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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 3 32 32 32 6 42 42 42
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 5 48 48 48 7 129 129 129
A Computational Implementation of GMM 0 0 2 68 0 2 11 127
A Frequency Approach to Bayesian Asymptotics 0 0 1 88 0 1 12 126
A Near Unit Root Test for High-Dimensional Nonstationary Time Series 0 0 3 27 1 1 14 33
A New Class of Bivariate Threshold Cointegration Models 0 1 3 69 3 4 15 116
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 1 1 5 129
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors 0 0 0 46 0 0 2 120
A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries 1 1 4 53 1 3 12 77
A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks 0 0 2 125 3 6 18 212
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 1 31 1 1 11 56
A simple nonlinear predictive model for stock returns 1 2 2 79 2 4 13 67
A test for model specification of diffusion processes 0 0 0 22 0 0 5 124
An Improved Nonparametric Unit-Root Test 0 0 0 114 0 0 0 188
An Integrated Panel Data Approach to Modelling Economic Growth 1 1 9 36 1 1 19 46
Another Look at Single-Index Models Based on Series Estimation 1 2 2 45 1 3 8 66
Asymptotic theory for partly linear models 0 0 0 22 0 1 1 68
Bandwidth Selection in Nonparametric Kernel Testing 0 0 1 67 1 2 3 157
Bandwidth selection for nonparametric kernel testing 0 0 1 136 0 0 3 355
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 1 4 16 263
Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models 0 0 2 66 1 2 10 130
Bayesian Indirect Inference and the ABC of GMM 0 0 5 93 1 5 20 177
Bayesian estimation based on summary statistics: Double asymptotics and practice 0 0 2 59 0 2 10 88
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 13 13 13 13 4 4 4 4
CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence 0 0 0 62 0 1 4 76
CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series 0 0 1 61 0 0 10 87
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 75 0 2 5 258
Cross-sectional Independence Test for a Class of Parametric Panel Data Models 0 1 2 57 1 3 9 87
Econometric Time Series Specification Testing in a Class of Multiplicative Error Models 0 0 1 73 0 0 8 146
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 0 1 6 124
Econometric modelling in finance and risk management: An overview 0 0 0 261 0 0 4 598
Empirical comparisons in short-term interest rate models using nonparametric methods 0 0 0 35 0 0 3 121
Error-in-Variables Jump Regression Using Local Clustering 0 1 1 30 0 3 9 58
Estimating Smooth Structural Change in Cointegration Models 0 0 2 124 1 1 7 195
Estimating Smooth Structural Change in Cointegration Models 1 1 1 63 3 6 14 130
Estimation and Testing for High-Dimensional Near Unit Root Time Series 2 5 28 28 3 9 49 49
Estimation and inference in semiparametric quantile factor models 1 2 4 71 2 4 19 117
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 1 109 0 2 6 337
Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models 0 0 1 104 1 2 9 203
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 3 124 0 0 8 303
Estimation in Semiparametric Time Series Regression 1 1 1 66 1 1 2 108
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 20 0 2 6 118
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 1 53 0 1 7 131
Estimation in Threshold Autoregressive Models with Nonstationarity 0 1 2 47 0 2 8 130
Estimation in semiparametric quantile factor models 0 0 5 22 0 1 14 38
Estimation in semiparametric spatial regression 0 0 0 16 0 1 6 72
Estimation in semiparametric spatial regression 0 0 0 28 0 0 3 85
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 1 1 96 0 1 6 141
Estimation of Cross-Sectional Dependence in Large Panels 0 2 7 46 0 2 11 37
Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach 0 0 2 37 1 3 13 89
Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation 0 0 0 50 0 1 1 112
Expansion of Lévy Process Functionals and Its Application in Statistical Estimation 0 0 0 32 1 1 4 91
Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors 1 1 31 31 1 4 56 56
Functional Coefficient Nonstationary Regression 0 1 3 105 0 2 12 160
Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration 0 1 6 133 2 4 17 257
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 2 8 13 1 3 22 24
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 5 8 24 33
Hermite Series Estimation in Nonlinear Cointegrating Models 0 0 1 100 0 2 7 121
Heterogeneous Panel Data Models with Cross-Sectional Dependence 0 1 4 9 0 7 27 45
Heterogeneous panel data models with cross-sectional dependence 0 2 6 102 3 8 42 199
High Dimensional Correlation Matrices: CLT and Its Applications 0 2 2 78 0 2 12 119
High Dimensional Semiparametric Moment Restriction Models 2 2 4 12 2 5 21 40
High dimensional semiparametric moment restriction models 0 0 0 2 2 2 10 20
High dimensional semiparametric moment restriction models 0 0 0 26 0 3 15 48
High dimensional semiparametric moment restriction models 0 0 2 50 0 1 19 97
Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models 0 0 0 118 2 2 4 240
Identification, Estimation and Specification in a Class of Semiparametic Time Series Models 0 0 0 89 0 0 4 161
Independence Test for High Dimensional Random Vectors 0 0 0 33 1 1 5 77
Inference on Nonstationary Time Series with Moving Mean 0 0 1 101 0 1 8 102
Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends 0 0 3 51 0 0 9 66
Inference on a semiparametric model with global power law and local nonparametric trends 0 0 0 4 1 3 8 25
Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China 0 1 11 38 1 6 26 52
Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China 1 1 6 46 1 3 16 69
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 1 1 4 53 2 6 23 85
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 2 3 4 82 2 4 11 99
Local logit regression for recovery rate 0 0 4 41 1 6 21 95
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 0 1 5 391
Model Specification between Parametric and Nonparametric Cointegration 0 0 1 73 0 1 7 142
Modeling long-range dependent Gaussian processes with application in continuous-time financial models 0 0 0 32 0 0 1 123
Modelling time-varying income elasticities of health care expenditure for the OECD 0 1 6 23 0 2 16 49
Most Powerful Test against High Dimensional Free Alternatives 0 4 35 35 1 10 63 63
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 3 70 1 3 9 90
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 30 1 1 3 61
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 2 95 0 0 9 174
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 1 62 0 0 5 136
Nonlinear time series: semiparametric and nonparametric methods 0 2 7 130 4 15 37 418
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 2 2 4 130 3 3 20 289
Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness 4 10 31 52 12 25 75 96
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 5 0 0 1 23
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 60 0 2 7 102
Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model 0 0 0 55 0 0 2 119
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 51 2 4 10 87
Nonparametric Predictive Regressions for Stock Return Prediction 1 2 11 111 1 6 21 88
Nonparametric Regression Approach to Bayesian Estimation 0 0 7 103 1 3 21 169
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 0 1 1 39 0 1 2 109
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 2 159 0 4 13 378
Nonparametric and semiparametric regression model selection 0 0 1 39 0 0 4 142
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia 1 1 2 31 2 3 11 39
On Income and Price Elasticities for Energy Demand: A Panel Data Study 1 1 9 9 2 7 30 30
On Time Trend of COVID-19: A Panel Data Study 8 12 24 24 23 38 89 89
On endogeneity and shape invariance in extended partially linear single index models 0 1 3 30 0 2 15 43
Orthogonal Expansion of Levy Process Functionals: Theory and Practice 0 0 0 49 0 0 7 94
Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity 1 1 2 62 1 1 5 75
Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity 1 4 4 113 1 5 12 164
Partially linear models 1 5 13 229 16 31 64 631
Recursive estimation in large panel data models: Theory and practice 2 5 12 77 4 12 36 167
Regime switching in the presence of endogeneity 1 1 3 38 1 4 15 52
Regime switching panel data models with interative fixed effects 1 2 15 63 2 10 62 160
Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach 0 0 0 33 0 0 2 84
Semiparametric Estimation in Multivariate Nonstationary Time Series Models 0 0 0 82 0 0 3 201
Semiparametric Estimation in Simultaneous Equations of Time Series Models 0 0 0 59 0 1 1 110
Semiparametric Estimation in Time Series of Simultaneous Equations 0 0 0 70 0 0 1 155
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 1 4 13 69
Semiparametric Localized Bandwidth Selection in Kernel Density Estimation 0 0 1 54 0 0 6 119
Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review 0 0 1 69 0 0 9 185
Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence 0 1 6 110 5 11 38 195
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 1 1 2 19 2 2 6 100
Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence 0 0 0 122 1 1 5 198
Semiparametric Single-index Predictive Regression 0 1 8 17 2 4 21 26
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 78 0 0 7 190
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 49 0 0 1 160
Semiparametric penalty function method in partially linear model selection 0 0 0 37 0 0 2 146
Semiparametric spatial regression: theory and practice 0 0 1 25 0 0 4 93
Series estimation for single-index models under constraints 1 2 8 50 3 6 15 80
Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models 0 0 0 69 0 1 3 239
Solving Replication Problems in Complete Market by Orthogonal Series Expansion 0 0 0 23 0 0 4 104
Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models 0 0 0 30 0 1 4 103
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 1 26 1 1 9 49
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 1 90 1 2 10 193
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 0 0 1 90
Specification Testing in Nonstationary Time Series Models 0 0 0 72 0 1 3 139
Specification Testing in Structural Nonparametric Cointegration 0 0 0 106 0 0 6 146
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 0 0 4 94
Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices 0 2 23 24 0 7 31 32
Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency 0 0 0 7 0 0 5 41
Testing Independence for a Large Number of High Dimensional Random Vectors 0 0 0 60 0 1 3 124
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 1 103 0 2 14 141
Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects 1 24 43 77 10 86 129 148
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 1 3 7 26 1 7 25 31
Time-Varying Panel Data Models with an Additive Factor Structure 13 13 13 13 6 6 6 6
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 0 1 6 81
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 30 0 0 3 112
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 0 1 2 101
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 1 1 1 34 1 1 9 96
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 1 1 2 85
Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index 0 0 0 61 7 8 13 102
Varying-coefficient panel data models with partially observed factor structure 1 2 4 96 3 6 17 169
Total Working Papers 80 238 617 8,679 199 707 2,173 18,561
1 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 1 19 0 3 9 74
A New Class of Bivariate Threshold Cointegration Models 0 0 1 1 2 2 7 16
A central limit theorem for a random quadratic form of strictly stationary processes 0 0 0 20 0 0 2 66
A frequentist approach to Bayesian asymptotics 0 0 0 2 0 1 3 20
A misspecification test for multiplicative error models of non-negative time series processes 0 0 2 12 0 0 4 79
A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries 0 0 2 4 0 1 8 15
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks 0 1 5 31 4 9 28 122
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 0 1 3 96
An adaptive empirical likelihood test for parametric time series regression models 0 0 0 31 0 0 4 114
Asymptotic normality of pseudo-LS estimator for partly linear autoregression models 0 1 1 23 0 1 4 89
Bandwidth Selection in Nonparametric Kernel Testing 0 0 0 50 0 1 5 97
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 3 7 0 1 10 23
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 0 0 0 1 3 10
Comments on: Some recent theory for autoregressive count time series 0 0 0 4 0 0 3 15
Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns 0 0 0 5 0 1 1 27
Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information 0 0 0 50 0 0 3 147
Econometric estimation in long-range dependent volatility models: Theory and practice 0 1 2 90 1 3 10 240
Econometric modelling in finance and risk management: An overview 0 0 1 75 0 0 2 204
Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods 0 0 0 86 0 0 2 221
Estimating smooth structural change in cointegration models 1 1 1 20 1 1 8 70
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 1 46 0 1 2 136
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 1 3 7 85
Estimation in a semiparametric panel data model with nonstationarity 1 1 3 4 1 1 3 7
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 1 82 0 0 3 258
Estimation of technical change and price elasticities: a categorical time–varying coefficient approach 0 0 1 1 1 2 9 34
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression 0 0 0 0 0 0 1 6
High dimensional correlation matrices: the central limit theorem and its applications 0 0 3 6 1 2 13 26
INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS 0 2 3 3 0 4 7 7
INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN 0 0 0 14 0 3 4 46
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 1 4 4 2 6 19 19
Local Linear M‐estimation in non‐parametric spatial regression 0 0 0 53 0 2 8 130
Model Specification Tests in Nonparametric Stochastic Regression Models 0 0 0 13 0 0 0 44
Modelling and managing financial risk: An overview 0 0 0 3 0 1 7 50
Moment inequalities for spatial processes 0 0 0 30 0 0 2 60
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 28 1 2 3 92
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 0 4 10 0 2 18 42
Nonparametric Methods in Continuous Time Model Specification 0 0 0 38 0 0 3 143
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 3 0 0 2 8
Nonparametric simultaneous testing for structural breaks 0 0 0 92 0 0 0 248
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 5 122 0 0 11 335
On endogeneity and shape invariance in extended partially linear single index models 0 0 1 1 0 2 6 6
Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency 0 0 0 0 0 1 1 1
Regime switching panel data models with interactive fixed effects 1 2 4 6 1 3 11 29
SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION 0 0 0 25 0 1 1 66
SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY 0 0 0 1 1 4 5 15
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 0 1 1 67
Semiparametric Autoregressive Conditional Duration Model: Theory and Practice 0 0 0 7 2 2 6 39
Semiparametric estimation and testing of the trend of temperature series 0 0 1 66 0 1 6 256
Semiparametric estimation in triangular system equations with nonstationarity 0 0 0 23 0 0 1 108
Semiparametric methods in nonlinear time series analysis: a selective review 0 0 0 2 0 0 5 39
Semiparametric non‐linear time series model selection 0 0 0 52 1 1 1 119
Semiparametric single-index panel data models with cross-sectional dependence 0 0 2 21 0 0 5 95
Semiparametric trending panel data models with cross-sectional dependence 0 0 2 100 1 1 11 261
Solving replication problems in a complete market by orthogonal series expansion 0 0 0 16 1 2 3 77
Specification testing for nonlinear multivariate cointegrating regressions 0 1 2 10 0 1 3 39
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 0 1 3 124
Specification testing in nonstationary time series models 0 0 0 23 1 1 1 60
Statistical Inference in Single-Index and Partially Nonlinear Models 0 0 0 30 0 0 1 78
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency 0 0 1 7 0 0 1 34
Testing Independence Among a Large Number of High-Dimensional Random Vectors 0 0 0 7 1 1 1 32
The laws of the iterated logarithm of some estimates in partly linear models 0 0 0 23 1 3 7 80
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 0 7 0 2 5 45
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 1 3 5 37
Total Journal Articles 3 11 57 1,628 26 86 331 5,228


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Specification Testing in Parametric Trending Models with Unknown Errors 0 0 0 0 1 1 6 16
The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries 0 1 6 6 0 3 14 14
Total Chapters 0 1 6 6 1 4 20 30


Statistics updated 2021-01-03