Access Statistics for Jiti GAO

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Time-Varying Vector Moving Average (infinity) Models 0 1 2 79 2 9 23 197
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 0 1 3 59 0 4 22 253
A Computational Implementation of GMM 0 0 0 70 0 0 7 160
A Frequency Approach to Bayesian Asymptotics 0 0 0 89 0 1 8 145
A Localised Neural network with Dependent Data: Estimation and Inference 0 1 5 7 2 4 17 24
A Near Unit Root Test for High-Dimensional Nonstationary Time Series 0 0 0 28 0 1 5 48
A New Class of Bivariate Threshold Cointegration Models 0 0 0 71 1 6 19 143
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 1 4 10 146
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors 0 0 0 46 0 1 2 127
A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation 0 0 0 25 0 2 11 48
A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries 1 1 2 61 2 3 17 116
A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks 0 0 0 130 0 3 26 258
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 0 3 10 86
A simple nonlinear predictive model for stock returns 0 0 0 98 1 2 10 155
A test for model specification of diffusion processes 0 0 0 22 1 5 17 148
An Improved Nonparametric Unit-Root Test 0 0 0 114 1 1 9 203
An Integrated Panel Data Approach to Modelling Economic Growth 0 1 4 47 0 5 16 84
Another Look at Single-Index Models Based on Series Estimation 0 0 1 49 0 1 11 88
Asymptotic theory for partly linear models 0 0 0 27 0 4 11 91
Asymptotics for Time-Varying Vector MA(∞) Processes 0 1 3 69 1 6 18 100
Bandwidth Selection in Nonparametric Kernel Testing 0 0 0 74 3 6 15 184
Bandwidth selection for nonparametric kernel testing 0 0 0 136 1 7 13 375
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 1 4 19 332
Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models 0 0 0 66 0 3 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 1 12 107
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 0 0 1 38 1 5 12 74
CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence 0 0 0 64 0 1 9 99
CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series 0 0 0 61 0 6 12 112
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 0 5 11 279
Cross-sectional Independence Test for a Class of Parametric Panel Data Models 0 0 0 60 1 2 5 106
Does Climate Sensitivity Differ Across Regions? 0 0 0 16 2 5 9 43
Econometric Time Series Specification Testing in a Class of Multiplicative Error Models 0 1 1 74 0 2 9 171
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 0 5 23 160
Econometric modelling in finance and risk management: An overview 0 0 0 261 0 2 5 615
Eigen-Analysis for High-Dimensional Time Series Clustering 0 0 2 25 1 5 14 46
Empirical comparisons in short-term interest rate models using nonparametric methods 0 0 0 35 0 1 8 130
Error-in-Variables Jump Regression Using Local Clustering 0 0 0 32 0 5 10 81
Estimating Smooth Structural Change in Cointegration Models 0 0 0 67 0 4 12 157
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 1 14 49
Estimation and Inference based on Summary Statistics for State Space Models 0 0 24 24 0 0 10 10
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 1 2 1 4 16 19
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 1 12 2 8 18 38
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 2 22 1 3 15 35
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 0 19 0 2 4 58
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 2 1 4 8 24
Estimation and Testing for High-Dimensional Near Unit Root Time Series 0 0 0 44 1 4 10 98
Estimation and inference in semiparametric quantile factor models 0 0 1 77 0 2 8 145
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 0 115 1 9 20 376
Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models 0 0 0 110 0 4 10 230
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 1 127 2 5 16 337
Estimation in Semiparametric Time Series Regression 0 0 0 68 0 3 13 128
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 0 4 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 0 1 3 141
Estimation in semiparametric quantile factor models 0 0 0 27 0 3 8 60
Estimation in semiparametric spatial regression 0 0 0 17 0 1 8 84
Estimation in semiparametric spatial regression 0 0 0 28 1 3 11 103
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 98 0 2 11 169
Estimation of Cross-Sectional Dependence in Large Panels 0 0 0 50 1 3 14 64
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 0 19 2 6 16 48
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 0 0 2 13 0 2 19 39
Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach 0 0 0 38 1 1 11 110
Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation 0 0 0 50 0 2 9 126
Expansion of Lévy Process Functionals and Its Application in Statistical Estimation 0 0 1 34 1 5 20 117
Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 0 35 0 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 1 4 13 297
GMM Estimation for High-Dimensional Panel Data Models 0 0 0 34 0 4 11 54
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 0 35 1 3 14 90
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 0 5 14 106
Hermite Series Estimation in Nonlinear Cointegrating Models 0 0 0 103 1 5 16 148
Heterogeneous panel data models with cross-sectional dependence 0 0 0 109 0 2 16 246
High Dimensional Correlation Matrices: CLT and Its Applications 0 1 1 83 0 8 14 160
High Dimensional Semiparametric Moment Restriction Models 0 0 1 17 0 4 13 78
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 6 64 187
High dimensional semiparametric moment restriction models 0 0 0 2 3 6 18 53
Higher-order Expansions and Inference for Panel Data Models 0 0 2 46 0 1 17 103
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 0 1 7 8
Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models 0 0 0 119 0 1 7 253
Identification, Estimation and Specification in a Class of Semiparametic Time Series Models 0 0 0 92 0 2 12 183
Independence Test for High Dimensional Random Vectors 0 0 0 34 0 4 10 90
Inference for High-Dimensional Local Projection 1 16 16 16 1 12 12 12
Inference on Nonstationary Time Series with Moving Mean 0 0 0 103 0 3 8 121
Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends 0 0 0 52 0 4 15 90
Inference on a semiparametric model with global power law and local nonparametric trends 0 0 0 4 1 6 11 44
Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China 0 0 0 40 0 6 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 3 13 115
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 0 6 13 121
Local logit regression for recovery rate 0 1 1 42 1 5 9 120
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 0 0 2 6 1 1 18 34
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 0 0 0 34 0 3 13 45
Model Averaging for Time-Varying Vector Autoregressions 0 1 5 16 1 2 21 37
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 0 4 9 417
Model Specification between Parametric and Nonparametric Cointegration 0 0 0 75 0 2 14 163
Modeling long-range dependent Gaussian processes with application in continuous-time financial models 0 0 0 32 0 2 6 141
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 1 6 19 83
Most Powerful Test against High Dimensional Free Alternatives 0 0 0 56 1 2 8 165
Multi-Level Panel Data Models: Estimation and Empirical Analysis 0 0 5 67 1 8 29 100
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 74 1 2 8 110
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 31 0 5 12 77
Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice 0 0 0 12 1 1 8 34
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 1 99 0 4 11 197
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 0 3 7 149
Nonlinear time series: semiparametric and nonparametric methods 0 1 3 141 0 7 30 503
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 0 137 0 2 8 311
Nonparametric Estimation and Testing for Time-Varying VAR Models 0 2 5 70 1 6 27 152
Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness 0 1 3 90 0 6 22 202
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 7 0 2 15 46
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 60 0 1 11 120
Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model 0 0 0 55 0 1 9 131
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 1 5 22 116
Nonparametric Predictive Regressions for Stock Return Prediction 0 0 2 129 0 6 23 153
Nonparametric Regression Approach to Bayesian Estimation 0 0 0 111 0 0 5 214
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 0 0 1 42 0 1 7 122
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 0 171 2 6 13 423
Nonparametric and semiparametric regression model selection 0 0 1 47 0 2 30 181
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia 0 0 1 35 0 1 17 68
On Income and Price Elasticities for Energy Demand: A Panel Data Study 0 0 1 26 0 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 1 1 3 259 2 6 23 128
On endogeneity and shape invariance in extended partially linear single index models 0 0 0 34 0 2 9 62
Orthogonal Expansion of Levy Process Functionals: Theory and Practice 0 0 0 49 0 4 14 112
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 1 1 1 0 3 9 9
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 3 14 1 5 25 29
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 0 2 4 47 0 8 24 48
Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity 0 0 0 114 0 2 17 191
Partially linear models 0 2 5 278 1 10 25 833
Predicting an Ice-free Arctic using a Nonlinear Endogenous Co-trending Regression Model 0 0 0 0 0 1 6 6
Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach 0 0 0 7 2 4 14 32
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 1 26 0 2 9 44
Recursive estimation in large panel data models: Theory and practice 0 0 1 89 0 3 13 217
Regime switching in the presence of endogeneity 0 0 0 42 1 1 7 73
Regime switching panel data models with interative fixed effects 0 0 0 90 1 9 14 267
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 0 5 22 0 8 32 69
Robust Inference for High Dimensional Panel Data Models 1 1 4 6 2 7 20 24
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 0 0 5 0 2 23 33
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 0 2 17 0 4 14 33
Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach 0 0 0 34 0 1 4 93
Semiparametric Estimation in Multivariate Nonstationary Time Series Models 0 0 0 84 2 6 23 233
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 2 5 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 4 6 129
Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review 0 0 1 71 2 7 19 209
Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence 0 0 1 119 1 3 13 333
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 0 3 12 116
Semiparametric Single-Index Estimation for Average Treatment Effects 0 0 0 10 1 5 12 31
Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence 0 0 0 124 1 4 9 214
Semiparametric Single-index Predictive Regression 0 0 0 27 1 3 13 79
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 2 2 21 0 5 13 65
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 22 0 3 19 62
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 0 2 14 179
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 0 4 13 218
Semiparametric penalty function method in partially linear model selection 0 0 1 38 0 4 23 171
Semiparametric spatial regression: theory and practice 0 0 0 26 0 2 11 108
Series estimation for single-index models under constraints 0 0 0 60 0 1 8 108
Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models 0 0 0 70 1 7 14 257
Smoothing the Nonsmoothness 0 0 1 7 1 4 7 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 1 7 121
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 27 0 4 12 64
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 94 1 5 12 218
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 1 1 1 74 2 4 18 162
Specification Testing in Structural Nonparametric Cointegration 0 0 0 108 1 4 9 179
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 1 2 10 108
Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices 0 0 1 34 2 4 8 65
Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency 0 0 0 7 0 2 13 56
Testing Independence for a Large Number of High Dimensional Random Vectors 0 0 0 63 0 4 8 166
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 0 106 0 1 4 172
Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors 0 0 0 20 2 3 16 62
Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors 0 0 0 34 0 3 13 59
Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects 0 0 0 103 0 4 24 320
Time-Varying Generalized Network Autoregressions 1 3 39 39 1 7 17 17
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 0 0 96 0 2 11 180
Time-Varying Multivariate Causal Processes 0 0 0 70 1 5 14 79
Time-Varying Panel Data Models with an Additive Factor Structure 0 0 1 49 0 4 16 98
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 2 20 0 5 22 73
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 0 6 0 4 14 24
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 0 1 8 96
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 0 2 18 127
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 34 1 5 11 108
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 0 2 10 99
Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index 0 0 0 62 1 3 11 121
Varying-coefficient panel data models with partially observed factor structure 0 0 0 112 2 5 18 223
Total Working Papers 6 44 190 10,783 95 654 2,524 25,985
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 1 3 9 29
A central limit theorem for a random quadratic form of strictly stationary processes 0 0 0 20 1 5 13 85
A frequentist approach to Bayesian asymptotics 0 0 0 3 1 5 8 39
A misspecification test for multiplicative error models of non-negative time series processes 0 0 0 15 2 4 12 104
A panel data model of length of stay in hospitals for hip replacements 0 0 0 7 0 1 5 21
A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries 0 1 1 11 0 4 10 46
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks 0 0 1 44 0 6 29 199
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 1 1 15 112
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES 0 1 2 2 0 1 17 17
An adaptive empirical likelihood test for parametric time series regression models 0 0 0 31 0 5 10 131
An integrated panel data approach to modelling economic growth 0 0 1 8 1 7 23 49
Asymptotic normality of pseudo-LS estimator for partly linear autoregression models 0 0 0 25 1 5 11 106
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 1 8 16 51
Binary response models for heterogeneous panel data with interactive fixed effects 0 0 1 3 1 5 19 29
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 1 1 0 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 0 3 7 22
Comments on: Some recent theory for autoregressive count time series 0 0 0 4 0 1 9 28
Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns 0 0 2 10 0 2 9 44
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach 0 0 0 0 0 4 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 1 3 11 269
Econometric modelling in finance and risk management: An overview 0 0 0 78 0 2 12 224
Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods 0 0 0 88 1 6 13 241
Estimating smooth structural change in cointegration models 0 0 0 23 1 7 22 108
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 2 5 17 25
Estimation and inference in semiparametric quantile factor models 0 0 1 14 2 5 15 63
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 0 4 15 162
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 0 0 14 102
Estimation in a semiparametric panel data model with nonstationarity 0 0 0 4 0 6 9 21
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 89 0 6 15 294
Estimation of technical change and price elasticities: a categorical time–varying coefficient approach 0 0 0 6 0 3 10 65
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 0 1 6 8 1 8 23 31
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression 0 0 0 3 0 0 14 23
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 1 1 1 4 12 16
GMM estimation for high-dimensional panel data models 0 0 3 6 0 7 25 33
Global temperatures and greenhouse gases: A common features approach 0 0 0 4 0 1 12 25
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 1 20 26
Higher-Order Expansions and Inference for Panel Data Models 1 1 3 5 1 4 15 17
INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS 0 0 0 6 0 3 17 50
INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN 0 0 0 14 1 3 10 61
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 1 3 17 59
Local Linear M‐estimation in non‐parametric spatial regression 0 1 1 58 1 5 10 155
Local logit regression for loan recovery rate 0 0 0 11 2 6 13 48
Model Specification Tests in Nonparametric Stochastic Regression Models 0 0 1 18 0 1 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 0 10 82
Most powerful test against a sequence of high dimensional local alternatives 0 0 0 0 1 4 10 18
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 29 0 4 12 107
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 0 3 19 0 2 20 85
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 0 2 5 154
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 4 0 4 13 28
Nonparametric predictive regression for stock return prediction 0 2 3 3 0 11 24 24
Nonparametric simultaneous testing for structural breaks 0 0 0 93 1 1 8 259
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 0 129 0 3 16 379
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 1 2 11 17 3 14 63 97
Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency 0 0 0 0 0 3 10 14
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation 0 1 1 1 0 7 15 16
Recursive estimation in large panel data models: Theory and practice 0 0 0 14 6 11 18 59
Regime switching panel data models with interactive fixed effects 0 0 1 14 0 9 21 72
SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION 0 0 0 25 0 0 5 75
SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY 0 0 0 4 1 2 10 31
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 0 3 14 21
Semiparametric Autoregressive Conditional Duration Model: Theory and Practice 0 0 0 10 0 2 12 62
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 1 1 1 3 12 26
Semiparametric estimation and testing of the trend of temperature series 0 0 0 67 0 0 6 295
Semiparametric estimation in triangular system equations with nonstationarity 0 0 0 25 1 2 15 133
Semiparametric methods in nonlinear time series analysis: a selective review 0 0 0 3 0 2 10 58
Semiparametric non‐linear time series model selection 0 0 0 52 0 3 8 133
Semiparametric single-index estimation for average treatment effects 0 0 1 1 0 2 15 15
Semiparametric single-index panel data models with cross-sectional dependence 0 0 0 26 1 3 16 122
Semiparametric trending panel data models with cross-sectional dependence 0 0 0 107 0 4 11 297
Solving replication problems in a complete market by orthogonal series expansion 0 0 0 18 0 4 12 107
Specification testing for nonlinear multivariate cointegrating regressions 0 0 0 11 0 3 15 58
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 0 1 9 136
Specification testing in nonstationary time series models 0 0 0 23 0 2 9 73
Statistical Inference in Single-Index and Partially Nonlinear Models 0 0 0 30 0 1 4 85
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency 0 0 0 7 0 3 11 49
Testing Independence Among a Large Number of High-Dimensional Random Vectors 0 0 0 10 0 5 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 0 1 17 22
Time-varying vector error-correction models: Estimation and inference 0 0 5 5 0 4 37 37
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 0 3 25 2 5 15 75
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 1 8 1 7 14 61
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 1 2 7 46
Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure 0 1 2 7 0 1 11 35
Total Journal Articles 2 11 63 1,942 44 304 1,186 7,481

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 6 20 20
Nonlinear Trending Time Series:Theory and Practice 0 1 4 9 3 4 14 21
Total Books 0 1 4 9 3 10 34 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 0 3 7 16
Specification Testing in Parametric Trending Models with Unknown Errors 0 0 0 1 0 3 7 26
The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries 0 0 2 17 0 2 11 44
Trending Time Series Models 0 0 0 1 0 2 10 13
Total Chapters 0 0 3 24 0 10 35 99

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