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Jiti Gao (高集体), FASSA, Donald Cochrane Chair of BusEco, Professor of Econometrics and Statistics
Jiti Gao (高集体), FASSA, Donald Cochrane Chair of BusEco, Professor of Econometrics and Statistics
Department of Econometrics and Business Statistics, Monash University
Verificeret mail på monash.edu - Startside
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Partially linear models
W Hardie, H Liang, J Gao
Physica-Verlag, Heidelberg, 2000
10132000
Nonlinear Time Series: semiparametric and nonparametric methods
J Gao
CRC Press, 2007
3262007
Non‐parametric time‐varying coefficient panel data models with fixed effects
D Li, J Chen, J Gao
The Econometrics Journal 14 (3), 387-408, 2011
2002011
Bandwidth selection in nonparametric kernel testing
J Gao, I Gijbels
Journal of the American Statistical Association 103 (484), 1584-1594, 2008
1612008
Semiparametric trending panel data models with cross-sectional dependence
J Chen, J Gao, D Li
Journal of Econometrics 171 (1), 71-85, 2012
1382012
A test for model specification of diffusion processes
SX Chen, J Gao, CY Tang
1072008
Asymptotic theory for partly linear models
J Gao
Communications in Statistics-Theory and Methods 24 (8), 1985-2009, 1995
1021995
Estimation in semiparametric spatial regression
J Gao, Z Lu, D Tjøstheim
992006
Specification testing in nonlinear and nonstationary time series autoregression
J Gao, M King, Z Lu, D Tjøstheim
942009
Semiparametric estimation and testing of the trend of temperature series
J Gao, K Hawthorne
The Econometrics Journal 9 (2), 332-355, 2006
922006
Adaptive testing in continuous-time diffusion models
J Gao, M King
Econometric Theory 20 (5), 844-882, 2004
852004
Gaussian 09, Revision A. 03, Gaussian, Inc.: Wallingford
MJ Frisch, GW Trucks, HB Schlegel, GE Scuseria, MA Robb, ...
812016
Gaussian 16
HB Schlegel, GE Scuseria, MA Robb, JR Cheeseman, G Scalmani, ...
Revision C 1, 2016
792016
Nonparametric specification testing for nonlinear time series with nonstationarity
J Gao, M King, Z Lu, D Tjøstheim
Econometric Theory 25 (6), 1869-1892, 2009
772009
High dimensional correlation matrices: The central limit theorem and its applications
J Gao, X Han, G Pan, Y Yang
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2017
672017
Empirical comparisons in short-term interest rate models using nonparametric methods
M Arapis, J Gao
Journal of Financial Econometrics 4 (2), 310-345, 2006
662006
Estimating smooth structural change in cointegration models
PCB Phillips, D Li, J Gao
Journal of Econometrics 196 (1), 180-195, 2017
632017
Estimation for single-index and partially linear single-index integrated models
C Dong, J Gao, D Tjøstheim
632016
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
XB Chen, J Gao, D Li, P Silvapulle
Journal of Business & Economic Statistics 36 (1), 88-100, 2018
622018
Estimation in partially linear single-index panel data models with fixed effects
J Chen, J Gao, D Li
Journal of Business & Economic Statistics 31 (3), 315-330, 2013
582013
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