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 1 1 2 79 5 8 21 195
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 0 2 3 59 3 8 22 253
A Computational Implementation of GMM 0 0 0 70 0 1 7 160
A Frequency Approach to Bayesian Asymptotics 0 0 0 89 1 1 8 145
A Localised Neural network with Dependent Data: Estimation and Inference 0 1 5 7 1 2 15 22
A Near Unit Root Test for High-Dimensional Nonstationary Time Series 0 0 0 28 1 2 5 48
A New Class of Bivariate Threshold Cointegration Models 0 0 0 71 3 8 18 142
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 2 3 9 145
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors 0 0 0 46 1 1 2 127
A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation 0 0 0 25 1 3 11 48
A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries 0 0 1 60 1 3 15 114
A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks 0 0 0 130 3 8 26 258
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 3 3 11 86
A simple nonlinear predictive model for stock returns 0 0 0 98 1 2 9 154
A test for model specification of diffusion processes 0 0 0 22 4 8 16 147
An Improved Nonparametric Unit-Root Test 0 0 0 114 0 5 8 202
An Integrated Panel Data Approach to Modelling Economic Growth 1 3 4 47 4 7 16 84
Another Look at Single-Index Models Based on Series Estimation 0 0 1 49 1 3 11 88
Asymptotic theory for partly linear models 0 0 0 27 4 4 12 91
Asymptotics for Time-Varying Vector MA(∞) Processes 0 2 3 69 3 6 18 99
Bandwidth Selection in Nonparametric Kernel Testing 0 0 0 74 2 3 12 181
Bandwidth selection for nonparametric kernel testing 0 0 0 136 4 6 12 374
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 1 4 18 331
Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models 0 0 0 66 2 4 13 153
Bayesian Indirect Inference and the ABC of GMM 0 0 0 104 0 2 9 224
Bayesian estimation based on summary statistics: Double asymptotics and practice 0 0 0 60 0 2 12 107
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 0 0 1 38 2 5 11 73
CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence 0 0 0 64 1 2 9 99
CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series 0 0 0 61 5 6 12 112
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 5 6 11 279
Cross-sectional Independence Test for a Class of Parametric Panel Data Models 0 0 0 60 1 1 4 105
Does Climate Sensitivity Differ Across Regions? 0 0 0 16 3 3 7 41
Econometric Time Series Specification Testing in a Class of Multiplicative Error Models 0 1 1 74 1 2 9 171
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 4 12 23 160
Econometric modelling in finance and risk management: An overview 0 0 0 261 2 2 5 615
Eigen-Analysis for High-Dimensional Time Series Clustering 0 0 2 25 3 4 13 45
Empirical comparisons in short-term interest rate models using nonparametric methods 0 0 0 35 1 2 8 130
Error-in-Variables Jump Regression Using Local Clustering 0 0 1 32 5 6 11 81
Estimating Smooth Structural Change in Cointegration Models 0 0 0 67 2 5 12 157
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 0 1 8 214
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 20 1 3 14 49
Estimation and Inference based on Summary Statistics for State Space Models 0 24 24 24 0 4 10 10
Estimation and Inference for Three-Dimensional Panel Data Models 0 1 2 12 6 9 18 36
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 2 22 1 5 14 34
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 2 2 2 4 16 18
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 2 3 3 7 23
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 0 19 2 2 4 58
Estimation and Testing for High-Dimensional Near Unit Root Time Series 0 0 0 44 2 3 9 97
Estimation and inference in semiparametric quantile factor models 0 0 1 77 2 2 8 145
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 0 115 3 11 20 375
Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models 0 0 0 110 3 4 10 230
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 1 127 3 6 14 335
Estimation in Semiparametric Time Series Regression 0 0 0 68 2 5 13 128
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 2 5 9 134
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 0 3 143
Estimation in Threshold Autoregressive Models with Nonstationarity 0 0 0 50 1 1 3 141
Estimation in semiparametric quantile factor models 0 0 0 27 2 5 8 60
Estimation in semiparametric spatial regression 0 0 0 17 1 1 8 84
Estimation in semiparametric spatial regression 0 0 0 28 1 2 10 102
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 98 1 2 11 169
Estimation of Cross-Sectional Dependence in Large Panels 0 0 0 50 0 3 13 63
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 0 19 3 7 15 46
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 0 0 2 13 1 8 19 39
Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach 0 0 0 38 0 0 10 109
Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation 0 0 0 50 2 2 9 126
Expansion of Lévy Process Functionals and Its Application in Statistical Estimation 0 0 1 34 4 4 19 116
Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 0 35 2 2 14 87
Functional Coefficient Nonstationary Regression 0 0 0 114 0 1 6 198
Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration 0 1 1 140 0 5 12 296
GMM Estimation for High-Dimensional Panel Data Models 0 0 0 34 3 4 11 54
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 0 35 2 4 13 89
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 4 5 14 106
Hermite Series Estimation in Nonlinear Cointegrating Models 0 0 0 103 4 5 15 147
Heterogeneous panel data models with cross-sectional dependence 0 0 0 109 0 6 16 246
High Dimensional Correlation Matrices: CLT and Its Applications 1 1 1 83 8 8 14 160
High Dimensional Semiparametric Moment Restriction Models 0 0 1 17 3 4 13 78
High dimensional semiparametric moment restriction models 0 0 0 54 5 6 64 187
High dimensional semiparametric moment restriction models 0 0 0 27 0 0 17 75
High dimensional semiparametric moment restriction models 0 0 0 2 2 3 15 50
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 0 1 7 8
Higher-order Expansions and Inference for Panel Data Models 0 0 2 46 1 2 17 103
Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models 0 0 0 119 1 2 7 253
Identification, Estimation and Specification in a Class of Semiparametic Time Series Models 0 0 0 92 2 7 12 183
Independence Test for High Dimensional Random Vectors 0 0 0 34 4 4 11 90
Inference for High-Dimensional Local Projection 0 15 15 15 0 11 11 11
Inference on Nonstationary Time Series with Moving Mean 0 0 0 103 2 3 8 121
Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends 0 0 0 52 3 4 15 90
Inference on a semiparametric model with global power law and local nonparametric trends 0 0 0 4 5 5 10 43
Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China 0 0 0 40 5 7 15 81
Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China 0 0 0 48 0 0 5 96
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 0 59 1 5 12 114
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 6 6 13 121
Local logit regression for recovery rate 0 1 1 42 3 4 8 119
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 0 0 2 6 0 0 18 33
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 0 0 0 34 2 3 13 45
Model Averaging for Time-Varying Vector Autoregressions 0 1 6 16 0 1 21 36
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 4 4 10 417
Model Specification between Parametric and Nonparametric Cointegration 0 0 0 75 2 2 14 163
Modeling long-range dependent Gaussian processes with application in continuous-time financial models 0 0 0 32 2 2 6 141
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 2 9 18 82
Most Powerful Test against High Dimensional Free Alternatives 0 0 0 56 1 1 7 164
Multi-Level Panel Data Models: Estimation and Empirical Analysis 0 0 5 67 4 7 30 99
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 74 0 1 7 109
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 31 4 6 12 77
Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice 0 0 0 12 0 0 8 33
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 1 99 4 5 11 197
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 3 3 7 149
Nonlinear time series: semiparametric and nonparametric methods 1 1 4 141 3 11 31 503
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 1 137 1 3 9 311
Nonparametric Estimation and Testing for Time-Varying VAR Models 1 3 5 70 2 8 27 151
Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness 0 1 4 90 3 6 23 202
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 7 2 4 15 46
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 60 1 2 11 120
Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model 0 0 0 55 1 1 9 131
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 2 12 21 115
Nonparametric Predictive Regressions for Stock Return Prediction 0 0 2 129 4 6 24 153
Nonparametric Regression Approach to Bayesian Estimation 0 0 0 111 0 1 7 214
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 0 0 1 42 1 1 7 122
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 0 171 3 4 12 421
Nonparametric and semiparametric regression model selection 0 0 1 47 2 4 30 181
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia 0 0 1 35 1 3 17 68
On Income and Price Elasticities for Energy Demand: A Panel Data Study 0 0 1 26 1 1 10 95
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 0 3 258 3 4 22 126
On endogeneity and shape invariance in extended partially linear single index models 0 0 0 34 2 3 9 62
Orthogonal Expansion of Levy Process Functionals: Theory and Practice 0 0 0 49 2 4 14 112
Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity 0 0 0 64 0 0 3 85
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 1 1 1 2 5 9 9
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 3 14 4 6 24 28
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 0 4 4 47 6 16 24 48
Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity 0 0 0 114 2 7 17 191
Partially linear models 2 2 5 278 9 10 27 832
Predicting an Ice-free Arctic using a Nonlinear Endogenous Co-trending Regression Model 0 0 0 0 1 2 6 6
Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach 0 0 0 7 1 2 12 30
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 1 26 2 3 9 44
Recursive estimation in large panel data models: Theory and practice 0 0 1 89 2 5 13 217
Regime switching in the presence of endogeneity 0 0 0 42 0 0 6 72
Regime switching panel data models with interative fixed effects 0 0 0 90 7 8 13 266
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 0 5 22 6 9 32 69
Robust Inference for High Dimensional Panel Data Models 0 0 3 5 2 5 18 22
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 0 0 5 2 5 23 33
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 0 2 17 4 4 14 33
Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach 0 0 0 34 1 2 4 93
Semiparametric Estimation in Multivariate Nonstationary Time Series Models 0 0 0 84 4 5 21 231
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 3 3 7 174
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 0 4 8 110
Semiparametric Localized Bandwidth Selection in Kernel Density Estimation 0 0 0 54 2 4 6 129
Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review 0 0 1 71 4 11 17 207
Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence 0 0 1 119 2 3 12 332
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 3 3 12 116
Semiparametric Single-Index Estimation for Average Treatment Effects 0 0 0 10 3 5 11 30
Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence 0 0 0 124 2 3 8 213
Semiparametric Single-index Predictive Regression 0 0 0 27 0 5 12 78
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 22 1 11 20 62
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 2 2 2 21 5 7 14 65
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 4 6 13 218
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 2 5 14 179
Semiparametric penalty function method in partially linear model selection 0 0 1 38 4 5 23 171
Semiparametric spatial regression: theory and practice 0 0 0 26 1 4 11 108
Series estimation for single-index models under constraints 0 0 0 60 0 3 8 108
Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models 0 0 0 70 5 7 13 256
Smoothing the Nonsmoothness 0 0 1 7 3 3 6 23
Solving Replication Problems in Complete Market by Orthogonal Series Expansion 0 0 0 23 0 1 7 121
Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models 0 0 0 32 1 1 7 121
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 94 4 5 11 217
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 27 3 4 12 64
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 0 2 5 99
Specification Testing in Nonstationary Time Series Models 0 0 0 73 0 4 16 160
Specification Testing in Structural Nonparametric Cointegration 0 0 0 108 2 4 8 178
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 0 2 9 107
Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices 0 0 1 34 2 2 6 63
Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency 0 0 0 7 2 3 13 56
Testing Independence for a Large Number of High Dimensional Random Vectors 0 0 0 63 4 4 8 166
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 0 106 1 1 4 172
Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors 0 0 0 20 1 2 14 60
Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors 0 0 0 34 3 3 13 59
Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects 0 0 1 103 3 5 26 320
Time-Varying Generalized Network Autoregressions 2 38 38 38 6 13 16 16
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 0 2 96 1 2 13 180
Time-Varying Multivariate Causal Processes 0 0 0 70 3 5 13 78
Time-Varying Panel Data Models with an Additive Factor Structure 0 0 3 49 2 7 19 98
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 1 3 20 4 9 23 73
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 0 6 3 4 15 24
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 1 7 18 127
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 0 0 11 125
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 1 2 8 96
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 2 5 10 107
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 2 3 10 99
Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index 0 0 0 62 1 2 10 120
Varying-coefficient panel data models with partially observed factor structure 0 0 0 112 1 6 16 221
Total Working Papers 11 107 198 10,777 414 795 2,469 25,890
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 7 86
A New Class of Bivariate Threshold Cointegration Models 0 0 0 1 2 3 8 28
A central limit theorem for a random quadratic form of strictly stationary processes 0 0 0 20 3 5 12 84
A frequentist approach to Bayesian asymptotics 0 0 0 3 3 4 7 38
A misspecification test for multiplicative error models of non-negative time series processes 0 0 0 15 1 2 10 102
A panel data model of length of stay in hospitals for hip replacements 0 0 0 7 1 1 5 21
A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries 1 1 1 11 4 5 10 46
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks 0 0 1 44 6 6 29 199
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 0 0 14 111
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES 0 1 2 2 0 3 17 17
An adaptive empirical likelihood test for parametric time series regression models 0 0 0 31 5 5 10 131
An integrated panel data approach to modelling economic growth 0 0 1 8 4 7 23 48
Asymptotic normality of pseudo-LS estimator for partly linear autoregression models 0 0 0 25 4 5 10 105
Bandwidth Selection in Nonparametric Kernel Testing 0 0 1 53 0 0 6 109
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 1 10 4 7 15 50
Binary response models for heterogeneous panel data with interactive fixed effects 0 0 1 3 2 5 18 28
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 1 1 1 1 7 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 1 3 7 22
Comments on: Some recent theory for autoregressive count time series 0 0 0 4 1 2 9 28
Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns 0 0 2 10 2 4 9 44
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach 0 0 0 0 1 5 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 1 91 1 3 11 268
Econometric modelling in finance and risk management: An overview 0 0 0 78 2 3 12 224
Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods 0 0 0 88 5 6 12 240
Estimating smooth structural change in cointegration models 0 0 0 23 4 6 21 107
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 2 6 15 23
Estimation and inference in semiparametric quantile factor models 0 0 1 14 2 3 13 61
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 3 7 15 162
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 0 3 14 102
Estimation in a semiparametric panel data model with nonstationarity 0 0 0 4 5 6 9 21
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 89 5 8 15 294
Estimation of technical change and price elasticities: a categorical time–varying coefficient approach 0 0 0 6 3 5 10 65
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 0 1 6 8 3 8 22 30
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression 0 0 0 3 0 1 14 23
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors 0 1 1 1 3 4 11 15
GMM estimation for high-dimensional panel data models 0 0 3 6 6 10 27 33
Global temperatures and greenhouse gases: A common features approach 0 0 0 4 1 2 12 25
High dimensional correlation matrices: the central limit theorem and its applications 0 0 1 13 0 1 9 54
High dimensional semiparametric moment restriction models 0 0 0 1 1 1 20 26
Higher-Order Expansions and Inference for Panel Data Models 0 0 2 4 3 5 14 16
INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS 0 0 0 6 3 6 17 50
INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN 0 0 0 14 1 2 9 60
Identifying the Structure of High-Dimensional Time Series via Eigen-Analysis 0 0 0 0 0 0 0 0
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 0 0 11 2 3 16 58
Local Linear M‐estimation in non‐parametric spatial regression 1 1 1 58 3 4 9 154
Local logit regression for loan recovery rate 0 0 1 11 3 4 12 46
Model Specification Tests in Nonparametric Stochastic Regression Models 0 0 1 18 1 2 11 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 1 10 82
Most powerful test against a sequence of high dimensional local alternatives 0 0 0 0 0 4 9 17
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 29 4 5 12 107
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 0 3 19 1 4 21 85
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 2 2 5 154
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 4 3 5 13 28
Nonparametric predictive regression for stock return prediction 2 2 3 3 10 15 24 24
Nonparametric simultaneous testing for structural breaks 0 0 0 93 0 0 7 258
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 0 129 2 5 16 379
On endogeneity and shape invariance in extended partially linear single index models 0 0 0 3 0 1 10 24
On income and price elasticities for energy demand: A panel data study 0 2 10 16 6 16 64 94
Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency 0 0 0 0 3 3 10 14
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation 1 1 1 1 6 7 16 16
Recursive estimation in large panel data models: Theory and practice 0 0 0 14 3 6 13 53
Regime switching panel data models with interactive fixed effects 0 0 2 14 6 9 22 72
SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION 0 0 0 25 0 2 5 75
SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY 0 0 0 4 0 2 9 30
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 0 1 3 3 4 14 21
Semiparametric Autoregressive Conditional Duration Model: Theory and Practice 0 0 0 10 2 2 12 62
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 1 1 1 2 3 12 25
Semiparametric estimation and testing of the trend of temperature series 0 0 0 67 0 1 6 295
Semiparametric estimation in triangular system equations with nonstationarity 0 0 0 25 0 2 14 132
Semiparametric methods in nonlinear time series analysis: a selective review 0 0 0 3 2 4 11 58
Semiparametric non‐linear time series model selection 0 0 0 52 3 4 8 133
Semiparametric single-index estimation for average treatment effects 0 0 1 1 1 3 15 15
Semiparametric single-index panel data models with cross-sectional dependence 0 0 0 26 2 3 15 121
Semiparametric trending panel data models with cross-sectional dependence 0 0 0 107 3 5 11 297
Solving replication problems in a complete market by orthogonal series expansion 0 0 0 18 3 4 12 107
Specification testing for nonlinear multivariate cointegrating regressions 0 0 0 11 2 6 15 58
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 1 2 9 136
Specification testing in nonstationary time series models 0 0 0 23 2 4 9 73
Statistical Inference in Single-Index and Partially Nonlinear Models 0 0 0 30 1 1 4 85
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency 0 0 0 7 3 4 12 49
Testing Independence Among a Large Number of High-Dimensional Random Vectors 0 0 0 10 4 6 11 52
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 4 17 22
Time-varying vector error-correction models: Estimation and inference 0 2 5 5 3 9 37 37
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 0 3 25 3 3 14 73
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 1 8 4 7 13 60
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 0 2 6 45
Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure 1 1 2 7 1 1 12 35
Total Journal Articles 6 14 64 1,940 199 353 1,160 7,437

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 6 20 20
Nonlinear Trending Time Series:Theory and Practice 1 1 5 9 1 1 12 18
Total Books 1 1 5 9 4 7 32 38

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 2 4 7 16
Specification Testing in Parametric Trending Models with Unknown Errors 0 0 0 1 3 4 7 26
The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries 0 0 2 17 2 2 11 44
Trending Time Series Models 0 0 0 1 2 3 10 13
Total Chapters 0 0 3 24 9 13 35 99

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