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 2 79 0 3 24 198
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 0 0 3 59 0 1 20 254
A Computational Implementation of GMM 0 0 0 70 0 1 6 161
A Frequency Approach to Bayesian Asymptotics 0 0 0 89 0 0 8 145
A Localised Neural network with Dependent Data: Estimation and Inference 0 0 5 7 0 3 18 25
A Near Unit Root Test for High-Dimensional Nonstationary Time Series 0 0 0 28 0 2 7 50
A New Class of Bivariate Threshold Cointegration Models 0 0 0 71 0 3 19 145
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 0 1 10 146
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors 0 0 0 46 0 1 3 128
A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation 0 0 0 25 0 0 11 48
A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries 0 1 2 61 0 4 18 118
A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks 0 0 0 130 0 0 25 258
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 0 1 11 87
A simple nonlinear predictive model for stock returns 0 0 0 98 0 2 11 156
A test for model specification of diffusion processes 0 0 0 22 0 1 17 148
An Improved Nonparametric Unit-Root Test 0 0 0 114 0 2 10 204
An Integrated Panel Data Approach to Modelling Economic Growth 0 0 3 47 0 0 15 84
Another Look at Single-Index Models Based on Series Estimation 0 0 0 49 0 0 10 88
Asymptotic theory for partly linear models 0 0 0 27 0 0 10 91
Asymptotics for Time-Varying Vector MA(∞) Processes 1 1 4 70 1 3 20 102
Bandwidth Selection in Nonparametric Kernel Testing 0 0 0 74 0 3 13 184
Bandwidth selection for nonparametric kernel testing 0 0 0 136 0 2 13 376
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 1 2 20 333
Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models 0 0 0 66 1 1 11 154
Bayesian Indirect Inference and the ABC of GMM 0 0 0 104 1 1 10 225
Bayesian estimation based on summary statistics: Double asymptotics and practice 0 0 0 60 0 0 12 107
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 1 1 2 39 1 3 14 76
CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence 0 0 0 64 1 3 12 102
CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series 0 0 0 61 0 1 13 113
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 1 1 12 280
Cross-sectional Independence Test for a Class of Parametric Panel Data Models 0 0 0 60 0 3 7 108
Does Climate Sensitivity Differ Across Regions? 0 0 0 16 0 2 9 43
Econometric Time Series Specification Testing in a Class of Multiplicative Error Models 0 0 1 74 0 0 8 171
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 0 1 23 161
Econometric modelling in finance and risk management: An overview 0 0 0 261 1 1 6 616
Eigen-Analysis for High-Dimensional Time Series Clustering 0 0 2 25 0 2 15 47
Empirical comparisons in short-term interest rate models using nonparametric methods 0 0 0 35 0 0 7 130
Error-in-Variables Jump Regression Using Local Clustering 0 0 0 32 1 2 12 83
Estimating Smooth Structural Change in Cointegration Models 0 0 0 67 0 1 13 158
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 0 0 8 214
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 20 0 0 14 49
Estimation and Inference based on Summary Statistics for State Space Models 0 2 26 26 0 3 13 13
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 1 2 0 1 15 19
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 2 22 0 2 16 36
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 1 12 0 2 17 38
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 0 19 0 0 3 58
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 2 0 1 8 24
Estimation and Testing for High-Dimensional Near Unit Root Time Series 0 0 0 44 0 2 11 99
Estimation and inference in semiparametric quantile factor models 0 0 1 77 0 1 9 146
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 0 115 0 2 21 377
Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models 0 0 0 110 1 1 10 231
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 1 127 0 3 17 338
Estimation in Semiparametric Time Series Regression 0 0 0 68 0 0 12 128
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 0 3 143
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 0 0 8 134
Estimation in Threshold Autoregressive Models with Nonstationarity 0 0 0 50 0 0 3 141
Estimation in semiparametric quantile factor models 1 1 1 28 1 2 10 62
Estimation in semiparametric spatial regression 0 0 0 17 0 0 8 84
Estimation in semiparametric spatial regression 0 0 0 28 0 1 10 103
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 98 0 0 11 169
Estimation of Cross-Sectional Dependence in Large Panels 0 0 0 50 0 1 14 64
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 0 19 1 5 19 51
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 0 0 1 13 1 2 20 41
Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach 0 0 0 38 0 1 11 110
Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation 0 0 0 50 0 0 9 126
Expansion of Lévy Process Functionals and Its Application in Statistical Estimation 0 0 1 34 0 1 20 117
Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 0 35 0 1 13 88
Functional Coefficient Nonstationary Regression 0 0 0 114 0 0 6 198
Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration 0 0 1 140 1 3 12 299
GMM Estimation for High-Dimensional Panel Data Models 0 0 0 34 0 0 11 54
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 0 35 1 2 15 91
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 0 0 14 106
Hermite Series Estimation in Nonlinear Cointegrating Models 0 0 0 103 0 1 15 148
Heterogeneous panel data models with cross-sectional dependence 0 0 0 109 0 1 16 247
High Dimensional Correlation Matrices: CLT and Its Applications 0 0 1 83 0 1 15 161
High Dimensional Semiparametric Moment Restriction Models 0 0 1 17 0 0 13 78
High dimensional semiparametric moment restriction models 0 0 0 2 0 3 17 53
High dimensional semiparametric moment restriction models 0 0 0 27 0 0 17 75
High dimensional semiparametric moment restriction models 0 0 0 54 0 2 65 189
Higher-order Expansions and Inference for Panel Data Models 0 0 2 46 0 0 17 103
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 0 1 8 9
Identification, Estimation and Inference Based on Structural Error Projection 0 0 0 0 0 0 0 0
Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models 0 0 0 119 0 0 7 253
Identification, Estimation and Specification in a Class of Semiparametic Time Series Models 0 0 0 92 0 0 12 183
Independence Test for High Dimensional Random Vectors 0 0 0 34 0 1 11 91
Inference for High-Dimensional Local Projection 0 2 17 17 0 2 13 13
Inference for High-Dimensional Local Projection 0 4 4 4 0 5 5 5
Inference on Nonstationary Time Series with Moving Mean 0 0 0 103 0 0 7 121
Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends 0 0 0 52 0 2 16 92
Inference on a semiparametric model with global power law and local nonparametric trends 0 0 0 4 1 2 12 45
Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China 0 0 0 40 1 1 16 82
Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China 0 0 0 48 0 1 6 97
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 0 59 0 1 13 115
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 0 1 12 122
Local logit regression for recovery rate 0 0 1 42 0 3 11 122
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 0 0 0 34 1 2 12 47
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 0 0 1 6 1 2 18 35
Model Averaging for Time-Varying Vector Autoregressions 1 1 3 17 4 5 22 41
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 0 0 9 417
Model Specification between Parametric and Nonparametric Cointegration 0 0 0 75 0 0 14 163
Modeling long-range dependent Gaussian processes with application in continuous-time financial models 0 0 0 32 0 0 6 141
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 0 1 19 83
Most Powerful Test against High Dimensional Free Alternatives 0 0 0 56 0 2 8 166
Multi-Level Panel Data Models: Estimation and Empirical Analysis 0 0 5 67 0 1 29 100
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 31 0 0 12 77
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 74 0 1 8 110
Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice 0 0 0 12 0 1 8 34
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 1 99 0 2 13 199
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 0 0 7 149
Nonlinear time series: semiparametric and nonparametric methods 1 1 3 142 2 4 33 507
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 0 137 0 0 8 311
Nonparametric Estimation and Testing for Time-Varying VAR Models 0 0 5 70 0 2 25 153
Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness 0 0 1 90 0 2 20 204
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 60 0 1 12 121
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 7 1 1 16 47
Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model 0 0 0 55 0 1 9 132
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 0 1 21 116
Nonparametric Predictive Regressions for Stock Return Prediction 0 0 1 129 0 1 23 154
Nonparametric Regression Approach to Bayesian Estimation 0 0 0 111 0 1 6 215
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 0 0 1 42 0 0 7 122
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 6 6 6 177 22 24 35 445
Nonparametric and semiparametric regression model selection 0 0 1 47 0 0 29 181
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia 0 0 1 35 0 1 18 69
On Income and Price Elasticities for Energy Demand: A Panel Data Study 0 0 1 26 0 1 11 96
On Time Trend of COVID-19: A Panel Data Study 0 0 0 87 0 0 5 335
On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis 0 1 2 259 0 3 22 129
On endogeneity and shape invariance in extended partially linear single index models 0 0 0 34 0 0 9 62
Orthogonal Expansion of Levy Process Functionals: Theory and Practice 0 0 0 49 1 1 13 113
Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity 0 0 0 64 0 0 2 85
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 1 1 0 0 9 9
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 1 14 0 4 21 32
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 0 0 4 47 0 2 25 50
Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity 0 0 0 114 0 1 18 192
Partially linear models 0 0 4 278 3 5 28 837
Predicting an Ice-free Arctic using a Nonlinear Endogenous Co-trending Regression Model 0 0 0 0 0 0 6 6
Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach 0 0 0 7 1 3 15 33
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 0 26 0 3 11 47
Recursive estimation in large panel data models: Theory and practice 0 0 1 89 2 3 16 220
Regime switching in the presence of endogeneity 0 0 0 42 1 2 8 74
Regime switching panel data models with interative fixed effects 0 0 0 90 0 1 13 267
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 0 1 22 1 2 22 71
Robust Inference for High Dimensional Panel Data Models 0 1 4 6 0 3 19 25
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 0 0 5 0 1 24 34
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 1 3 18 0 3 15 36
Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach 0 0 0 34 0 1 5 94
Semiparametric Estimation in Multivariate Nonstationary Time Series Models 0 0 0 84 1 5 26 236
Semiparametric Estimation in Simultaneous Equations of Time Series Models 0 0 0 61 0 0 5 126
Semiparametric Estimation in Time Series of Simultaneous Equations 0 0 0 71 0 2 9 176
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 0 0 8 110
Semiparametric Localized Bandwidth Selection in Kernel Density Estimation 0 0 0 54 0 0 6 129
Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review 0 0 1 71 0 3 20 210
Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence 0 0 1 119 0 1 13 333
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 0 0 12 116
Semiparametric Single-Index Estimation for Average Treatment Effects 0 0 0 10 0 1 12 31
Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence 0 0 0 124 0 2 10 215
Semiparametric Single-index Predictive Regression 0 0 0 27 0 2 13 80
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 2 21 1 2 14 67
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 22 0 2 20 64
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 0 0 13 218
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 0 2 13 181
Semiparametric penalty function method in partially linear model selection 0 0 1 38 0 0 22 171
Semiparametric spatial regression: theory and practice 0 0 0 26 1 1 11 109
Series estimation for single-index models under constraints 0 0 0 60 0 0 8 108
Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models 0 0 0 70 1 2 13 258
Smoothing the Nonsmoothness 0 0 1 7 0 1 6 24
Solving Replication Problems in Complete Market by Orthogonal Series Expansion 0 0 0 23 0 0 7 121
Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models 0 0 0 32 0 0 6 121
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 94 0 1 12 218
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 27 0 0 12 64
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 0 0 5 99
Specification Testing in Nonstationary Time Series Models 0 1 1 74 0 2 18 162
Specification Testing in Structural Nonparametric Cointegration 0 0 0 108 0 1 9 179
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 0 1 8 108
Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices 0 1 2 35 0 4 10 67
Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency 0 0 0 7 1 1 14 57
Testing Independence for a Large Number of High Dimensional Random Vectors 0 0 0 63 0 0 8 166
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 0 106 0 1 5 173
Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors 0 0 0 20 1 4 18 64
Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors 0 0 0 34 0 1 14 60
Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects 0 1 1 104 1 3 23 323
Time-Varying Generalized Network Autoregressions 0 2 40 40 0 2 18 18
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 2 2 2 98 2 3 14 183
Time-Varying Multivariate Causal Processes 0 0 0 70 0 1 14 79
Time-Varying Panel Data Models with an Additive Factor Structure 0 0 0 49 1 2 17 100
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 2 20 3 3 25 76
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 0 6 1 2 15 26
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 1 1 19 128
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 0 0 7 96
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 0 0 11 125
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 1 1 11 100
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 0 2 12 109
Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index 0 0 0 62 0 2 11 122
Varying-coefficient panel data models with partially observed factor structure 1 1 1 113 1 4 20 225
Total Working Papers 14 31 194 10,808 74 285 2,599 26,175
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 1 1 8 87
A New Class of Bivariate Threshold Cointegration Models 0 0 0 1 1 2 9 30
A central limit theorem for a random quadratic form of strictly stationary processes 0 0 0 20 0 1 13 85
A frequentist approach to Bayesian asymptotics 0 0 0 3 0 1 8 39
A misspecification test for multiplicative error models of non-negative time series processes 0 0 0 15 1 3 12 105
A panel data model of length of stay in hospitals for hip replacements 0 0 0 7 1 1 6 22
A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries 0 1 2 12 0 1 10 47
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks 0 0 1 44 0 0 27 199
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 0 1 15 112
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES 0 0 2 2 1 1 18 18
An adaptive empirical likelihood test for parametric time series regression models 0 0 0 31 0 1 10 132
An integrated panel data approach to modelling economic growth 0 0 1 8 1 2 22 50
Asymptotic normality of pseudo-LS estimator for partly linear autoregression models 0 0 0 25 1 2 12 107
Bandwidth Selection in Nonparametric Kernel Testing 0 0 0 53 0 0 5 109
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 0 10 1 2 14 52
Binary response models for heterogeneous panel data with interactive fixed effects 0 0 1 3 0 1 19 29
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 0 1 0 0 6 21
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 6 22
Comments on: Some recent theory for autoregressive count time series 0 0 0 4 0 0 9 28
Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns 0 0 2 10 1 1 10 45
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach 0 0 0 0 0 0 5 5
Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information 0 0 0 51 0 0 1 154
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 91 0 1 9 269
Econometric modelling in finance and risk management: An overview 0 0 0 78 0 2 11 226
Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods 0 0 0 88 1 2 14 242
Estimating smooth structural change in cointegration models 0 0 0 23 0 1 20 108
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 2 4 19 27
Estimation and inference in semiparametric quantile factor models 0 0 1 14 1 3 16 64
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 0 1 16 163
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 0 0 13 102
Estimation in a semiparametric panel data model with nonstationarity 0 0 0 4 0 0 9 21
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 89 0 1 14 295
Estimation of technical change and price elasticities: a categorical time–varying coefficient approach 0 0 0 6 0 0 10 65
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 0 0 3 8 1 2 20 32
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression 0 0 0 3 2 2 15 25
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 1 1 0 1 12 16
GMM estimation for high-dimensional panel data models 0 0 1 6 0 5 28 38
Global temperatures and greenhouse gases: A common features approach 0 1 1 5 1 2 13 27
High dimensional correlation matrices: the central limit theorem and its applications 0 0 1 13 0 0 9 54
High dimensional semiparametric moment restriction models 0 0 0 1 0 0 20 26
Higher-Order Expansions and Inference for Panel Data Models 0 1 3 5 1 2 14 18
INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS 0 0 0 6 0 0 16 50
INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN 0 0 0 14 1 3 11 63
Identifying the Structure of High-Dimensional Time Series via Eigen-Analysis 0 0 0 0 1 1 1 1
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 1 1 12 0 3 18 61
Local Linear M‐estimation in non‐parametric spatial regression 0 0 1 58 1 2 11 156
Local logit regression for loan recovery rate 0 0 0 11 1 3 14 49
Model Specification Tests in Nonparametric Stochastic Regression Models 0 0 0 18 0 0 10 63
Modelling and managing financial risk: An overview 0 0 0 6 0 0 8 69
Moment inequalities for spatial processes 0 0 0 35 0 0 10 82
Most powerful test against a sequence of high dimensional local alternatives 0 0 0 0 0 1 10 18
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 29 0 0 12 107
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 0 3 19 2 2 21 87
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 0 0 5 154
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 4 0 0 13 28
Nonparametric predictive regression for stock return prediction 1 1 4 4 3 4 28 28
Nonparametric simultaneous testing for structural breaks 0 0 0 93 0 1 6 259
Non‐parametric time‐varying coefficient panel data models with fixed effects 2 2 2 131 3 3 19 382
On endogeneity and shape invariance in extended partially linear single index models 0 0 0 3 0 0 10 24
On income and price elasticities for energy demand: A panel data study 0 2 11 18 1 7 65 101
Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency 0 0 0 0 0 0 10 14
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation 0 0 1 1 1 1 15 17
Recursive estimation in large panel data models: Theory and practice 0 0 0 14 1 8 19 61
Regime switching panel data models with interactive fixed effects 0 0 1 14 0 1 22 73
SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION 0 0 0 25 1 2 7 77
SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY 0 0 0 4 0 2 9 32
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 0 0 4 73
Semi-parametric single-index predictive regression models with cointegrated regressors 0 1 2 4 1 5 19 26
Semiparametric Autoregressive Conditional Duration Model: Theory and Practice 0 0 0 10 0 1 13 63
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 1 1 0 1 9 26
Semiparametric estimation and testing of the trend of temperature series 0 0 0 67 0 1 7 296
Semiparametric estimation in triangular system equations with nonstationarity 0 0 0 25 0 1 13 133
Semiparametric methods in nonlinear time series analysis: a selective review 0 0 0 3 0 0 10 58
Semiparametric non‐linear time series model selection 0 0 0 52 1 1 9 134
Semiparametric single-index estimation for average treatment effects 0 0 1 1 1 1 16 16
Semiparametric single-index panel data models with cross-sectional dependence 0 0 0 26 0 1 13 122
Semiparametric trending panel data models with cross-sectional dependence 0 0 0 107 0 0 8 297
Solving replication problems in a complete market by orthogonal series expansion 0 0 0 18 0 0 12 107
Specification testing for nonlinear multivariate cointegrating regressions 0 0 0 11 1 1 14 59
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 0 0 7 136
Specification testing in nonstationary time series models 0 0 0 23 1 1 10 74
Statistical Inference in Single-Index and Partially Nonlinear Models 0 0 0 30 0 0 4 85
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency 0 0 0 7 0 0 11 49
Testing Independence Among a Large Number of High-Dimensional Random Vectors 0 0 0 10 1 1 12 53
The laws of the iterated logarithm of some estimates in partly linear models 0 0 0 24 0 0 4 95
Time-varying multivariate causal processes 0 0 2 3 1 1 16 23
Time-varying vector error-correction models: Estimation and inference 0 0 5 5 2 3 40 40
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 0 3 25 1 5 17 78
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 1 8 0 1 14 61
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 0 1 7 46
Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure 0 0 2 7 0 0 10 35
Total Journal Articles 3 10 61 1,950 44 120 1,196 7,557

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 0 0 15 20
Nonlinear Trending Time Series:Theory and Practice 0 0 1 9 0 3 10 21
Total Books 0 0 1 9 0 3 25 41

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 5 1 1 8 17
Specification Testing in Parametric Trending Models with Unknown Errors 0 0 0 1 0 0 7 26
The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries 1 1 1 18 2 2 10 46
Trending Time Series Models 0 0 0 1 0 0 9 13
Total Chapters 1 1 2 25 3 3 34 102

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