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 1 78 10 13 13 187
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 1 1 1 57 4 9 18 245
A Computational Implementation of GMM 0 0 1 70 2 3 7 159
A Frequency Approach to Bayesian Asymptotics 0 0 0 89 2 6 8 144
A Localised Neural network with Dependent Data: Estimation and Inference 0 2 5 6 5 10 14 20
A Near Unit Root Test for High-Dimensional Nonstationary Time Series 0 0 0 28 2 3 4 46
A New Class of Bivariate Threshold Cointegration Models 0 0 0 71 5 8 10 134
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 5 6 6 142
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors 0 0 0 46 0 1 1 126
A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation 0 0 0 25 2 8 8 45
A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries 0 1 1 60 2 7 14 111
A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks 0 0 0 130 7 13 19 250
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 1 5 8 83
A simple nonlinear predictive model for stock returns 0 0 0 98 3 7 7 152
A test for model specification of diffusion processes 0 0 0 22 3 7 8 139
An Improved Nonparametric Unit-Root Test 0 0 0 114 2 3 3 197
An Integrated Panel Data Approach to Modelling Economic Growth 0 0 1 44 3 4 10 77
Another Look at Single-Index Models Based on Series Estimation 0 0 1 49 4 5 10 85
Asymptotic theory for partly linear models 0 0 1 27 2 6 9 87
Asymptotics for Time-Varying Vector MA(∞) Processes 0 1 1 67 1 7 12 93
Bandwidth Selection in Nonparametric Kernel Testing 0 0 0 74 2 5 9 178
Bandwidth selection for nonparametric kernel testing 0 0 0 136 3 4 6 368
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 7 13 14 327
Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models 0 0 0 66 1 6 9 149
Bayesian Indirect Inference and the ABC of GMM 0 0 1 104 2 6 8 222
Bayesian estimation based on summary statistics: Double asymptotics and practice 0 0 1 60 3 8 11 105
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 0 0 1 38 3 5 6 68
CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence 0 0 0 64 2 5 9 97
CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series 0 0 0 61 4 5 8 106
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 2 4 5 273
Cross-sectional Independence Test for a Class of Parametric Panel Data Models 0 0 0 60 1 2 3 104
Does Climate Sensitivity Differ Across Regions? 0 0 1 16 3 4 7 38
Econometric Time Series Specification Testing in a Class of Multiplicative Error Models 0 0 0 73 6 6 8 169
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 4 9 12 148
Econometric modelling in finance and risk management: An overview 0 0 0 261 2 2 4 613
Eigen-Analysis for High-Dimensional Time Series Clustering 1 2 2 25 3 8 10 41
Empirical comparisons in short-term interest rate models using nonparametric methods 0 0 0 35 3 4 6 128
Error-in-Variables Jump Regression Using Local Clustering 0 0 1 32 2 3 10 75
Estimating Smooth Structural Change in Cointegration Models 0 0 0 67 2 6 8 152
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 3 5 7 213
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 20 6 10 12 46
Estimation and Inference based on Summary Statistics for State Space Models 0 0 0 0 6 6 6 6
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 2 11 0 1 11 27
Estimation and Inference for Three-Dimensional Panel Data Models 0 1 2 2 6 9 13 14
Estimation and Inference for Three-Dimensional Panel Data Models 0 1 2 22 1 4 9 29
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 0 19 1 1 5 56
Estimation and Inference for a Class of Generalized Hierarchical Models 0 1 2 2 3 4 7 20
Estimation and Testing for High-Dimensional Near Unit Root Time Series 0 0 0 44 2 4 7 94
Estimation and inference in semiparametric quantile factor models 0 1 1 77 2 6 6 143
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 0 115 7 7 10 364
Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models 0 0 0 110 1 3 7 226
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 1 127 3 4 9 329
Estimation in Semiparametric Time Series Regression 0 0 0 68 4 5 9 123
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 3 3 143
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 1 1 5 129
Estimation in Threshold Autoregressive Models with Nonstationarity 0 0 0 50 1 2 3 140
Estimation in semiparametric quantile factor models 0 0 0 27 1 1 3 55
Estimation in semiparametric spatial regression 0 0 0 28 4 7 9 100
Estimation in semiparametric spatial regression 0 0 0 17 5 6 7 83
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 98 3 6 9 167
Estimation of Cross-Sectional Dependence in Large Panels 0 0 0 50 4 9 11 60
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 2 19 5 5 10 39
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 0 1 3 13 3 8 13 31
Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach 0 0 0 38 5 8 10 109
Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation 0 0 0 50 3 7 7 124
Expansion of Lévy Process Functionals and Its Application in Statistical Estimation 0 0 1 34 8 13 15 112
Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 0 35 4 8 12 85
Functional Coefficient Nonstationary Regression 0 0 0 114 3 3 6 197
Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration 0 0 0 139 1 3 8 291
GMM Estimation for High-Dimensional Panel Data Models 0 0 0 34 3 6 8 50
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 1 35 4 7 11 85
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 7 8 10 101
Hermite Series Estimation in Nonlinear Cointegrating Models 0 0 0 103 1 6 11 142
Heterogeneous panel data models with cross-sectional dependence 0 0 0 109 5 9 10 240
High Dimensional Correlation Matrices: CLT and Its Applications 0 0 0 82 3 5 6 152
High Dimensional Semiparametric Moment Restriction Models 0 0 1 17 3 7 9 74
High dimensional semiparametric moment restriction models 0 0 0 54 20 57 59 181
High dimensional semiparametric moment restriction models 0 0 0 27 4 16 17 75
High dimensional semiparametric moment restriction models 0 0 0 2 4 10 12 47
Higher-order Expansions and Inference for Panel Data Models 0 0 2 46 4 8 16 101
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 4 4 7 7
Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models 0 0 0 119 3 5 6 251
Identification, Estimation and Specification in a Class of Semiparametic Time Series Models 0 0 0 92 4 4 8 176
Independence Test for High Dimensional Random Vectors 0 0 0 34 3 4 7 86
Inference on Nonstationary Time Series with Moving Mean 0 0 0 103 4 4 6 118
Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends 0 0 0 52 3 5 14 86
Inference on a semiparametric model with global power law and local nonparametric trends 0 0 0 4 2 5 5 38
Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China 0 0 0 40 5 8 8 74
Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China 0 0 0 48 2 5 6 96
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 0 59 5 6 7 109
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 2 3 8 115
Local logit regression for recovery rate 0 0 0 41 1 3 6 115
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 0 1 4 6 6 13 20 33
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 0 0 2 34 2 4 12 42
Model Averaging for Time-Varying Vector Autoregressions 0 1 15 15 7 10 34 35
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 2 5 6 413
Model Specification between Parametric and Nonparametric Cointegration 0 0 0 75 6 9 13 161
Modeling long-range dependent Gaussian processes with application in continuous-time financial models 0 0 0 32 1 1 5 139
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 5 7 10 73
Most Powerful Test against High Dimensional Free Alternatives 0 0 0 56 3 4 9 163
Multi-Level Panel Data Models: Estimation and Empirical Analysis 2 4 5 67 8 16 25 92
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 31 5 6 6 71
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 74 1 5 6 108
Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice 0 0 0 12 3 4 8 33
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 2 99 2 3 10 192
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 3 3 4 146
Nonlinear time series: semiparametric and nonparametric methods 0 1 3 140 10 17 21 492
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 1 137 2 5 6 308
Nonparametric Estimation and Testing for Time-Varying VAR Models 0 1 3 67 5 10 20 143
Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness 0 0 3 89 4 9 18 196
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 7 6 8 11 42
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 60 1 6 9 118
Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model 0 0 0 55 2 7 8 130
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 6 8 10 103
Nonparametric Predictive Regressions for Stock Return Prediction 0 1 2 129 3 13 20 147
Nonparametric Regression Approach to Bayesian Estimation 0 0 1 111 1 4 7 213
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 1 1 1 42 5 5 6 121
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 0 171 3 3 10 417
Nonparametric and semiparametric regression model selection 0 1 1 47 18 23 26 177
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia 0 1 1 35 7 13 15 65
On Income and Price Elasticities for Energy Demand: A Panel Data Study 0 0 1 26 3 8 10 94
On Time Trend of COVID-19: A Panel Data Study 0 0 0 87 2 5 5 335
On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis 0 1 4 258 4 10 20 122
On endogeneity and shape invariance in extended partially linear single index models 0 0 0 34 2 5 7 59
Orthogonal Expansion of Levy Process Functionals: Theory and Practice 0 0 0 49 4 7 10 108
Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity 0 0 0 64 1 1 3 85
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 14 14 0 5 22 22
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 0 0 4 4 4 4
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 0 0 0 43 4 7 9 32
Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity 0 0 0 114 5 10 10 184
Partially linear models 0 1 5 276 4 8 22 822
Predicting an Ice-free Arctic using a Nonlinear Endogenous Co-trending Regression Model 0 0 0 0 4 4 4 4
Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach 0 0 0 7 5 5 11 28
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 1 26 4 4 7 41
Recursive estimation in large panel data models: Theory and practice 0 0 1 89 4 7 11 212
Regime switching in the presence of endogeneity 0 0 1 42 4 6 9 72
Regime switching panel data models with interative fixed effects 0 0 0 90 2 3 6 258
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 0 5 22 2 4 25 60
Robust Inference for High Dimensional Panel Data Models 0 2 3 5 2 7 14 17
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 0 0 5 6 14 18 28
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 1 2 17 1 5 12 29
Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach 0 0 0 34 1 2 3 91
Semiparametric Estimation in Multivariate Nonstationary Time Series Models 0 0 0 84 8 15 16 226
Semiparametric Estimation in Simultaneous Equations of Time Series Models 0 0 0 61 1 4 6 126
Semiparametric Estimation in Time Series of Simultaneous Equations 0 0 0 71 0 2 4 171
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 2 4 4 106
Semiparametric Localized Bandwidth Selection in Kernel Density Estimation 0 0 0 54 2 2 2 125
Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review 0 1 1 71 3 5 6 196
Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence 0 0 1 119 4 8 10 329
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 3 7 9 113
Semiparametric Single-Index Estimation for Average Treatment Effects 0 0 0 10 4 5 8 25
Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence 0 0 0 124 2 3 8 210
Semiparametric Single-index Predictive Regression 0 0 0 27 2 5 8 73
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 22 5 7 9 51
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 19 3 4 8 58
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 3 6 9 174
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 4 7 7 212
Semiparametric penalty function method in partially linear model selection 0 1 1 38 13 17 18 166
Semiparametric spatial regression: theory and practice 0 0 0 26 3 4 7 104
Series estimation for single-index models under constraints 0 0 0 60 3 4 7 105
Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models 0 0 0 70 1 4 6 249
Smoothing the Nonsmoothness 0 1 1 7 0 2 4 20
Solving Replication Problems in Complete Market by Orthogonal Series Expansion 0 0 0 23 4 5 6 120
Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models 0 0 0 32 0 4 8 120
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 94 2 4 6 212
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 27 4 6 8 60
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 0 3 4 97
Specification Testing in Nonstationary Time Series Models 0 0 0 73 7 12 12 156
Specification Testing in Structural Nonparametric Cointegration 0 0 0 108 3 3 4 174
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 2 5 7 105
Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices 0 0 1 34 2 2 4 61
Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency 0 0 0 7 6 8 10 53
Testing Independence for a Large Number of High Dimensional Random Vectors 0 0 0 63 3 3 5 162
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 1 106 1 2 4 171
Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors 0 0 0 20 6 7 12 58
Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors 0 0 0 34 5 8 10 56
Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects 0 0 1 103 6 11 28 315
Time-Varying Generalized Network Autoregressions 0 0 0 0 3 3 3 3
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 0 4 96 5 6 18 178
Time-Varying Multivariate Causal Processes 0 0 0 70 3 5 8 73
Time-Varying Panel Data Models with an Additive Factor Structure 0 0 4 49 4 6 15 91
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 3 19 3 7 17 64
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 0 6 2 6 13 20
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 1 5 6 94
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 7 11 11 120
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 3 8 11 125
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 6 6 7 96
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 3 3 5 102
Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index 0 0 0 62 6 6 9 118
Varying-coefficient panel data models with partially observed factor structure 0 0 1 112 3 5 13 215
Total Working Papers 6 33 141 10,670 673 1,217 1,865 25,095
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 5 6 7 86
A New Class of Bivariate Threshold Cointegration Models 0 0 0 1 2 4 5 25
A central limit theorem for a random quadratic form of strictly stationary processes 0 0 0 20 5 7 7 79
A frequentist approach to Bayesian asymptotics 0 0 0 3 2 2 4 34
A misspecification test for multiplicative error models of non-negative time series processes 0 0 0 15 6 6 9 100
A panel data model of length of stay in hospitals for hip replacements 0 0 0 7 2 3 5 20
A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries 0 0 0 10 2 4 5 41
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks 0 0 1 44 5 14 24 193
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 11 13 14 111
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES 1 1 1 1 8 14 14 14
An adaptive empirical likelihood test for parametric time series regression models 0 0 0 31 2 4 6 126
An integrated panel data approach to modelling economic growth 1 1 1 8 3 8 16 41
Asymptotic normality of pseudo-LS estimator for partly linear autoregression models 0 0 0 25 2 5 5 100
Bandwidth Selection in Nonparametric Kernel Testing 0 0 1 53 3 4 7 109
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 1 10 4 5 9 43
Binary response models for heterogeneous panel data with interactive fixed effects 0 1 2 3 6 10 15 23
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 1 1 2 5 7 20
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 2 4 19
Comments on: Some recent theory for autoregressive count time series 0 0 0 4 4 4 7 26
Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns 0 1 2 10 2 4 5 40
Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information 0 0 0 51 1 1 1 154
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 1 91 3 4 10 265
Econometric modelling in finance and risk management: An overview 0 0 0 78 0 5 10 221
Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods 0 0 0 88 1 2 6 234
Estimating smooth structural change in cointegration models 0 0 0 23 5 8 15 101
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 7 9 11 17
Estimation and inference in semiparametric quantile factor models 0 0 1 14 5 9 10 58
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 3 5 8 155
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 3 8 12 99
Estimation in a semiparametric panel data model with nonstationarity 0 0 0 4 3 3 4 15
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 89 4 5 9 286
Estimation of technical change and price elasticities: a categorical time–varying coefficient approach 0 0 0 6 2 2 6 60
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 0 2 5 7 3 7 19 22
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression 0 0 0 3 10 11 13 22
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 0 0 2 4 8 11
GMM estimation for high-dimensional panel data models 0 0 5 6 5 9 20 23
Global temperatures and greenhouse gases: A common features approach 0 0 0 4 6 7 11 23
High dimensional correlation matrices: the central limit theorem and its applications 0 1 1 13 2 4 8 53
High dimensional semiparametric moment restriction models 0 0 0 1 7 17 19 25
Higher-Order Expansions and Inference for Panel Data Models 0 1 4 4 3 5 11 11
INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS 0 0 0 6 7 8 11 44
INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN 0 0 0 14 4 5 7 58
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 5 12 13 55
Local Linear M‐estimation in non‐parametric spatial regression 0 0 0 57 2 3 5 150
Local logit regression for loan recovery rate 0 0 1 11 4 6 11 42
Model Specification Tests in Nonparametric Stochastic Regression Models 0 0 1 18 4 5 9 61
Modelling and managing financial risk: An overview 0 0 1 6 4 6 11 69
Moment inequalities for spatial processes 0 0 0 35 6 7 9 81
Most powerful test against a sequence of high dimensional local alternatives 0 0 0 0 3 4 5 13
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 29 4 6 7 102
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 1 1 3 19 4 9 18 81
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 2 2 4 152
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 4 6 7 8 23
Nonparametric predictive regression for stock return prediction 0 0 1 1 2 8 9 9
Nonparametric simultaneous testing for structural breaks 0 0 0 93 4 4 7 258
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 0 129 3 9 12 374
On endogeneity and shape invariance in extended partially linear single index models 0 0 0 3 2 6 10 23
On income and price elasticities for energy demand: A panel data study 0 1 8 14 6 23 50 78
Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency 0 0 0 0 2 6 7 11
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation 0 0 0 0 1 4 9 9
Recursive estimation in large panel data models: Theory and practice 0 0 1 14 3 5 9 47
Regime switching panel data models with interactive fixed effects 0 0 3 14 7 9 15 63
SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION 0 0 0 25 2 2 3 73
SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY 0 0 0 4 1 3 7 28
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 1 4 6 73
Semi-parametric single-index predictive regression models with cointegrated regressors 0 0 1 3 4 6 10 17
Semiparametric Autoregressive Conditional Duration Model: Theory and Practice 0 0 0 10 4 8 11 60
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 0 3 4 9 22
Semiparametric estimation and testing of the trend of temperature series 0 0 0 67 2 4 8 294
Semiparametric estimation in triangular system equations with nonstationarity 0 0 0 25 3 9 12 130
Semiparametric methods in nonlinear time series analysis: a selective review 0 0 0 3 3 6 9 54
Semiparametric non‐linear time series model selection 0 0 0 52 3 4 4 129
Semiparametric single-index estimation for average treatment effects 0 1 1 1 4 10 12 12
Semiparametric single-index panel data models with cross-sectional dependence 0 0 0 26 3 8 13 118
Semiparametric trending panel data models with cross-sectional dependence 0 0 0 107 2 2 6 292
Solving replication problems in a complete market by orthogonal series expansion 0 0 0 18 2 7 9 103
Specification testing for nonlinear multivariate cointegrating regressions 0 0 0 11 3 6 9 52
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 2 4 7 134
Specification testing in nonstationary time series models 0 0 0 23 4 4 6 69
Statistical Inference in Single-Index and Partially Nonlinear Models 0 0 0 30 3 3 3 84
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency 0 0 0 7 5 7 8 45
Testing Independence Among a Large Number of High-Dimensional Random Vectors 0 0 0 10 1 2 5 46
The laws of the iterated logarithm of some estimates in partly linear models 0 0 0 24 2 3 4 95
Time-varying multivariate causal processes 0 0 2 3 5 8 15 18
Time-varying vector error-correction models: Estimation and inference 1 2 3 3 9 18 28 28
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 1 2 3 25 6 8 12 70
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 1 8 2 4 6 53
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 3 3 4 43
Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure 0 1 1 6 5 8 11 34
Total Journal Articles 5 16 58 1,926 323 558 869 7,084

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 6 8 14 14
Nonlinear Trending Time Series:Theory and Practice 0 0 4 8 1 3 11 17
Total Books 0 0 4 8 7 11 25 31

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 2 5 1 2 4 12
Specification Testing in Parametric Trending Models with Unknown Errors 0 0 0 1 2 3 3 22
The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries 0 0 2 17 5 6 9 42
Trending Time Series Models 0 0 1 1 5 5 8 10
Total Chapters 0 0 5 24 13 16 24 86

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