Semiparametric Time Series Regression 0 0 1 68 1 1 3 115
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 0 2 140
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 0 0 1 124
Estimation in Threshold Autoregressive Models with Nonstationarity 0 0 1 50 0 0 2 137
Estimation in semiparametric quantile factor models 0 0 1 27 0 1 2 52
Estimation in semiparametric spatial regression 0 0 0 28 1 1 1 92
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 1 158
Estimation of Cross-Sectional Dependence in Large Panels 0 0 1 50 1 1 3 50
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 1 1 17 0 1 2 29
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 0 0 5 10 1 1 15 19
Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach 0 0 0 38 0 0 2 99
Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation 0 0 0 50 0 1 2 117
Expansion of Lévy Process Functionals and Its Application in Statistical Estimation 0 0 0 33 0 1 1 97
Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 0 35 0 0 0 73
Functional Coefficient Nonstationary Regression 0 0 0 114 0 0 3 191
Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration 0 1 2 139 1 2 4 284
GMM Estimation for High-Dimensional Panel Data Models 0 0 3 34 1 1 7 43
Global Temperatures and Greenhouse Gases: A Common Features Approach 1 1 4 35 1 2 7 75
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 1 1 5 92
Hermite Series Estimation in Nonlinear Cointegrating Models 0 0 0 103 0 0 0 131
Heterogeneous panel data models with cross-sectional dependence 0 0 1 109 0 0 1 230
High Dimensional Correlation Matrices: CLT and Its Applications 0 0 0 82 0 0 1 146
High Dimensional Semiparametric Moment Restriction Models 0 0 0 16 0 0 1 65
High dimensional semiparametric moment restriction models 0 0 0 54 1 2 5 123
High dimensional semiparametric moment restriction models 0 0 0 27 0 0 0 58
High dimensional semiparametric moment restriction models 0 0 0 2 0 0 1 35
Higher-order Expansions and Inference for Panel Data Models 0 1 1 1 0 1 5 6
Higher-order Expansions and Inference for Panel Data Models 0 0 5 44 1 5 12 86
Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models 0 0 0 119 1 1 1 246
Identification, Estimation and Specification in a Class of Semiparametic Time Series Models 0 0 1 92 2 2 4 170
Independence Test for High Dimensional Random Vectors 0 0 0 34 0 0 0 79
Inference on Nonstationary Time Series with Moving Mean 0 0 0 103 1 1 1 113
Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends 0 0 0 52 1 2 2 73
Inference on a semiparametric model with global power law and local nonparametric trends 0 0 0 4 0 1 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 1 1 2 91
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 2 59 0 0 2 102
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 1 1 1 108
Local logit regression for recovery rate 0 0 0 41 1 1 3 110
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 1 2 7 33 1 6 15 31
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 0 0 3 407
Model Specification between Parametric and Nonparametric Cointegration 0 0 0 75 1 1 2 149
Modeling long-range dependent Gaussian processes with application in continuous-time financial models 0 0 0 32 1 1 2 135
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 1 1 1 64
Most Powerful Test against High Dimensional Free Alternatives 0 0 1 56 3 3 6 157
Multi-Level Panel Data Models: Estimation and Empirical Analysis 0 0 4 62 1 1 11 68
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 31 0 1 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 0 0 25
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 0 97 1 1 2 183
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 0 0 0 142
Nonlinear time series: semiparametric and nonparametric methods 0 0 0 137 1 3 6 472
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 1 136 0 0 3 302
Nonparametric Estimation and Testing for Time-Varying VAR Models 0 0 1 64 0 0 10 123
Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness 0 0 0 86 1 2 11 179
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 1 2 7 0 2 4 31
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 60 0 1 2 109
Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model 0 0 0 55 0 0 0 122
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 1 1 2 94
Nonparametric Predictive Regressions for Stock Return Prediction 0 1 2 127 0 1 4 127
Nonparametric Regression Approach to Bayesian Estimation 1 1 4 111 1 1 4 207
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 3 171 1 1 5 408
Nonparametric and semiparametric regression model selection 0 1 2 46 0 1 2 151
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia 0 0 1 34 1 2 3 51
On Income and Price Elasticities for Energy Demand: A Panel Data Study 0 0 0 25 1 1 4 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 1 1 255 1 1 2 103
On endogeneity and shape invariance in extended partially linear single index models 0 0 1 34 1 1 2 53
Orthogonal Expansion of Levy Process Functionals: Theory and Practice 0 0 0 49 0 1 1 98
Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity 0 0 0 64 0 0 0 82
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 0 0 0 43 1 1 1 24
Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity 0 0 0 114 0 0 0 174
Partially linear models 2 2 6 273 4 7 21 804
Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach 0 0 0 7 0 0 2 17
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 4 25 0 3 9 34
Recursive estimation in large panel data models: Theory and practice 0 0 2 88 2 2 6 203
Regime switching in the presence of endogeneity 1 1 1 42 3 3 3 66
Regime switching panel data models with interative fixed effects 0 0 0 90 0 0 2 252
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 2 17 17 1 7 36 36
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 0 1 15 2 2 3 19
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 1 1 5 0 1 2 10
Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach 0 0 1 34 1 1 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 2 120
Semiparametric Estimation in Time Series of Simultaneous Equations 0 0 0 71 0 0 1 167
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 1 2 319
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 2 2 2 19
Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence 0 0 0 124 2 2 2 204
Semiparametric Single-index Predictive Regression 0 0 0 27 1 1 2 66
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 1 22 0 0 1 42
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 2 19 0 0 6 50
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 0 0 0 165
Semiparametric penalty function method in partially linear model selection 0 0 0 37 0 0 0 148
Semiparametric spatial regression: theory and practice 0 0 0 26 0 0 0 97
Series estimation for single-index models under constraints 0 0 2 60 2 2 4 100
Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models 0 0 0 70 0 0 0 243
Smoothing the Nonsmoothness 0 0 2 6 1 1 8 17
Solving Replication Problems in Complete Market by Orthogonal Series Expansion 0 0 0 23 0 1 1 114
Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models 0 0 0 32 0 0 1 112
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 1 94 0 0 1 206
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 27 0 0 1 52
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 1 2 2 94
Specification Testing in Nonstationary Time Series Models 0 0 1 73 0 0 2 144
Specification Testing in Structural Nonparametric Cointegration 0 0 1 108 0 1 2 170
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 0 0 0 98
Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices 0 0 1 33 0 1 3 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 1 1 3 158
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 1 1 1 106 1 1 1 168
Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors 0 0 0 20 0 0 2 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 3 102 6 14 23 293
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 0 5 92 2 4 17 162
Time-Varying Multivariate Causal Processes 0 0 0 70 0 3 5 65
Time-Varying Panel Data Models with an Additive Factor Structure 1 2 4 46 3 5 8 79
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 1 6 1 1 6 8
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 4 16 1 1 11 48
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 0 0 0 114
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 0 2 2 109
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 0 0 2 88
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 1 89
Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index 0 0 0 62 0 2 2 109
Varying-coefficient panel data models with partially observed factor structure 0 0 3 111 0 1 7 202
Total Working Papers 13 31 169 10,538 105 211 634 23,304
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 0 0 0 20
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 0 30
A misspecification test for multiplicative error models of non-negative time series processes 0 1 2 15 0 1 4 91
A panel data model of length of stay in hospitals for hip replacements 0 0 2 7 1 2 6 16
A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries 0 0 1 10 0 0 4 36
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks 0 1 2 43 0 1 7 169
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 0 1 120
An integrated panel data approach to modelling economic growth 0 1 2 7 0 1 4 25
Asymptotic normality of pseudo-LS estimator for partly linear autoregression models 0 1 2 25 0 3 4 95
Bandwidth Selection in Nonparametric Kernel Testing 0 0 0 52 0 0 0 102
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 1 1 9 1 2 4 35
Binary response models for heterogeneous panel data with interactive fixed effects 0 0 1 1 0 2 6 8
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 0 0 1 1 1 14
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 0 3 15
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 1 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 0 0 90 1 1 3 256
Econometric modelling in finance and risk management: An overview 0 0 0 78 0 0 1 211
Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods 0 0 1 88 0 0 1 228
Estimating smooth structural change in cointegration models 0 0 0 23 0 0 1 86
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 2 2 0 0 2 6
Estimation and inference in semiparametric quantile factor models 0 1 3 13 0 1 5 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 0 0 0 87
Estimation in a semiparametric panel data model with nonstationarity 0 0 0 4 1 1 2 12
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 3 89 1 1 7 278
Estimation of technical change and price elasticities: a categorical time–varying coefficient approach 0 0 0 6 1 2 4 55
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 0 1 2 2 2 3 4 5
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression 0 0 0 3 0 0 0 9
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 0 0 1 1 3 4
Global temperatures and greenhouse gases: A common features approach 0 0 0 4 1 2 2 13
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 1 1 0 1 3 6
INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS 0 0 0 6 0 0 1 33
INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN 0 0 0 14 0 0 0 51
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 0 3 11 0 1 7 42
Local Linear M‐estimation in non‐parametric spatial regression 0 0 0 57 0 1 2 145
Local logit regression for loan recovery rate 0 1 3 10 2 4 7 33
Model Specification Tests in Nonparametric Stochastic Regression Models 0 0 0 17 0 0 0 52
Modelling and managing financial risk: An overview 0 0 1 5 0 1 2 58
Moment inequalities for spatial processes 0 0 0 35 0 0 3 72
Most powerful test against a sequence of high dimensional local alternatives 0 0 0 0 0 0 1 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 1 3 64
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 1 1 1 149
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 1 4 0 1 3 15
Nonparametric simultaneous testing for structural breaks 0 0 0 93 0 0 0 251
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 1 129 0 1 5 362
On endogeneity and shape invariance in extended partially linear single index models 0 0 1 3 1 1 3 14
On income and price elasticities for energy demand: A panel data study 0 0 1 6 1 5 9 29
Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency 0 0 0 0 0 0 0 4
Recursive estimation in large panel data models: Theory and practice 1 1 4 14 1 2 9 39
Regime switching panel data models with interactive fixed effects 0 0 0 11 1 2 4 49
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 0 0 21
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 2 2 2 69
Semi-parametric single-index predictive regression models with cointegrated regressors 0 0 1 2 0 0 6 7
Semiparametric Autoregressive Conditional Duration Model: Theory and Practice 0 0 1 10 0 0 2 49
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 0 0 0 5 13
Semiparametric estimation and testing of the trend of temperature series 0 0 0 67 1 2 7 287
Semiparametric estimation in triangular system equations with nonstationarity 0 0 1 25 0 0 5 118
Semiparametric methods in nonlinear time series analysis: a selective review 0 0 1 3 2 2 4 47
Semiparametric non‐linear time series model selection 0 0 0 52 0 0 0 125
Semiparametric single-index panel data models with cross-sectional dependence 0 1 1 26 0 1 1 105
Semiparametric trending panel data models with cross-sectional dependence 0 1 2 107 0 1 3 286
Solving replication problems in a complete market by orthogonal series expansion 0 0 0 18 1 2 4 95
Specification testing for nonlinear multivariate cointegrating regressions 0 0 0 11 0 0 0 43
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 0 0 0 127
Specification testing in nonstationary time series models 0 0 0 23 1 1 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 0 2 37
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 1 1 91
Time-varying multivariate causal processes 0 0 1 1 0 1 3 3
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 0 7 22 1 3 18 59
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 0 0 0 23
Total Journal Articles 1 11 55 1,868 27 64 212 6,239

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 0 3 0 0 3 8
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 0 0 6 15 0 0 7 33
Total Chapters 0 0 6 19 0 0 10 60

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