Items where authors include "Gao, Jiti"

Article

Li, Degui orcid.org/0000-0001-6802-308X, Phillips, Peter C. B. and Gao, Jiti (2020) Kernel-Based Inference in Time-Varying Coefficient Cointegrating Regression. Journal of Econometrics. pp. 607-632. ISSN 0304-4076

Xiangjin B., Chen,, Gao, Jiti, Li, Degui orcid.org/0000-0001-6802-308X et al. (1 more author) (2018) Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models. Journal of Business and Economic Statistics. pp. 1-13. ISSN 0735-0015

Phillips, Peter C. B., Li, Degui orcid.org/0000-0001-6802-308X and Gao, Jiti (2017) Estimating Smooth Structural Change in Cointegration Models. Journal of Econometrics. pp. 180-195. ISSN 0304-4076

Li, Degui orcid.org/0000-0001-6802-308X, Phillips, Peter C. B. and Gao, Jiti (2016) Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression. Econometric Theory. pp. 655-685. ISSN 0266-4666

Li, Degui orcid.org/0000-0001-6802-308X, Tjostheim, Dag and Gao, Jiti (2016) Estimation in Nonlinear Regression with Harris Recurrent Markov Chains. Annals of Statistics. pp. 1957-1987. ISSN 0090-5364