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 1 78 1 13 14 188
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 1 2 2 58 4 11 19 249
A Computational Implementation of GMM 0 0 0 70 1 3 7 160
A Frequency Approach to Bayesian Asymptotics 0 0 0 89 0 3 7 144
A Localised Neural network with Dependent Data: Estimation and Inference 0 1 5 6 0 8 14 20
A Near Unit Root Test for High-Dimensional Nonstationary Time Series 0 0 0 28 1 4 4 47
A New Class of Bivariate Threshold Cointegration Models 0 0 0 71 3 9 13 137
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 0 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 1 8 9 46
A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries 0 0 1 60 2 7 14 113
A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks 0 0 0 130 5 18 23 255
A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public 0 0 0 34 0 3 8 83
A simple nonlinear predictive model for stock returns 0 0 0 98 1 6 8 153
A test for model specification of diffusion processes 0 0 0 22 4 10 12 143
An Improved Nonparametric Unit-Root Test 0 0 0 114 5 8 8 202
An Integrated Panel Data Approach to Modelling Economic Growth 2 2 3 46 2 5 11 79
Another Look at Single-Index Models Based on Series Estimation 0 0 1 49 2 6 10 87
Asymptotic theory for partly linear models 0 0 1 27 0 4 9 87
Asymptotics for Time-Varying Vector MA(∞) Processes 1 1 2 68 1 4 13 94
Bandwidth Selection in Nonparametric Kernel Testing 0 0 0 74 0 3 9 178
Bandwidth selection for nonparametric kernel testing 0 0 0 136 0 3 6 368
Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models 0 0 0 104 1 9 15 328
Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models 0 0 0 66 1 6 10 150
Bayesian Indirect Inference and the ABC of GMM 0 0 1 104 0 4 8 222
Bayesian estimation based on summary statistics: Double asymptotics and practice 0 0 0 60 1 6 11 106
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 0 0 1 38 1 4 7 69
CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence 0 0 0 64 1 4 8 98
CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series 0 0 0 61 0 4 6 106
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 1 5 6 274
Cross-sectional Independence Test for a Class of Parametric Panel Data Models 0 0 0 60 0 2 3 104
Does Climate Sensitivity Differ Across Regions? 0 0 0 16 0 3 5 38
Econometric Time Series Specification Testing in a Class of Multiplicative Error Models 0 0 0 73 0 6 8 169
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 7 12 18 155
Econometric modelling in finance and risk management: An overview 0 0 0 261 0 2 4 613
Eigen-Analysis for High-Dimensional Time Series Clustering 0 1 2 25 0 7 10 41
Empirical comparisons in short-term interest rate models using nonparametric methods 0 0 0 35 1 5 7 129
Error-in-Variables Jump Regression Using Local Clustering 0 0 1 32 1 3 7 76
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 1 5 8 214
Estimating Smooth Structural Change in Cointegration Models 0 0 0 67 1 7 8 153
Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach 0 0 1 20 2 10 14 48
Estimation and Inference based on Summary Statistics for State Space Models 24 24 24 24 4 10 10 10
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 2 22 3 5 12 32
Estimation and Inference for Three-Dimensional Panel Data Models 0 0 2 2 1 8 14 15
Estimation and Inference for Three-Dimensional Panel Data Models 1 1 2 12 3 4 12 30
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 0 19 0 1 4 56
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 2 0 3 7 20
Estimation and Testing for High-Dimensional Near Unit Root Time Series 0 0 0 44 0 2 7 94
Estimation and inference in semiparametric quantile factor models 0 0 1 77 0 4 6 143
Estimation and model specification testing in nonparametric and semiparametric econometric models 0 0 0 115 3 10 12 367
Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models 0 0 0 110 0 2 6 226
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 1 127 3 6 11 332
Estimation in Semiparametric Time Series Regression 0 0 0 68 2 6 10 125
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 1 2 6 130
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 2 3 140
Estimation in semiparametric quantile factor models 0 0 0 27 2 3 5 57
Estimation in semiparametric spatial regression 0 0 0 17 0 6 7 83
Estimation in semiparametric spatial regression 0 0 0 28 0 5 8 100
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 98 0 5 9 167
Estimation of Cross-Sectional Dependence in Large Panels 0 0 0 50 1 8 11 61
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects 0 0 2 19 3 8 13 42
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 0 0 3 13 6 12 18 37
Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach 0 0 0 38 0 7 10 109
Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation 0 0 0 50 0 4 7 124
Expansion of Lévy Process Functionals and Its Application in Statistical Estimation 0 0 1 34 0 11 15 112
Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors 0 0 0 35 0 6 12 85
Functional Coefficient Nonstationary Regression 0 0 0 114 0 3 6 197
Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration 0 0 0 139 2 4 9 293
GMM Estimation for High-Dimensional Panel Data Models 0 0 0 34 0 5 7 50
Global Temperatures and Greenhouse Gases: A Common Features Approach 0 0 0 35 2 7 12 87
Global temperatures and greenhouse gases - a common features approach 0 0 0 0 0 8 9 101
Hermite Series Estimation in Nonlinear Cointegrating Models 0 0 0 103 1 5 12 143
Heterogeneous panel data models with cross-sectional dependence 0 0 0 109 4 13 14 244
High Dimensional Correlation Matrices: CLT and Its Applications 0 0 0 82 0 5 6 152
High Dimensional Semiparametric Moment Restriction Models 0 0 1 17 0 6 9 74
High dimensional semiparametric moment restriction models 0 0 0 27 0 11 17 75
High dimensional semiparametric moment restriction models 0 0 0 54 0 45 58 181
High dimensional semiparametric moment restriction models 0 0 0 2 0 9 12 47
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 0 4 7 7
Higher-order Expansions and Inference for Panel Data Models 0 0 2 46 1 6 16 102
Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models 0 0 0 119 1 5 6 252
Identification, Estimation and Specification in a Class of Semiparametic Time Series Models 0 0 0 92 5 9 11 181
Independence Test for High Dimensional Random Vectors 0 0 0 34 0 3 7 86
Inference for High-Dimensional Local Projection 0 0 0 0 0 0 0 0
Inference on Nonstationary Time Series with Moving Mean 0 0 0 103 0 4 5 118
Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends 0 0 0 52 0 3 13 86
Inference on a semiparametric model with global power law and local nonparametric trends 0 0 0 4 0 4 5 38
Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China 0 0 0 40 1 8 9 75
Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China 0 0 0 48 0 3 5 96
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 0 59 3 8 10 112
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 0 3 7 115
Local logit regression for recovery rate 0 0 0 41 0 2 5 115
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 0 0 2 6 0 10 19 33
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy 0 0 1 34 0 4 11 42
Model Averaging for Time-Varying Vector Autoregressions 0 0 6 15 0 8 23 35
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models 0 0 0 20 0 5 6 413
Model Specification between Parametric and Nonparametric Cointegration 0 0 0 75 0 8 12 161
Modeling long-range dependent Gaussian processes with application in continuous-time financial models 0 0 0 32 0 1 4 139
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 4 10 13 77
Most Powerful Test against High Dimensional Free Alternatives 0 0 0 56 0 4 6 163
Multi-Level Panel Data Models: Estimation and Empirical Analysis 0 4 5 67 0 11 24 92
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 74 0 3 6 108
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction 0 0 0 31 1 7 7 72
Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice 0 0 0 12 0 3 8 33
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 2 99 1 4 10 193
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 0 3 4 146
Nonlinear time series: semiparametric and nonparametric methods 0 1 3 140 4 16 24 496
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 1 137 1 5 7 309
Nonparametric Estimation and Testing for Time-Varying VAR Models 1 1 4 68 3 9 23 146
Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness 0 0 3 89 0 8 17 196
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 7 2 8 13 44
Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia 0 0 0 60 1 5 10 119
Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model 0 0 0 55 0 5 8 130
Nonparametric Localized Bandwidth Selection for Kernel Density Estimation 0 0 0 52 8 14 17 111
Nonparametric Predictive Regressions for Stock Return Prediction 0 0 2 129 0 10 20 147
Nonparametric Regression Approach to Bayesian Estimation 0 0 0 111 1 4 7 214
Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity 0 1 1 42 0 5 6 121
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 0 171 0 3 9 417
Nonparametric and semiparametric regression model selection 0 0 1 47 2 23 28 179
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia 0 0 1 35 2 13 16 67
On Income and Price Elasticities for Energy Demand: A Panel Data Study 0 0 1 26 0 3 9 94
On Time Trend of COVID-19: A Panel Data Study 0 0 0 87 0 2 5 335
On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis 0 0 3 258 0 9 19 122
On endogeneity and shape invariance in extended partially linear single index models 0 0 0 34 1 6 7 60
Orthogonal Expansion of Levy Process Functionals: Theory and Practice 0 0 0 49 0 5 10 108
Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity 0 0 0 64 0 1 3 85
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 5 14 2 4 20 24
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 0 0 2 6 6 6
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 2 2 2 45 8 15 16 40
Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity 0 0 0 114 5 12 15 189
Partially linear models 0 0 3 276 1 6 19 823
Predicting an Ice-free Arctic using a Nonlinear Endogenous Co-trending Regression Model 0 0 0 0 1 5 5 5
Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach 0 0 0 7 0 5 11 28
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation 0 0 1 26 1 5 8 42
Recursive estimation in large panel data models: Theory and practice 0 0 1 89 2 8 11 214
Regime switching in the presence of endogeneity 0 0 0 42 0 5 6 72
Regime switching panel data models with interative fixed effects 0 0 0 90 0 2 6 258
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 0 5 22 1 4 25 61
Robust Inference for High Dimensional Panel Data Models 0 1 3 5 0 6 14 17
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 0 0 5 3 17 21 31
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models 0 0 2 17 0 3 10 29
Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach 0 0 0 34 1 3 3 92
Semiparametric Estimation in Multivariate Nonstationary Time Series Models 0 0 0 84 1 16 17 227
Semiparametric Estimation in Simultaneous Equations of Time Series Models 0 0 0 61 0 2 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 4 7 8 110
Semiparametric Localized Bandwidth Selection in Kernel Density Estimation 0 0 0 54 0 2 2 125
Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review 0 0 1 71 6 9 12 202
Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence 0 0 1 119 1 8 11 330
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 0 5 9 113
Semiparametric Single-Index Estimation for Average Treatment Effects 0 0 0 10 1 5 7 26
Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence 0 0 0 124 0 2 6 210
Semiparametric Single-index Predictive Regression 0 0 0 27 3 7 10 76
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 22 8 13 17 59
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 19 2 5 10 60
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 2 6 9 214
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 3 6 12 177
Semiparametric penalty function method in partially linear model selection 0 0 1 38 1 17 19 167
Semiparametric spatial regression: theory and practice 0 0 0 26 2 6 9 106
Series estimation for single-index models under constraints 0 0 0 60 2 6 7 107
Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models 0 0 0 70 1 3 7 250
Smoothing the Nonsmoothness 0 0 1 7 0 1 3 20
Solving Replication Problems in Complete Market by Orthogonal Series Expansion 0 0 0 23 1 6 7 121
Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models 0 0 0 32 0 2 8 120
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 94 1 3 7 213
Specification Testing for Nonlinear Multivariate Cointegrating Regressions 0 0 0 27 0 5 8 60
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 2 4 5 99
Specification Testing in Nonstationary Time Series Models 0 0 0 73 2 12 14 158
Specification Testing in Structural Nonparametric Cointegration 0 0 0 108 1 4 5 175
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 1 5 8 106
Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices 0 0 1 34 0 2 4 61
Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency 0 0 0 7 1 9 11 54
Testing Independence for a Large Number of High Dimensional Random Vectors 0 0 0 63 0 3 4 162
Testing for a Structural Break in Dynamic Panel Data Models with Common Factors 0 0 0 106 0 2 3 171
Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors 0 0 0 20 1 8 13 59
Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors 0 0 0 34 0 7 10 56
Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects 0 0 1 103 1 11 23 316
Time-Varying Generalized Network Autoregressions 36 36 36 36 7 10 10 10
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 0 4 96 0 5 16 178
Time-Varying Multivariate Causal Processes 0 0 0 70 1 6 9 74
Time-Varying Panel Data Models with an Additive Factor Structure 0 0 3 49 3 8 15 94
Time-Varying Vector Error-Correction Models: Estimation and Inference 1 1 4 20 4 10 20 68
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 0 6 0 3 12 20
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 1 3 7 95
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 0 6 11 125
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 5 13 16 125
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 1 4 6 103
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 1 7 8 97
Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index 0 0 0 62 0 6 9 118
Varying-coefficient panel data models with partially observed factor structure 0 0 1 112 3 7 16 218
Total Working Papers 69 80 176 10,739 236 1,210 1,980 25,331
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 6 7 86
A New Class of Bivariate Threshold Cointegration Models 0 0 0 1 1 3 6 26
A central limit theorem for a random quadratic form of strictly stationary processes 0 0 0 20 1 7 8 80
A frequentist approach to Bayesian asymptotics 0 0 0 3 0 2 4 34
A misspecification test for multiplicative error models of non-negative time series processes 0 0 0 15 0 6 9 100
A panel data model of length of stay in hospitals for hip replacements 0 0 0 7 0 2 4 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 1 4 6 42
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks 0 0 1 44 0 9 24 193
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 0 11 14 111
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES 0 1 1 1 2 12 16 16
An adaptive empirical likelihood test for parametric time series regression models 0 0 0 31 0 2 6 126
An integrated panel data approach to modelling economic growth 0 1 1 8 1 7 17 42
Asymptotic normality of pseudo-LS estimator for partly linear autoregression models 0 0 0 25 1 6 6 101
Bandwidth Selection in Nonparametric Kernel Testing 0 0 1 53 0 4 7 109
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 1 10 0 5 8 43
Binary response models for heterogeneous panel data with interactive fixed effects 0 0 2 3 1 8 16 24
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 1 1 0 4 6 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 1 4 19
Comments on: Some recent theory for autoregressive count time series 0 0 0 4 1 5 8 27
Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns 0 1 2 10 2 5 7 42
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach 0 0 0 0 1 1 1 1
Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information 0 0 0 51 0 1 1 154
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 1 91 1 4 10 266
Econometric modelling in finance and risk management: An overview 0 0 0 78 1 3 11 222
Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods 0 0 0 88 1 2 7 235
Estimating smooth structural change in cointegration models 0 0 0 23 0 6 15 101
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 2 3 10 14 20
Estimation and inference in semiparametric quantile factor models 0 0 1 14 0 7 10 58
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 3 6 11 158
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 3 7 15 102
Estimation in a semiparametric panel data model with nonstationarity 0 0 0 4 0 3 3 15
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 89 2 7 10 288
Estimation of technical change and price elasticities: a categorical time–varying coefficient approach 0 0 0 6 2 4 7 62
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 0 1 5 7 1 5 18 23
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression 0 0 0 3 1 11 14 23
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors 1 1 1 1 1 3 8 12
GMM estimation for high-dimensional panel data models 0 0 5 6 3 10 23 26
Global temperatures and greenhouse gases: A common features approach 0 0 0 4 1 7 11 24
High dimensional correlation matrices: the central limit theorem and its applications 0 1 1 13 1 5 9 54
High dimensional semiparametric moment restriction models 0 0 0 1 0 14 19 25
Higher-Order Expansions and Inference for Panel Data Models 0 1 2 4 2 6 11 13
INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS 0 0 0 6 3 10 14 47
INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN 0 0 0 14 0 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 1 9 14 56
Local Linear M‐estimation in non‐parametric spatial regression 0 0 0 57 0 3 5 150
Local logit regression for loan recovery rate 0 0 1 11 0 6 9 42
Model Specification Tests in Nonparametric Stochastic Regression Models 0 0 1 18 1 5 10 62
Modelling and managing financial risk: An overview 0 0 1 6 0 5 11 69
Moment inequalities for spatial processes 0 0 0 35 1 8 10 82
Most powerful test against a sequence of high dimensional local alternatives 0 0 0 0 1 4 6 14
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 29 1 6 8 103
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 1 3 19 2 9 19 83
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 0 2 3 152
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 4 1 8 9 24
Nonparametric predictive regression for stock return prediction 0 0 1 1 4 10 13 13
Nonparametric simultaneous testing for structural breaks 0 0 0 93 0 4 7 258
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 0 129 2 8 14 376
On endogeneity and shape invariance in extended partially linear single index models 0 0 0 3 1 6 10 24
On income and price elasticities for energy demand: A panel data study 1 1 9 15 5 16 54 83
Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency 0 0 0 0 0 5 7 11
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation 0 0 0 0 0 2 9 9
Recursive estimation in large panel data models: Theory and practice 0 0 0 14 1 5 9 48
Regime switching panel data models with interactive fixed effects 0 0 3 14 0 8 14 63
SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION 0 0 0 25 2 4 5 75
SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY 0 0 0 4 1 3 8 29
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 0 4 4 73
Semi-parametric single-index predictive regression models with cointegrated regressors 0 0 1 3 1 7 11 18
Semiparametric Autoregressive Conditional Duration Model: Theory and Practice 0 0 0 10 0 7 11 60
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 1 1 1 1 1 4 10 23
Semiparametric estimation and testing of the trend of temperature series 0 0 0 67 1 4 8 295
Semiparametric estimation in triangular system equations with nonstationarity 0 0 0 25 1 9 13 131
Semiparametric methods in nonlinear time series analysis: a selective review 0 0 0 3 2 7 9 56
Semiparametric non‐linear time series model selection 0 0 0 52 1 5 5 130
Semiparametric single-index estimation for average treatment effects 0 0 1 1 1 8 13 13
Semiparametric single-index panel data models with cross-sectional dependence 0 0 0 26 1 8 14 119
Semiparametric trending panel data models with cross-sectional dependence 0 0 0 107 1 3 7 293
Solving replication problems in a complete market by orthogonal series expansion 0 0 0 18 0 5 8 103
Specification testing for nonlinear multivariate cointegrating regressions 0 0 0 11 3 7 12 55
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 1 4 8 135
Specification testing in nonstationary time series models 0 0 0 23 2 6 7 71
Statistical Inference in Single-Index and Partially Nonlinear Models 0 0 0 30 0 3 3 84
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency 0 0 0 7 1 8 9 46
Testing Independence Among a Large Number of High-Dimensional Random Vectors 0 0 0 10 1 3 6 47
The laws of the iterated logarithm of some estimates in partly linear models 0 0 0 24 0 2 4 95
Time-varying multivariate causal processes 0 0 2 3 3 10 18 21
Time-varying vector error-correction models: Estimation and inference 2 3 5 5 5 18 33 33
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 2 3 25 0 7 11 70
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 1 8 1 4 7 54
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 1 4 5 44
Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure 0 1 1 6 0 8 11 34
Total Journal Articles 5 16 60 1,931 93 537 933 7,177

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 14 14
Nonlinear Trending Time Series:Theory and Practice 0 0 4 8 0 2 11 17
Total Books 0 0 4 8 0 8 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 5 13
Specification Testing in Parametric Trending Models with Unknown Errors 0 0 0 1 1 3 4 23
The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries 0 0 2 17 0 5 9 42
Trending Time Series Models 0 0 1 1 1 6 9 11
Total Chapters 0 0 5 24 3 16 27 89

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