Access Statistics for Jiti GAO

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Time-Varying Vector Moving Average (infinity) Models 0 0 1 77 1 1 2 175
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 0 0 0 56 2 4 15 238
A Computational Implementation of GMM 0 0 1 70 1 2 5 157
A Frequency Approach to Bayesian Asymptotics 0 0 0 89 3 3 5 141
A Localised Neural network with Dependent Data: Estimation and Inference 1 3 5 5 2 5 7 12
A Near Unit Root Test for High-Dimensional Nonstationary Time Series 0 0 0 28 0 0 1 43
A New Class of Bivariate Threshold Cointegration Models 0 0 0 71 2 2 4 128
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 0 0 0 136
A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors 0 0 0 46 0 0 1 125
A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation 0 0 0 25 1 1 3 38
A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries 1 1 1 60 2 4 9 106
A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks 0 0 0 130 0 4 6 237
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 2 4 7 80
A simple nonlinear predictive model for stock returns 0 0 0 98 2 2 5 147
A test for model specification of diffusion processes 0 0 0 22 1 1 4 133
An Improved Nonparametric Unit-Root Test 0 0 0 114 0 0 0 194
An Integrated Panel Data Approach to Modelling Economic Growth 0 0 1 44 1 4 8 74
Another Look at Single-Index Models Based on Series Estimation 0 0 1 49 1 2 7 81
Asymptotic theory for partly linear models 0 0 1 27 2 2 5 83
Asymptotics for Time-Varying Vector MA(∞) Processes 1 1 1 67 4 6 11 90
Bandwidth Selection in Nonparametric Kernel Testing 0 0 0 74 2 2 6 175
Bandwidth selection for nonparametric kernel testing 0 0 0 136 1 2 3 365
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 5 6 7 319
Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models 0 0 0 66 1 1 5 144
Bayesian Indirect Inference and the ABC of GMM 0 0 1 104 2 3 4 218
Bayesian estimation based on summary statistics: Double asymptotics and practice 0 0 1 60 3 5 6 100
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 0 1 1 38 2 3 3 65
CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence 0 0 0 64 2 4 6 94
CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series 0 0 0 61 1 2 4 102
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 0 1 1 269
Cross-sectional Independence Test for a Class of Parametric Panel Data Models 0 0 0 60 0 0 1 102
Does Climate Sensitivity Differ Across Regions? 0 0 2 16 1 1 7 35
Econometric Time Series Specification Testing in a Class of Multiplicative Error Models 0 0 0 73 0 0 2 163
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 4 5 7 143
Econometric modelling in finance and risk management: An overview 0 0 0 261 0 1 2 611
Eigen-Analysis for High-Dimensional Time Series Clustering 1 1 1 24 1 2 5 34
Empirical comparisons in short-term interest rate models using nonparametric methods 0 0 0 35 0 1 2 124
Error-in-Variables Jump Regression Using Local Clustering 0 0 1 32 1 2 8 73
Estimating Smooth Structural Change in Cointegration Models 0 0 0 67 0 0 3 146
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 1 2 3 209
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 1 2 20 2 3 6 38
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 4 11 0 3 15 26
Estimation and Inference for Three-Dimensional Panel Data Models 1 2 2 22 2 6 8 27
Estimation and Inference for Three-Dimensional Panel Data Models 1 1 2 2 2 3 7 7
Estimation and Inference for a Class of Generalized Hierarchical Models 1 1 2 2 1 1 17 17
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 19 0 0 7 55
Estimation and Testing for High-Dimensional Near Unit Root Time Series 0 0 0 44 2 4 5 92
Estimation and inference in semiparametric quantile factor models 1 1 1 77 2 2 2 139
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 0 115 0 1 3 357
Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models 0 0 0 110 1 3 5 224
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 1 1 127 1 5 6 326
Estimation in Semiparametric Time Series Regression 0 0 0 68 1 3 5 119
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 3 3 3 143
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 0 2 4 128
Estimation in Threshold Autoregressive Models with Nonstationarity 0 0 0 50 0 0 1 138
Estimation in semiparametric quantile factor models 0 0 0 27 0 1 3 54
Estimation in semiparametric spatial regression 0 0 0 17 0 1 1 77
Estimation in semiparametric spatial regression 0 0 0 28 2 2 4 95
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 98 1 1 4 162
Estimation of Cross-Sectional Dependence in Large Panels 0 0 0 50 2 3 4 53
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 3 19 0 2 6 34
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 1 1 3 13 2 3 7 25
Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach 0 0 0 38 1 3 3 102
Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation 0 0 0 50 3 3 4 120
Expansion of Lévy Process Functionals and Its Application in Statistical Estimation 0 1 1 34 2 4 5 101
Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 0 35 2 3 6 79
Functional Coefficient Nonstationary Regression 0 0 0 114 0 2 3 194
Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration 0 0 1 139 1 2 7 289
GMM Estimation for High-Dimensional Panel Data Models 0 0 0 34 1 2 3 45
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 1 35 2 3 7 80
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 0 1 2 93
Hermite Series Estimation in Nonlinear Cointegrating Models 0 0 0 103 2 4 7 138
Heterogeneous panel data models with cross-sectional dependence 0 0 0 109 0 0 1 231
High Dimensional Correlation Matrices: CLT and Its Applications 0 0 0 82 0 1 1 147
High Dimensional Semiparametric Moment Restriction Models 0 1 1 17 1 3 3 68
High dimensional semiparametric moment restriction models 0 0 0 27 5 5 6 64
High dimensional semiparametric moment restriction models 0 0 0 54 12 12 15 136
High dimensional semiparametric moment restriction models 0 0 0 2 1 2 3 38
Higher-order Expansions and Inference for Panel Data Models 0 2 2 46 3 8 15 96
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 0 2 3 3
Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models 0 0 0 119 1 1 2 247
Identification, Estimation and Specification in a Class of Semiparametic Time Series Models 0 0 0 92 0 0 4 172
Independence Test for High Dimensional Random Vectors 0 0 0 34 1 1 4 83
Inference on Nonstationary Time Series with Moving Mean 0 0 0 103 0 0 2 114
Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends 0 0 0 52 2 7 12 83
Inference on a semiparametric model with global power law and local nonparametric trends 0 0 0 4 1 1 2 34
Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China 0 0 0 40 1 1 1 67
Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China 0 0 0 48 2 2 3 93
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 0 59 1 2 2 104
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 0 2 5 112
Local logit regression for recovery rate 0 0 0 41 1 1 4 113
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 1 1 6 6 3 6 23 23
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 0 0 3 34 0 3 13 38
Model Averaging for Time-Varying Vector Autoregressions 1 1 15 15 2 5 27 27
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 0 0 1 408
Model Specification between Parametric and Nonparametric Cointegration 0 0 0 75 1 4 5 153
Modeling long-range dependent Gaussian processes with application in continuous-time financial models 0 0 0 32 0 3 4 138
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 1 2 4 67
Most Powerful Test against High Dimensional Free Alternatives 0 0 0 56 0 1 5 159
Multi-Level Panel Data Models: Estimation and Empirical Analysis 0 1 1 63 5 10 14 81
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 31 0 0 1 65
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 74 2 3 3 105
Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice 0 0 0 12 1 3 5 30
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 1 2 99 0 3 7 189
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 0 1 1 143
Nonlinear time series: semiparametric and nonparametric methods 0 0 2 139 5 6 11 480
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 1 137 1 1 2 304
Nonparametric Estimation and Testing for Time-Varying VAR Models 1 2 3 67 4 6 14 137
Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness 0 0 3 89 1 2 11 188
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 60 2 5 6 114
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 1 7 2 4 7 36
Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model 0 0 0 55 2 2 3 125
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 2 2 4 97
Nonparametric Predictive Regressions for Stock Return Prediction 1 1 3 129 3 5 11 137
Nonparametric Regression Approach to Bayesian Estimation 0 0 1 111 1 1 4 210
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 0 0 0 41 0 1 1 116
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 0 171 0 3 7 414
Nonparametric and semiparametric regression model selection 1 1 2 47 2 4 6 156
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia 1 1 1 35 2 3 5 54
On Income and Price Elasticities for Energy Demand: A Panel Data Study 0 1 1 26 5 6 7 91
On Time Trend of COVID-19: A Panel Data Study 0 0 0 87 3 3 3 333
On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis 1 1 4 258 1 5 11 113
On endogeneity and shape invariance in extended partially linear single index models 0 0 0 34 0 1 2 54
Orthogonal Expansion of Levy Process Functionals: Theory and Practice 0 0 0 49 2 3 6 103
Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity 0 0 0 64 0 0 2 84
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 1 14 14 3 6 20 20
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 0 0 0 43 0 0 2 25
Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity 0 0 0 114 3 3 3 177
Partially linear models 1 1 5 276 3 7 20 817
Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach 0 0 0 7 0 3 6 23
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 1 26 0 1 6 37
Recursive estimation in large panel data models: Theory and practice 0 1 1 89 1 2 5 206
Regime switching in the presence of endogeneity 0 0 1 42 1 1 4 67
Regime switching panel data models with interative fixed effects 0 0 0 90 1 2 4 256
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 0 7 22 1 4 28 57
Robust Inference for High Dimensional Panel Data Models 1 1 4 4 1 3 11 11
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 1 1 2 17 2 4 9 26
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 0 1 5 0 1 5 14
Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach 0 0 0 34 0 0 1 89
Semiparametric Estimation in Multivariate Nonstationary Time Series Models 0 0 0 84 0 0 1 211
Semiparametric Estimation in Simultaneous Equations of Time Series Models 0 0 0 61 2 3 4 124
Semiparametric Estimation in Time Series of Simultaneous Equations 0 0 0 71 0 2 2 169
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 10 1 1 1 103
Semiparametric Localized Bandwidth Selection in Kernel Density Estimation 0 0 0 54 0 0 0 123
Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review 1 1 1 71 2 3 3 193
Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence 0 1 1 119 1 2 4 322
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 2 4 4 108
Semiparametric Single-Index Estimation for Average Treatment Effects 0 0 0 10 1 2 4 21
Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence 0 0 0 124 1 2 6 208
Semiparametric Single-index Predictive Regression 0 0 0 27 1 2 4 69
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 22 2 2 4 46
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 19 1 1 5 55
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 3 3 3 208
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 3 3 6 171
Semiparametric penalty function method in partially linear model selection 1 1 1 38 1 1 2 150
Semiparametric spatial regression: theory and practice 0 0 0 26 0 1 3 100
Series estimation for single-index models under constraints 0 0 0 60 0 1 3 101
Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models 0 0 0 70 2 2 4 247
Smoothing the Nonsmoothness 1 1 1 7 1 1 3 19
Solving Replication Problems in Complete Market by Orthogonal Series Expansion 0 0 0 23 0 1 2 115
Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models 0 0 0 32 2 3 6 118
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 27 1 2 3 55
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 94 2 3 4 210
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 1 1 3 95
Specification Testing in Nonstationary Time Series Models 0 0 0 73 2 2 2 146
Specification Testing in Structural Nonparametric Cointegration 0 0 0 108 0 1 2 171
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 1 1 3 101
Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices 0 1 1 34 0 2 3 59
Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency 0 0 0 7 0 2 2 45
Testing Independence for a Large Number of High Dimensional Random Vectors 0 0 0 63 0 1 2 159
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 1 106 0 1 2 169
Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors 0 0 0 20 0 0 5 51
Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors 0 0 0 34 1 2 3 49
Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects 0 0 2 103 1 5 26 305
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 0 4 96 1 4 15 173
Time-Varying Multivariate Causal Processes 0 0 0 70 0 1 6 68
Time-Varying Panel Data Models with an Additive Factor Structure 0 0 5 49 1 3 12 86
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 3 19 1 1 11 58
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 0 6 3 6 10 17
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 2 5 5 119
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 3 3 5 112
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 3 3 4 92
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 0 1 1 90
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 0 2 2 99
Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index 0 0 0 62 0 1 5 112
Varying-coefficient panel data models with partially observed factor structure 0 0 1 112 1 3 10 211
Total Working Papers 22 40 152 10,659 243 460 1,028 24,121
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 1 80
A New Class of Bivariate Threshold Cointegration Models 0 0 0 1 2 2 3 23
A central limit theorem for a random quadratic form of strictly stationary processes 0 0 0 20 1 1 1 73
A frequentist approach to Bayesian asymptotics 0 0 0 3 0 0 2 32
A misspecification test for multiplicative error models of non-negative time series processes 0 0 1 15 0 1 4 94
A panel data model of length of stay in hospitals for hip replacements 0 0 0 7 1 1 4 18
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 1 1 2 38
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks 0 1 2 44 5 12 16 184
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 2 3 3 100
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES 0 0 0 0 4 4 4 4
An adaptive empirical likelihood test for parametric time series regression models 0 0 0 31 2 2 4 124
An integrated panel data approach to modelling economic growth 0 0 1 7 2 7 11 35
Asymptotic normality of pseudo-LS estimator for partly linear autoregression models 0 0 1 25 0 0 3 95
Bandwidth Selection in Nonparametric Kernel Testing 0 0 1 53 0 1 3 105
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 2 10 0 0 5 38
Binary response models for heterogeneous panel data with interactive fixed effects 1 1 2 3 3 6 10 16
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 1 1 1 1 3 16
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 1 3 18
Comments on: Some recent theory for autoregressive count time series 0 0 0 4 0 2 3 22
Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns 0 1 1 9 1 2 3 37
Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information 0 0 0 51 0 0 0 153
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 1 91 1 2 7 262
Econometric modelling in finance and risk management: An overview 0 0 0 78 3 4 8 219
Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods 0 0 0 88 1 4 5 233
Estimating smooth structural change in cointegration models 0 0 0 23 2 6 9 95
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 2 2 4 10
Estimation and inference in semiparametric quantile factor models 0 0 2 14 2 2 4 51
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 2 5 5 152
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 4 5 8 95
Estimation in a semiparametric panel data model with nonstationarity 0 0 0 4 0 0 1 12
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 89 0 0 4 281
Estimation of technical change and price elasticities: a categorical time–varying coefficient approach 0 0 0 6 0 3 5 58
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 1 1 5 6 3 6 16 18
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression 0 0 0 3 1 2 3 12
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 0 0 2 4 6 9
GMM estimation for high-dimensional panel data models 0 1 6 6 2 5 16 16
Global temperatures and greenhouse gases: A common features approach 0 0 0 4 1 3 6 17
High dimensional correlation matrices: the central limit theorem and its applications 0 0 0 12 0 3 4 49
High dimensional semiparametric moment restriction models 0 0 0 1 3 4 6 11
Higher-Order Expansions and Inference for Panel Data Models 0 0 3 3 1 2 7 7
INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS 0 0 0 6 1 3 4 37
INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN 0 0 0 14 0 1 2 53
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 0 0 11 4 4 6 47
Local Linear M‐estimation in non‐parametric spatial regression 0 0 0 57 0 1 3 147
Local logit regression for loan recovery rate 0 0 2 11 0 1 7 36
Model Specification Tests in Nonparametric Stochastic Regression Models 0 0 1 18 1 4 5 57
Modelling and managing financial risk: An overview 0 0 1 6 1 3 7 64
Moment inequalities for spatial processes 0 0 0 35 0 2 2 74
Most powerful test against a sequence of high dimensional local alternatives 0 0 0 0 1 2 2 10
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 29 1 2 2 97
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 1 2 18 2 7 11 74
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 0 0 2 150
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 4 0 1 2 16
Nonparametric predictive regression for stock return prediction 0 1 1 1 2 3 3 3
Nonparametric simultaneous testing for structural breaks 0 0 0 93 0 1 3 254
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 0 129 3 5 7 368
On endogeneity and shape invariance in extended partially linear single index models 0 0 0 3 1 4 5 18
On income and price elasticities for energy demand: A panel data study 1 7 8 14 12 28 43 67
Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency 0 0 0 0 1 1 2 6
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation 0 0 0 0 2 4 7 7
Recursive estimation in large panel data models: Theory and practice 0 0 1 14 1 1 6 43
Regime switching panel data models with interactive fixed effects 0 1 3 14 1 3 8 55
SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION 0 0 0 25 0 0 1 71
SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY 0 0 0 4 1 3 5 26
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 0 0 2 69
Semi-parametric single-index predictive regression models with cointegrated regressors 0 0 1 3 0 3 4 11
Semiparametric Autoregressive Conditional Duration Model: Theory and Practice 0 0 0 10 1 3 4 53
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 0 1 2 6 19
Semiparametric estimation and testing of the trend of temperature series 0 0 0 67 1 1 6 291
Semiparametric estimation in triangular system equations with nonstationarity 0 0 0 25 1 2 4 122
Semiparametric methods in nonlinear time series analysis: a selective review 0 0 0 3 1 1 4 49
Semiparametric non‐linear time series model selection 0 0 0 52 0 0 0 125
Semiparametric single-index estimation for average treatment effects 1 1 1 1 3 5 5 5
Semiparametric single-index panel data models with cross-sectional dependence 0 0 1 26 1 2 7 111
Semiparametric trending panel data models with cross-sectional dependence 0 0 1 107 0 1 5 290
Solving replication problems in a complete market by orthogonal series expansion 0 0 0 18 2 2 5 98
Specification testing for nonlinear multivariate cointegrating regressions 0 0 0 11 2 3 5 48
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 1 2 4 131
Specification testing in nonstationary time series models 0 0 0 23 0 1 2 65
Statistical Inference in Single-Index and Partially Nonlinear Models 0 0 0 30 0 0 0 81
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency 0 0 0 7 0 0 1 38
Testing Independence Among a Large Number of High-Dimensional Random Vectors 0 0 0 10 0 3 3 44
The laws of the iterated logarithm of some estimates in partly linear models 0 0 0 24 1 2 3 93
Time-varying multivariate causal processes 0 1 2 3 1 3 9 11
Time-varying vector error-correction models: Estimation and inference 1 2 2 2 5 15 15 15
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 1 1 23 1 2 7 63
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 1 1 8 1 2 3 50
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 0 1 1 40
Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure 0 0 0 5 0 0 3 26
Total Journal Articles 5 21 58 1,915 114 249 465 6,640

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 2 3 8 8
Nonlinear Trending Time Series:Theory and Practice 0 0 8 8 1 3 15 15
Total Books 0 0 8 8 3 6 23 23

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 1 2 5 1 2 3 11
Specification Testing in Parametric Trending Models with Unknown Errors 0 0 0 1 1 1 1 20
The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries 0 0 2 17 1 1 4 37
Trending Time Series Models 0 0 1 1 0 1 4 5
Total Chapters 0 1 5 24 3 5 12 73

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