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Jiti GAO

Personal Details

First Name:Jiti
Middle Name:
Last Name:Gao
Suffix:
RePEc Short-ID:pga362
[This author has chosen not to make the email address public]
http://users.monash.edu/~jgao
Department of Econometrics and Business Statistics Monash University at Caulfield 900 Dandenong Road Caulfield East, Victoria 3145 Australia
61399031675
Terminal Degree:2004 Department of Econometrics and Business Statistics; Monash Business School; Monash University (from RePEc Genealogy)

Affiliation

Department of Econometrics and Business Statistics
Monash Business School
Monash University

Melbourne, Australia
http://business.monash.edu/econometrics-and-business-statistics
RePEc:edi:dxmonau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Guohua Feng & Jiti Gao & Fei Liu & Bin Peng, 2024. "Estimation and Inference for Three-Dimensional Panel Data Models," Papers 2404.08365, arXiv.org, revised Sep 2024.
  2. Jiti Gao & Bin Peng & Yayi Yan, 2024. "Robust Inference for High-Dimensional Panel Data Models," Papers 2405.07420, arXiv.org, revised Aug 2024.
  3. Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2023. "Estimation and Inference for a Class of Generalized Hierarchical Models," Papers 2311.02789, arXiv.org, revised Apr 2024.
  4. Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2023. "Eigen-Analysis for High-Dimensional Time Series Clustering," Monash Econometrics and Business Statistics Working Papers 22/23, Monash University, Department of Econometrics and Business Statistics.
  5. Jiti Gao & Bin Peng & Yayi Yan, 2023. "Time-Varying Vector Error-Correction Models: Estimation and Inference," Papers 2305.17829, arXiv.org.
  6. Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2023. "Smoothing the Nonsmoothness," Papers 2309.16348, arXiv.org.
  7. Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2023. "Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks," Monash Econometrics and Business Statistics Working Papers 21/23, Monash University, Department of Econometrics and Business Statistics.
  8. Heather Anderson & Jiti Gao & Farshid Vahid & Wei Wei & Yang Yang, 2023. "Does Climate Sensitivity Differ Across Regions?," Monash Econometrics and Business Statistics Working Papers 7/23, Monash University, Department of Econometrics and Business Statistics.
  9. Jiti Gao & Fei Liu & Bin Peng & Yanrong Yang, 2023. "Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy," Papers 2306.05593, arXiv.org, revised Jul 2024.
  10. Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng, 2023. "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Papers 2301.06631, arXiv.org.
  11. Heather M. Anderson & Jiti Gao & Guido Turnip & Farshid Vahid & Wei Wei, 2022. "Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach," Monash Econometrics and Business Statistics Working Papers 12/22, Monash University, Department of Econometrics and Business Statistics.
  12. Gao, J. & Linton, O. & Peng, B., 2022. "A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation," Cambridge Working Papers in Economics 2239, Faculty of Economics, University of Cambridge.
  13. Jiti Gao & Bin Peng & Yayi Yan, 2022. "Higher-order Expansions and Inference for Panel Data Models," Papers 2205.00577, arXiv.org, revised Jun 2023.
  14. Guohua Feng & Jiti Gao & Bin Peng, 2022. "Multi-Level Panel Data Models: Estimation and Empirical Analysis," Monash Econometrics and Business Statistics Working Papers 4/22, Monash University, Department of Econometrics and Business Statistics.
  15. Jiti Gao & Bin Peng & Wei Biao Wu & Yayi Yan, 2022. "Time-Varying Multivariate Causal Processes," Papers 2206.00409, arXiv.org.
  16. Jiti Gao & Bin Peng & Yayi Yan, 2022. "Nonparametric Estimation and Testing for Time-Varying VAR Models," Monash Econometrics and Business Statistics Working Papers 3/22, Monash University, Department of Econometrics and Business Statistics.
  17. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022. "Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects," Papers 2208.03632, arXiv.org, revised Apr 2023.
  18. Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "GMM Estimation for High-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers 11/22, Monash University, Department of Econometrics and Business Statistics.
  19. Difang Huang & Jiti Gao & Tatsushi Oka, 2022. "Semiparametric Single-Index Estimation for Average Treatment Effects," Papers 2206.08503, arXiv.org, revised Apr 2024.
  20. Yayi Yan & Jiti Gao & Bin Peng, 2021. "On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis," Monash Econometrics and Business Statistics Working Papers 17/21, Monash University, Department of Econometrics and Business Statistics.
  21. Xuan Liang & Jiti Gao & Xiaodong Gong, 2021. "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," Monash Econometrics and Business Statistics Working Papers 5/21, Monash University, Department of Econometrics and Business Statistics.
  22. Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2021. "Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice," Papers 2111.02023, arXiv.org.
  23. Sium Bodha Hannadige & Jiti Gao & Mervyn J Silvapulle & Param Silvapulle, 2021. "Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors," Monash Econometrics and Business Statistics Working Papers 6/21, Monash University, Department of Econometrics and Business Statistics.
  24. Guohua Feng & Jiti Gao & Bin Peng, 2021. "Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach," Papers 2111.00449, arXiv.org.
  25. Jiti Gao & Bin Peng & Yayi Yan, 2021. "Parameter Stability Testing for Multivariate Dynamic Time-Varying Models," Monash Econometrics and Business Statistics Working Papers 11/21, Monash University, Department of Econometrics and Business Statistics.
  26. Yayi Yan & Jiti Gao & Bin Peng, 2021. "Asymptotics for Time-Varying Vector MA(∞) Processes," Monash Econometrics and Business Statistics Working Papers 22/21, Monash University, Department of Econometrics and Business Statistics.
  27. Bo Zhang & Jiti Gao & Guangming Pan, 2020. "Estimation and Testing for High-Dimensional Near Unit Root Time Series," Monash Econometrics and Business Statistics Working Papers 12/20, Monash University, Department of Econometrics and Business Statistics.
  28. Yayi Yan & Jiti Gao & Bin peng, 2020. "A Class of Time-Varying Vector Moving Average (infinity) Models," Monash Econometrics and Business Statistics Working Papers 39/20, Monash University, Department of Econometrics and Business Statistics.
  29. Fei Liu & Jiti Gao & Yanrong Yang, 2020. "Time-Varying Panel Data Models with an Additive Factor Structure," Monash Econometrics and Business Statistics Working Papers 42/20, Monash University, Department of Econometrics and Business Statistics.
  30. Chaohua Dong & Jiti Gao & Oliver Linton & Bin peng, 2020. "On Time Trend of COVID-19: A Panel Data Study," Monash Econometrics and Business Statistics Working Papers 22/20, Monash University, Department of Econometrics and Business Statistics.
  31. Yayi Yan & Jiti Gao & Bin Peng, 2020. "A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application," Papers 2010.01492, arXiv.org.
  32. Yi He & Sombut Jaidee & Jiti Gao, 2020. "Most Powerful Test against High Dimensional Free Alternatives," Monash Econometrics and Business Statistics Working Papers 13/20, Monash University, Department of Econometrics and Business Statistics.
  33. Jiti Gao & Bin peng & Russell Smyth, 2020. "On Income and Price Elasticities for Energy Demand: A Panel Data Study," Monash Econometrics and Business Statistics Working Papers 28/20, Monash University, Department of Econometrics and Business Statistics.
  34. Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2020. "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Papers 2012.03182, arXiv.org, revised Nov 2021.
  35. Sium Bodha Hannadige & Jiti Gao & Mervyn J. Silvapulle & Param Silvapulle, 2020. "Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors," Monash Econometrics and Business Statistics Working Papers 19/20, Monash University, Department of Econometrics and Business Statistics.
  36. Xuan Liang & Jiti Gao & Xiaodong Gong, 2019. "Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects," Monash Econometrics and Business Statistics Working Papers 26/19, Monash University, Department of Econometrics and Business Statistics.
  37. Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang, 2019. "Estimation of Cross-Sectional Dependence in Large Panels," Papers 1904.06843, arXiv.org.
  38. Weilun Zhou & Jiti Gao & David Harris & Hsein Kew, 2019. "Semiparametric Single-index Predictive Regression," Monash Econometrics and Business Statistics Working Papers 25/19, Monash University, Department of Econometrics and Business Statistics.
  39. Cheng, T. & Gao, J. & Linton, O., 2019. "Nonparametric Predictive Regressions for Stock Return Prediction," Cambridge Working Papers in Economics 1932, Faculty of Economics, University of Cambridge.
  40. Gong, Xiaodong & Gao, Jiti & Liang, Xuan, 2019. "Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China," IZA Discussion Papers 12329, Institute of Labor Economics (IZA).
  41. Fei Liu & Jiti Gao & Yanrong Yang, 2019. "Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness," Monash Econometrics and Business Statistics Working Papers 24/19, Monash University, Department of Econometrics and Business Statistics.
  42. Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers 23/19, Monash University, Department of Econometrics and Business Statistics.
  43. Bo Zhang & Jiti Gao & Guangming Pan, 2019. "A Near Unit Root Test for High-Dimensional Nonstationary Time Series," Monash Econometrics and Business Statistics Working Papers 10/19, Monash University, Department of Econometrics and Business Statistics.
  44. Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie, 2019. "Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone," Monash Econometrics and Business Statistics Working Papers 28/19, Monash University, Department of Econometrics and Business Statistics.
  45. Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2019. "Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices," Monash Econometrics and Business Statistics Working Papers 31/19, Monash University, Department of Econometrics and Business Statistics.
  46. Guohua Feng & Jiti Gao & Bin Peng, 2019. "An Integrated Panel Data Approach to Modelling Economic Growth," Papers 1903.07948, arXiv.org.
  47. Chaohua Dong & Jiti Gao & Bin Peng, 2018. "Varying-coefficient panel data models with partially observed factor structure," Monash Econometrics and Business Statistics Working Papers 1/18, Monash University, Department of Econometrics and Business Statistics.
  48. Chaohua Dong & Jiti Gao & Bin Peng, 2018. "Series estimation for single-index models under constraints," Monash Econometrics and Business Statistics Working Papers 5/18, Monash University, Department of Econometrics and Business Statistics.
  49. Dong, C. & Gao, J. & Linton, O., 2018. "High Dimensional Semiparametric Moment Restriction Models," Cambridge Working Papers in Economics 1881, Faculty of Economics, University of Cambridge.
  50. Tingting Cheng & Jiti Gao & Yayi Yan, 2018. "Regime switching in the presence of endogeneity," Monash Econometrics and Business Statistics Working Papers 9/18, Monash University, Department of Econometrics and Business Statistics.
  51. Tingting Cheng & Jiti Gao & Oliver Linton, 2018. "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," CeMMAP working papers CWP03/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  52. Tingting Cheng & Jiti Gao & Yayi Yan, 2018. "Regime switching panel data models with interative fixed effects," Monash Econometrics and Business Statistics Working Papers 21/18, Monash University, Department of Econometrics and Business Statistics.
  53. Jiti Gao & Oliver Linton & Bin Peng, 2018. "Inference on a semiparametric model with global power law and local nonparametric trends," CeMMAP working papers CWP05/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  54. Isabel Casas & Jiti Gao & Shangyu Xie, 2018. "Modelling time-varying income elasticities of health care expenditure for the OECD," Monash Econometrics and Business Statistics Working Papers 22/18, Monash University, Department of Econometrics and Business Statistics.
  55. Shujie Ma & Oliver Linton & Jiti Gao, 2018. "Estimation in semiparametric quantile factor models," CeMMAP working papers CWP07/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  56. Xiaodong Gong & Jiti Gao & Xuan Liang & Xin Meng, 2018. "Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China," Monash Econometrics and Business Statistics Working Papers 20/18, Monash University, Department of Econometrics and Business Statistics.
  57. Jiti Gao & Namhyun Kim & Patrick W. Saart, 2018. "On endogeneity and shape invariance in extended partially linear single index models," Monash Econometrics and Business Statistics Working Papers 8/18, Monash University, Department of Econometrics and Business Statistics.
  58. Jiti Gao & Kai Xia, 2017. "Heterogeneous panel data models with cross-sectional dependence," Monash Econometrics and Business Statistics Working Papers 16/17, Monash University, Department of Econometrics and Business Statistics.
  59. Degui Li & Peter C.B. Phillips & Jiti Gao, 2017. "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers 2109, Cowles Foundation for Research in Economics, Yale University.
  60. Shujie Ma & Oliver Linton & Jiti Gao, 2017. "Estimation and inference in semiparametric quantile factor models," Monash Econometrics and Business Statistics Working Papers 8/17, Monash University, Department of Econometrics and Business Statistics.
  61. Nithi Sopitpongstorn & Param Silvapulle & Jiti Gao, 2017. "Local logit regression for recovery rate," Monash Econometrics and Business Statistics Working Papers 19/17, Monash University, Department of Econometrics and Business Statistics.
  62. Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao, 2017. "Recursive estimation in large panel data models: Theory and practice," Monash Econometrics and Business Statistics Working Papers 5/17, Monash University, Department of Econometrics and Business Statistics.
  63. Biqing Cai & Jiti Gao, 2017. "A simple nonlinear predictive model for stock returns," Monash Econometrics and Business Statistics Working Papers 18/17, Monash University, Department of Econometrics and Business Statistics.
  64. Degui Li & Peter CB Phillips & Jiti Gao, 2017. "Kernel-based inference in time-varying coefficient models with multiple integrated regressors," Monash Econometrics and Business Statistics Working Papers 11/17, Monash University, Department of Econometrics and Business Statistics.
  65. Tingting Cheng & Jiti Gao & Peter CB Phillips, 2017. "Bayesian estimation based on summary statistics: Double asymptotics and practice," Monash Econometrics and Business Statistics Working Papers 4/17, Monash University, Department of Econometrics and Business Statistics.
  66. Yan Meng & Xueyan Zhao & Xibin Zhang & Jiti Gao, 2017. "A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public," Monash Econometrics and Business Statistics Working Papers 20/17, Monash University, Department of Econometrics and Business Statistics.
  67. Bo Zhang & Guangming Pan & Jiti Gao, 2016. "CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series," Monash Econometrics and Business Statistics Working Papers 11/16, Monash University, Department of Econometrics and Business Statistics.
  68. Tingting Cheng & Jiti Gao & Peter CB Phillips, 2016. "A Frequency Approach to Bayesian Asymptotics," Monash Econometrics and Business Statistics Working Papers 5/16, Monash University, Department of Econometrics and Business Statistics.
  69. Yicheng Kang & Xiaodong Gong & Jiti Gao & Peihua Qiu, 2016. "Error-in-Variables Jump Regression Using Local Clustering," Monash Econometrics and Business Statistics Working Papers 13/16, Monash University, Department of Econometrics and Business Statistics.
  70. Chaohua Dong & Jiti Gao & Bin Peng, 2016. "Another Look at Single-Index Models Based on Series Estimation," Monash Econometrics and Business Statistics Working Papers 19/16, Monash University, Department of Econometrics and Business Statistics.
  71. Tingting Cheng & Jiti Gao & Xibin Zhang, 2016. "Nonparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 7/16, Monash University, Department of Econometrics and Business Statistics.
  72. Guohua Feng & Jiti Gao & Xiaohui Zhang, 2016. "Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach," Monash Econometrics and Business Statistics Working Papers 2/16, Monash University, Department of Econometrics and Business Statistics.
  73. Fengping Tian & Jiti Gao & Ke Yang, 2016. "A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries," Monash Econometrics and Business Statistics Working Papers 20/16, Monash University, Department of Econometrics and Business Statistics.
  74. Jiti Gao & Guangming Pan & Yanrong Yang, 2016. "CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 12/16, Monash University, Department of Econometrics and Business Statistics.
  75. Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016. "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers 1/16, Monash University, Department of Econometrics and Business Statistics.
  76. Tingting Cheng & Jiti Gao & Xibin Zhang, 2015. "Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers 3/15, Monash University, Department of Econometrics and Business Statistics.
  77. Biqing Cai & Chaohua Dong & Jiti Gao, 2015. "Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity," Monash Econometrics and Business Statistics Working Papers 18/15, Monash University, Department of Econometrics and Business Statistics.
  78. Guangming Pan & Jiti Gao & Yanrong Yang & Meihui Guo, 2015. "Cross-sectional Independence Test for a Class of Parametric Panel Data Models," Monash Econometrics and Business Statistics Working Papers 17/15, Monash University, Department of Econometrics and Business Statistics.
  79. Guohua Feng & Jiti Gao & Bin Peng & Xiaohui Zhang, 2015. "A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks," Monash Econometrics and Business Statistics Working Papers 9/15, Monash University, Department of Econometrics and Business Statistics.
  80. Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang, 2015. "Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index," Monash Econometrics and Business Statistics Working Papers 21/15, Monash University, Department of Econometrics and Business Statistics.
  81. Chaohua Dong & Jiti Gao & Bin Peng, 2015. "Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity," Monash Econometrics and Business Statistics Working Papers 7/15, Monash University, Department of Econometrics and Business Statistics.
  82. Biqing Cai & Jiti Gao & Dag Tjostheim, 2015. "A New Class of Bivariate Threshold Cointegration Models," Monash Econometrics and Business Statistics Working Papers 1/15, Monash University, Department of Econometrics and Business Statistics.
  83. Gong, Xiaodong & Gao, Jiti, 2015. "Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia," IZA Discussion Papers 9265, Institute of Labor Economics (IZA).
  84. Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao, 2015. "Testing for a Structural Break in Dynamic Panel Data Models with Common Factors," Monash Econometrics and Business Statistics Working Papers 20/15, Monash University, Department of Econometrics and Business Statistics.
  85. Tingting Cheng & Jiti Gao & Xibin Zhang, 2014. "Semiparametric Localized Bandwidth Selection in Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 14/14, Monash University, Department of Econometrics and Business Statistics.
  86. Jiti Gao & Xiao Han & Guangming Pan & Yanrong Yang, 2014. "High Dimensional Correlation Matrices: CLT and Its Applications," Monash Econometrics and Business Statistics Working Papers 26/14, Monash University, Department of Econometrics and Business Statistics.
  87. Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2014. "Specification Testing in Nonstationary Time Series Models," Discussion Papers 14/19, Department of Economics, University of York.
  88. Chaohua Dong & Jiti Gao, 2014. "Specification Testing in Structural Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers 2/14, Monash University, Department of Econometrics and Business Statistics.
  89. Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2014. "Specification Testing for Nonlinear Multivariate Cointegrating Regressions," Monash Econometrics and Business Statistics Working Papers 8/14, Monash University, Department of Econometrics and Business Statistics.
  90. Jiti Gao & Han Hong, 2014. "A Computational Implementation of GMM," Monash Econometrics and Business Statistics Working Papers 24/14, Monash University, Department of Econometrics and Business Statistics.
  91. Tingting Cheng & Jiti Gao & Xibin Zhang, 2014. "Semiparametric Localized Bandwidth Selection for Kernel Density Estimation," Monash Econometrics and Business Statistics Working Papers 27/14, Monash University, Department of Econometrics and Business Statistics.
  92. Bin Peng & Chaohua Dong & Jiti Gao, 2014. "Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 9/14, Monash University, Department of Econometrics and Business Statistics.
  93. Jia Chen & Jiti Gao, 2014. "Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 15/14, Monash University, Department of Econometrics and Business Statistics.
  94. Jiti Gao & Han Hong, 2014. "Nonparametric Regression Approach to Bayesian Estimation," Monash Econometrics and Business Statistics Working Papers 25/14, Monash University, Department of Econometrics and Business Statistics.
  95. Chaohua Dong & Jiti Gao & Dag Tjostheim, 2014. "Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 7/14, Monash University, Department of Econometrics and Business Statistics.
  96. Patrick W Saart & Jiti Gao & Nam Hyun Kim, 2014. "Econometric Time Series Specification Testing in a Class of Multiplicative Error Models," Monash Econometrics and Business Statistics Working Papers 1/14, Monash University, Department of Econometrics and Business Statistics.
  97. Guangming Pan & Jiti Gao & Yanrong Yang, 2013. "Testing Independence for a Large Number of High Dimensional Random Vectors," Monash Econometrics and Business Statistics Working Papers 9/13, Monash University, Department of Econometrics and Business Statistics.
  98. Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration," Monash Econometrics and Business Statistics Working Papers 16/13, Monash University, Department of Econometrics and Business Statistics.
  99. Degui Li & Peter C.B. Phillips & Jiti Gao, 2013. "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Cowles Foundation Discussion Papers 1929, Cowles Foundation for Research in Economics, Yale University.
  100. Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers 1911, Cowles Foundation for Research in Economics, Yale University.
  101. Peter C.B. Phillips & Degui Li & Jiti Gao, 2013. "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers 1910, Cowles Foundation for Research in Economics, Yale University.
  102. Tingting Cheng & Jiti Gao & Xibin Zhang, 2013. "Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models," Monash Econometrics and Business Statistics Working Papers 7/13, Monash University, Department of Econometrics and Business Statistics.
  103. Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle, 2013. "Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models," Monash Econometrics and Business Statistics Working Papers 21/13, Monash University, Department of Econometrics and Business Statistics.
  104. Biqing Cai & Jiti Gao, 2013. "Hermite Series Estimation in Nonlinear Cointegrating Models," Monash Econometrics and Business Statistics Working Papers 17/13, Monash University, Department of Econometrics and Business Statistics.
  105. Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim, 2013. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," CREATES Research Papers 2013-29, Department of Economics and Business Economics, Aarhus University.
  106. Chaohua Dong & Jiti Gao, 2013. "Orthogonal Expansion of Levy Process Functionals: Theory and Practice," Monash Econometrics and Business Statistics Working Papers 3/13, Monash University, Department of Econometrics and Business Statistics.
  107. Nam H Kim & Patrick W Saart & Jiti Gao, 2013. "Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach," Monash Econometrics and Business Statistics Working Papers 10/13, Monash University, Department of Econometrics and Business Statistics.
  108. Jiti Gao & Peter M. Robinson, 2013. "Inference on Nonstationary Time Series with Moving Mean," Monash Econometrics and Business Statistics Working Papers 15/13, Monash University, Department of Econometrics and Business Statistics.
  109. Jia Chen & Degui Li & Jiti Gao, 2013. "Non- and Semi-Parametric Panel Data Models: A Selective Review," Monash Econometrics and Business Statistics Working Papers 18/13, Monash University, Department of Econometrics and Business Statistics.
  110. Jiti Gao & Maxwell King, 2012. "An Improved Nonparametric Unit-Root Test," Monash Econometrics and Business Statistics Working Papers 16/12, Monash University, Department of Econometrics and Business Statistics.
  111. Jiti Gao & Dag Tjøstheim & Jiying Yin, 2012. "Model Specification between Parametric and Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers 18/12, Monash University, Department of Econometrics and Business Statistics.
  112. Gao, Jiti, 2012. "Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models," MPRA Paper 39256, University Library of Munich, Germany, revised 14 May 2012.
  113. Chaohua Dong & Jiti Gao, 2012. "Solving Replication Problems in Complete Market by Orthogonal Series Expansion," Monash Econometrics and Business Statistics Working Papers 7/12, Monash University, Department of Econometrics and Business Statistics.
  114. Chaohua Dong & Jiti Gao, 2012. "Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 20/12, Monash University, Department of Econometrics and Business Statistics.
  115. Degui Li & Dag Tjøstheim & Jiti Gao, 2012. "Nonlinear Regression with Harris Recurrent Markov Chains," Monash Econometrics and Business Statistics Working Papers 14/12, Monash University, Department of Econometrics and Business Statistics.
  116. G. Pan & J. Gao & Y. Yang & M. Guo, 2012. "Independence Test for High Dimensional Random Vectors," Monash Econometrics and Business Statistics Working Papers 1/12, Monash University, Department of Econometrics and Business Statistics.
  117. Chaohua Dong & Jiti Gao, 2012. "Expansion of Lévy Process Functionals and Its Application in Statistical Estimation," Monash Econometrics and Business Statistics Working Papers 2/12, Monash University, Department of Econometrics and Business Statistics.
  118. Jiti Gao, 2012. "Identification, Estimation and Specification in a Class of Semiparametic Time Series Models," Monash Econometrics and Business Statistics Working Papers 6/12, Monash University, Department of Econometrics and Business Statistics.
  119. Patrick Saart & Jiti Gao, 2012. "Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review," Monash Econometrics and Business Statistics Working Papers 21/12, Monash University, Department of Econometrics and Business Statistics.
  120. Jiti Gao & Peter C.B. Phillips, 2011. "Semiparametric Estimation in Multivariate Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 17/11, Monash University, Department of Econometrics and Business Statistics.
  121. Jiti Gao & Dag Tjøstheim & Jiying Yin, 2011. "Estimation in threshold autoregressive models with a stationary and a unit root regime," Monash Econometrics and Business Statistics Working Papers 21/11, Monash University, Department of Econometrics and Business Statistics.
  122. Jiti Gao & Maxwell King, 2011. "A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors," Monash Econometrics and Business Statistics Working Papers 20/11, Monash University, Department of Econometrics and Business Statistics.
  123. Pipat Wongsaart & Jiti Gao, 2011. "Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model," Monash Econometrics and Business Statistics Working Papers 18/11, Monash University, Department of Econometrics and Business Statistics.
  124. Jia Chen & Jiti Gao & Degui Li, 2011. "Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects," Monash Econometrics and Business Statistics Working Papers 14/11, Monash University, Department of Econometrics and Business Statistics.
  125. Chaohua Dong & Jiti Gao, 2011. "Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation," Monash Econometrics and Business Statistics Working Papers 19/11, Monash University, Department of Econometrics and Business Statistics.
  126. Song Xi Chen & Jiti Gao, 2010. "Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models," School of Economics and Public Policy Working Papers 2010-28, University of Adelaide, School of Economics and Public Policy.
  127. Jiti Gao & Peter C. B. Phillips, 2010. "Semiparametric Estimation in Time Series of Simultaneous Equations," Cowles Foundation Discussion Papers 1769, Cowles Foundation for Research in Economics, Yale University.
  128. Degui Li & Jia Chen & Jiti Gao, 2010. "Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects," School of Economics and Public Policy Working Papers 2010-08, University of Adelaide, School of Economics and Public Policy.
  129. Jiti Gao & Peter C. B. Phillips, 2010. "Semiparametric Estimation in Simultaneous Equations of Time Series Models," School of Economics and Public Policy Working Papers 2010-26, University of Adelaide, School of Economics and Public Policy.
  130. Jia Chen & Jiti Gao & Degui Li, 2010. "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," School of Economics and Public Policy Working Papers 2010-10, University of Adelaide, School of Economics and Public Policy.
  131. Jia Chen & Jiti Gao & Degui Li, 2010. "Estimation in Semiparametric Time Series Regression," School of Economics and Public Policy Working Papers 2010-27, University of Adelaide, School of Economics and Public Policy.
  132. Jia Chen & Jiti Gao & Degui Li, 2010. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," School of Economics and Public Policy Working Papers 2010-09, University of Adelaide, School of Economics and Public Policy.
  133. Jiti Gao & Irene Gijbels, 2009. "Bandwidth Selection in Nonparametric Kernel Testing," School of Economics and Public Policy Working Papers 2009-01, University of Adelaide, School of Economics and Public Policy.
  134. Jia Chen & Jiti Gao & Degui Li, 2009. "Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series," School of Economics and Public Policy Working Papers 2009-02, University of Adelaide, School of Economics and Public Policy.
  135. Jia Chen & Jiti Gao & Degui Li, 2009. "A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model," School of Economics and Public Policy Working Papers 2009-16, University of Adelaide, School of Economics and Public Policy.
  136. Jiti Gao & Qiying Wang & Jiying Yin, 2009. "Specification Testing in Nonlinear Time Series with Long-Range Dependence," School of Economics and Public Policy Working Papers 2009-04, University of Adelaide, School of Economics and Public Policy.
  137. Jiti Gao & Maxwell King & Zudi Lu & Dag Tjøstheim, 2009. "Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity," School of Economics and Public Policy Working Papers 2009-03, University of Adelaide, School of Economics and Public Policy.
  138. Jiti Gao & Dag Tjostheim & Jiying Yin, 2009. "Estimation in Threshold Autoregressive Models with Nonstationarity," School of Economics and Public Policy Working Papers 2009-25, University of Adelaide, School of Economics and Public Policy.
  139. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
  140. Gao, Jiti & Hong, Yongmiao, 2007. "Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing," MPRA Paper 11977, University Library of Munich, Germany, revised Dec 2007.
  141. Casas, Isabel & Gao, Jiti, 2006. "Econometric estimation in long-range dependent volatility models: Theory and practice," MPRA Paper 11981, University Library of Munich, Germany, revised Aug 2007.
  142. Gao, Jiti & Casas, Isabel, 2006. "Specification testing in discretized diffusion models: Theory and practice," MPRA Paper 11980, University Library of Munich, Germany, revised Aug 2007.
  143. Dong, Chaohua & Gao, Jiti & Tong, Howell, 2006. "Semiparametric penalty function method in partially linear model selection," MPRA Paper 11975, University Library of Munich, Germany, revised Aug 2006.
  144. Gao, Jiti & McAleer, Michael & Allen, Dave, 2006. "Econometric modelling in finance and risk management: An overview," MPRA Paper 11978, University Library of Munich, Germany, revised Nov 2007.
  145. Gao, Jiti & Gijbels, Irene, 2005. "Bandwidth selection for nonparametric kernel testing," MPRA Paper 11982, University Library of Munich, Germany, revised Jun 2007.
  146. Chen, Song Xi & Gao, Jiti & Tang, Chenghong, 2005. "A test for model specification of diffusion processes," MPRA Paper 11976, University Library of Munich, Germany, revised Feb 2007.
  147. Arapis, Manuel & Gao, Jiti, 2004. "Empirical comparisons in short-term interest rate models using nonparametric methods," MPRA Paper 11974, University Library of Munich, Germany, revised 23 Dec 2005.
  148. Jiti Gao & Maxwell King, 2004. "Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models," Econometric Society 2004 North American Winter Meetings 225, Econometric Society.
  149. Gao, Jiti & King, Maxwell, 2003. "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper 11989, University Library of Munich, Germany, revised Feb 2006.
  150. Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003. "Estimation in semiparametric spatial regression," MPRA Paper 11971, University Library of Munich, Germany.
  151. Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003. "Semiparametric spatial regression: theory and practice," MPRA Paper 11991, University Library of Munich, Germany, revised Oct 2006.
  152. Gao, Jiti, 2002. "Modeling long-range dependent Gaussian processes with application in continuous-time financial models," MPRA Paper 11973, University Library of Munich, Germany, revised 18 Sep 2003.
  153. Gao, Jiti & Tong, Howell, 2002. "Nonparametric and semiparametric regression model selection," MPRA Paper 11987, University Library of Munich, Germany, revised Feb 2004.
  154. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
  155. Gao, jiti & Anh, vo & Heyde, christopher, 1999. "Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency," MPRA Paper 11972, University Library of Munich, Germany, revised 23 Oct 2001.
  156. Gao, Jiti, 1994. "Asymptotic theory for partly linear models," MPRA Paper 40452, University Library of Munich, Germany, revised 02 Dec 1994.
    repec:qut:dpaper:208k is not listed on IDEAS
    repec:wyi:wpaper:002482 is not listed on IDEAS

Articles

  1. Jiti Gao & Bin Peng & Yayi Yan, 2024. "Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 310-321, January.
  2. Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein, 2024. "Semi-parametric single-index predictive regression models with cointegrated regressors," Journal of Econometrics, Elsevier, vol. 238(1).
  3. Gao, Jiti & Peng, Bin & Wu, Wei Biao & Yan, Yayi, 2024. "Time-varying multivariate causal processes," Journal of Econometrics, Elsevier, vol. 240(1).
  4. Sium Bodha Hannadige & Jiti Gao & Mervyn J. Silvapulle & Param Silvapulle, 2024. "Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 122-134, January.
  5. Gao, Jiti & Liu, Fei & Peng, Bin & Yan, Yayi, 2023. "Binary response models for heterogeneous panel data with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 1654-1679.
  6. He, Yi & Jaidee, Sombut & Gao, Jiti, 2023. "Most powerful test against a sequence of high dimensional local alternatives," Journal of Econometrics, Elsevier, vol. 234(1), pages 151-177.
  7. Anderson, Heather M. & Gao, Jiti & Turnip, Guido & Vahid, Farshid & Wei, Wei, 2023. "Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach," Energy Economics, Elsevier, vol. 125(C).
  8. Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2023. "High dimensional semiparametric moment restriction models," Journal of Econometrics, Elsevier, vol. 232(2), pages 320-345.
  9. Chen, Li & Gao, Jiti & Vahid, Farshid, 2022. "Global temperatures and greenhouse gases: A common features approach," Journal of Econometrics, Elsevier, vol. 230(2), pages 240-254.
  10. Feng, Guohua & Gao, Jiti & Peng, Bin, 2022. "An integrated panel data approach to modelling economic growth," Journal of Econometrics, Elsevier, vol. 228(2), pages 379-397.
  11. Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "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," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 707-708, July.
  12. Xuan Liang & Jiti Gao & Xiaodong Gong, 2022. "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1784-1802, October.
  13. Chaohua Dong & Jiti Gao & Bin Peng, 2021. "Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 700-711, July.
  14. Sopitpongstorn, Nithi & Silvapulle, Param & Gao, Jiti & Fenech, Jean-Pierre, 2021. "Local logit regression for loan recovery rate," Journal of Banking & Finance, Elsevier, vol. 126(C).
  15. Gao, Jiti & Peng, Bin & Smyth, Russell, 2021. "On income and price elasticities for energy demand: A panel data study," Energy Economics, Elsevier, vol. 96(C).
  16. Yan Meng & Jiti Gao & Xibin Zhang & Xueyan Zhao, 2021. "A panel data model of length of stay in hospitals for hip replacements," Econometric Reviews, Taylor & Francis Journals, vol. 40(7), pages 688-707, August.
  17. Ma, Shujie & Linton, Oliver & Gao, Jiti, 2021. "Estimation and inference in semiparametric quantile factor models," Journal of Econometrics, Elsevier, vol. 222(1), pages 295-323.
  18. Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie, 2021. "Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(3), pages 328-345, April.
  19. Jiang, Bin & Yang, Yanrong & Gao, Jiti & Hsiao, Cheng, 2021. "Recursive estimation in large panel data models: Theory and practice," Journal of Econometrics, Elsevier, vol. 224(2), pages 439-465.
  20. Jiti Gao & Namhyun Kim & Patrick W. Saart, 2020. "On endogeneity and shape invariance in extended partially linear single index models," Econometric Reviews, Taylor & Francis Journals, vol. 39(4), pages 415-435, April.
  21. Li, Degui & Phillips, Peter C.B. & Gao, Jiti, 2020. "Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression," Journal of Econometrics, Elsevier, vol. 215(2), pages 607-632.
  22. Gao, Jiti & Linton, Oliver & Peng, Bin, 2020. "Inference On A Semiparametric Model With Global Power Law And Local Nonparametric Trends," Econometric Theory, Cambridge University Press, vol. 36(2), pages 223-249, April.
  23. Chaohua Dong & Jiti Gao, 2019. "Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression," Econometric Reviews, Taylor & Francis Journals, vol. 38(2), pages 125-150, February.
  24. Tingting Cheng & Jiti Gao & Xibin Zhang, 2019. "Nonparametric localized bandwidth selection for Kernel density estimation," Econometric Reviews, Taylor & Francis Journals, vol. 38(7), pages 733-762, August.
  25. Tingting Cheng & Jiti Gao & Xibin Zhang, 2019. "Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 1-12, January.
  26. Chaohua Dong & Jiti Gao & Bin Peng, 2019. "Estimation in a semiparametric panel data model with nonstationarity," Econometric Reviews, Taylor & Francis Journals, vol. 38(8), pages 961-977, September.
  27. Cheng, Tingting & Gao, Jiti & Yan, Yayi, 2019. "Regime switching panel data models with interactive fixed effects," Economics Letters, Elsevier, vol. 177(C), pages 47-51.
  28. Fengping Tian & Jiti Gao & Ke Yang, 2018. "A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries," Health Economics, John Wiley & Sons, Ltd., vol. 27(12), pages 1921-1944, December.
  29. Guohua Feng & Jiti Gao & Xiaohui Zhang, 2018. "Estimation of technical change and price elasticities: a categorical time–varying coefficient approach," Journal of Productivity Analysis, Springer, vol. 50(3), pages 117-138, December.
  30. Dong, Chaohua & Gao, Jiti, 2018. "Specification Testing Driven By Orthogonal Series For Nonlinear Cointegration With Endogeneity," Econometric Theory, Cambridge University Press, vol. 34(4), pages 754-789, August.
  31. Cheng, Tingting & Gao, Jiti & Phillips, Peter C.B., 2018. "A frequentist approach to Bayesian asymptotics," Journal of Econometrics, Elsevier, vol. 206(2), pages 359-378.
  32. Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle, 2018. "Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 88-100, January.
  33. Dong, Chaohua & Gao, Jiti & Tjøstheim, Dag & Yin, Jiying, 2017. "Specification testing for nonlinear multivariate cointegrating regressions," Journal of Econometrics, Elsevier, vol. 200(1), pages 104-117.
  34. Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017. "Estimating smooth structural change in cointegration models," Journal of Econometrics, Elsevier, vol. 196(1), pages 180-195.
  35. Jiti Gao & Xiao Han & Guangming Pan & Yanrong Yang, 2017. "High dimensional correlation matrices: the central limit theorem and its applications," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(3), pages 677-693, June.
  36. Biqing Cai & Jiti Gao & Dag Tjøstheim, 2017. "A New Class of Bivariate Threshold Cointegration Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 288-305, April.
  37. Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui, 2017. "A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks," Journal of Econometrics, Elsevier, vol. 196(1), pages 68-82.
  38. Gao, Jiti & Robinson, Peter M., 2016. "Inference On Nonstationary Time Series With Moving Mean," Econometric Theory, Cambridge University Press, vol. 32(2), pages 431-457, April.
  39. Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016. "Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 32(3), pages 655-685, June.
  40. Gao, Jiti & Kim, Nam Hyun & Saart, Patrick W., 2015. "A misspecification test for multiplicative error models of non-negative time series processes," Journal of Econometrics, Elsevier, vol. 189(2), pages 346-359.
  41. Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag, 2015. "Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series," Econometric Theory, Cambridge University Press, vol. 31(5), pages 911-952, October.
  42. Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2015. "Specification testing in nonstationary time series models," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 117-136, February.
  43. Dong, Chaohua & Gao, Jiti & Peng, Bin, 2015. "Semiparametric single-index panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 188(1), pages 301-312.
  44. Patrick W. Saart & Jiti Gao & David E. Allen, 2015. "Semiparametric Autoregressive Conditional Duration Model: Theory and Practice," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 849-881, December.
  45. Patrick Saart & Jiti Gao & Nam Hyun Kim, 2014. "Semiparametric methods in nonlinear time series analysis: a selective review," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(1), pages 141-169, March.
  46. Guangming Pan & Jiti Gao & Yanrong Yang, 2014. "Testing Independence Among a Large Number of High-Dimensional Random Vectors," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 600-612, June.
  47. Gao, Jiti & Phillips, Peter C.B., 2013. "Semiparametric estimation in triangular system equations with nonstationarity," Journal of Econometrics, Elsevier, vol. 176(1), pages 59-79.
  48. Gao, Jiti & Tjøstheim, Dag & Yin, Jiying, 2013. "Estimation in threshold autoregressive models with a stationary and a unit root regime," Journal of Econometrics, Elsevier, vol. 172(1), pages 1-13.
  49. Dong, Chaohua & Gao, Jiti, 2013. "Solving replication problems in a complete market by orthogonal series expansion," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 306-317.
  50. Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 315-330, July.
  51. Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 928-955, November.
  52. Chen, Jia & Gao, Jiti & Li, Degui, 2012. "A New Diagnostic Test For Cross-Section Uncorrelatedness In Nonparametric Panel Data Models," Econometric Theory, Cambridge University Press, vol. 28(5), pages 1144-1163, October.
  53. Chen, Jia & Gao, Jiti & Li, Degui, 2012. "Semiparametric trending panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 171(1), pages 71-85.
  54. Jiti Gao, 2012. "Comments on: Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 459-463, September.
  55. Degui Li & Jia Chen & Jiti Gao, 2011. "Non‐parametric time‐varying coefficient panel data models with fixed effects," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 387-408, October.
  56. Xi Chen, Song & Gao, Jiti, 2011. "Simultaneous Specification Testing Of Mean And Variance Structures In Nonlinear Time Series Regression," Econometric Theory, Cambridge University Press, vol. 27(4), pages 792-843, August.
  57. Gao, Jiti & Wang, Qiying & Yin, Jiying, 2011. "Specification Testing In Nonlinear Time Series With Long-Range Dependence," Econometric Theory, Cambridge University Press, vol. 27(2), pages 260-284, April.
  58. Zhengyan Lin & Degui Li & Jiti Gao, 2009. "Local Linear M‐estimation in non‐parametric spatial regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(3), pages 286-314, May.
  59. Gao, Jiti & King, Maxwell & Lu, Zudi & Tjøstheim, Dag, 2009. "Nonparametric Specification Testing For Nonlinear Time Series With Nonstationarity," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1869-1892, December.
  60. Allen, David E. & Gao, Jiti & McAleer, Michael, 2009. "Modelling and managing financial risk: An overview," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2521-2524.
  61. Jiti Gao & Yongmiao Hong, 2008. "Central limit theorems for generalized -statistics with applications in nonparametric specification," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(1), pages 61-76.
  62. Gao, Jiti & Lu, Zudi & Tjøstheim, Dag, 2008. "Moment inequalities for spatial processes," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 687-697, April.
  63. Gao, Jiti & Casas, Isabel, 2008. "Specification testing in discretized diffusion models: Theory and practice," Journal of Econometrics, Elsevier, vol. 147(1), pages 131-140, November.
  64. Gao, Jiti & Gijbels, Irène, 2008. "Bandwidth Selection in Nonparametric Kernel Testing," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1584-1594.
  65. Gao, Jiti & McAleer, Michael & Allen, David E., 2008. "Econometric modelling in finance and risk management: An overview," Journal of Econometrics, Elsevier, vol. 147(1), pages 1-4, November.
  66. Gao, Jiti & Gijbels, Irene & Van Bellegem, Sebastien, 2008. "Nonparametric simultaneous testing for structural breaks," Journal of Econometrics, Elsevier, vol. 143(1), pages 123-142, March.
  67. Casas, Isabel & Gao, Jiti, 2008. "Econometric estimation in long-range dependent volatility models: Theory and practice," Journal of Econometrics, Elsevier, vol. 147(1), pages 72-83, November.
  68. Isabel Casas & Jiti Gao, 2007. "Nonparametric Methods in Continuous Time Model Specification," Econometric Reviews, Taylor & Francis Journals, vol. 26(1), pages 91-106.
  69. Chen, Song Xi & Gao, Jiti, 2007. "An adaptive empirical likelihood test for parametric time series regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 950-972, December.
  70. Manuel Arapis & Jiti Gao, 2006. "Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods," Journal of Financial Econometrics, Oxford University Press, vol. 4(2), pages 310-345.
  71. Jiti Gao & Kim Hawthorne, 2006. "Semiparametric estimation and testing of the trend of temperature series," Econometrics Journal, Royal Economic Society, vol. 9(2), pages 332-355, July.
  72. Yao, Juan & Gao, Jiti & Alles, Lakshman, 2005. "Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information," Pacific-Basin Finance Journal, Elsevier, vol. 13(2), pages 225-245, March.
  73. Jiti Gao & Howell Tong, 2004. "Semiparametric non‐linear time series model selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 321-336, May.
  74. Gao, Jiti & King, Maxwell, 2004. "Adaptive Testing In Continuous-Time Diffusion Models," Econometric Theory, Cambridge University Press, vol. 20(5), pages 844-882, October.
  75. Juan Yao & Jiti Gao, 2004. "Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns," Australian Journal of Management, Australian School of Business, vol. 29(1), pages 121-145, June.
  76. Gao, Jiti & Anh, Vo & Heyde, Chris, 2002. "Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency," Stochastic Processes and their Applications, Elsevier, vol. 99(2), pages 295-321, June.
  77. Gao, Jiti & Tong, Howell & Wolff, Rodney, 2002. "Model Specification Tests in Nonparametric Stochastic Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 324-359, November.
  78. Jiti Gao & Vo Anh & Chris Heyde & Quang Tieng, 2001. "Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(5), pages 517-535, September.
  79. Gao, Jiti & Anh, Vo, 2000. "A central limit theorem for a random quadratic form of strictly stationary processes," Statistics & Probability Letters, Elsevier, vol. 49(1), pages 69-79, August.
  80. Jiti Gao & Hua Liang, 1997. "Statistical Inference in Single-Index and Partially Nonlinear Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(3), pages 493-517, September.
  81. Gao, Jiti, 1995. "The laws of the iterated logarithm of some estimates in partly linear models," Statistics & Probability Letters, Elsevier, vol. 25(2), pages 153-162, November.
  82. Gao, Jiti & Liang, Hua, 1995. "Asymptotic normality of pseudo-LS estimator for partly linear autoregression models," Statistics & Probability Letters, Elsevier, vol. 23(1), pages 27-34, April.

Chapters

  1. Ying Zhou & Hsein Kew & Jiti Gao, 2023. "Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 349-365, Emerald Group Publishing Limited.
  2. Ming Kong & Jiti Gao & Xueyan Zhao, 2020. "The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries," Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 191-216, Emerald Group Publishing Limited.
  3. Jiti Gao & Maxwell King, 2014. "Specification Testing in Parametric Trending Models with Unknown Errors," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 151-202, Emerald Group Publishing Limited.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 142 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (114) 2004-04-11 2008-12-14 2010-06-11 2010-06-11 2010-06-11 2010-09-25 2010-11-06 2010-11-06 2010-11-06 2011-10-01 2011-10-01 2011-10-01 2011-10-01 2011-10-01 2011-10-01 2011-10-01 2012-03-08 2012-03-08 2012-04-03 2012-06-13 2012-07-14 2012-09-09 2012-09-16 2013-02-16 2013-03-16 2013-03-23 2013-03-23 2013-09-06 2013-09-06 2013-09-06 2013-09-24 2013-09-24 2013-11-16 2013-11-16 2013-12-29 2014-02-21 2014-02-21 2014-03-15 2014-03-15 2014-03-15 2014-06-07 2014-06-07 2014-10-22 2014-12-24 2015-01-03 2015-01-09 2015-02-22 2015-03-05 2015-04-25 2015-04-25 2015-05-02 2015-10-25 2015-10-25 2015-10-25 2015-11-01 2016-04-04 2016-04-04 2016-04-16 2016-09-11 2016-09-11 2016-09-11 2017-01-01 2017-04-09 2017-06-25 2017-09-17 2017-09-17 2017-09-17 2017-10-22 2017-11-19 2017-11-19 2017-11-19 2018-02-26 2018-04-23 2018-05-07 2018-07-09 2018-07-30 2018-12-24 2018-12-24 2019-03-25 2019-04-01 2019-04-22 2019-06-17 2019-10-28 2019-10-28 2019-11-04 2019-12-09 2020-01-20 2020-05-04 2020-05-04 2020-05-18 2020-10-19 2020-10-26 2020-12-14 2020-12-21 2021-07-19 2021-07-19 2021-10-25 2021-11-08 2022-01-03 2022-04-25 2022-05-30 2022-06-20 2022-07-18 2022-07-25 2022-07-25 2022-08-08 2022-09-05 2023-02-20 2023-07-10 2023-07-17 2023-12-04 2023-12-11 2024-01-01 2024-06-17. Author is listed
  2. NEP-ETS: Econometric Time Series (61) 2010-06-11 2010-06-11 2010-09-25 2010-11-06 2010-11-06 2010-11-06 2011-10-01 2011-10-01 2011-10-01 2011-10-01 2011-10-01 2011-10-01 2011-10-01 2012-03-08 2012-03-08 2012-04-03 2012-06-13 2012-09-09 2012-09-16 2013-02-16 2013-09-06 2013-09-06 2013-09-06 2013-09-24 2013-09-24 2013-11-16 2013-11-16 2013-12-29 2014-02-21 2014-02-21 2014-03-15 2014-03-15 2014-06-07 2014-10-22 2015-02-22 2015-10-25 2015-10-25 2016-04-04 2016-09-11 2016-09-11 2016-09-11 2017-09-17 2017-09-17 2018-04-23 2018-12-24 2019-04-01 2019-06-17 2020-05-04 2020-05-04 2020-05-18 2020-10-19 2020-10-26 2021-07-19 2021-10-25 2021-11-08 2022-01-03 2022-05-30 2022-07-25 2023-02-20 2023-07-10 2024-01-01. Author is listed
  3. NEP-ORE: Operations Research (38) 2010-11-06 2011-10-01 2012-04-03 2012-07-14 2014-06-07 2014-10-22 2015-01-03 2015-01-09 2015-02-22 2015-03-05 2016-04-04 2016-04-04 2017-04-09 2017-04-30 2017-06-25 2017-09-17 2017-11-19 2018-02-26 2018-07-09 2018-12-24 2018-12-24 2019-02-04 2019-04-01 2019-10-28 2019-10-28 2019-11-04 2019-12-09 2020-01-20 2020-05-04 2020-05-04 2020-12-14 2021-07-19 2021-08-30 2021-08-30 2021-10-25 2021-11-08 2021-11-15 2022-01-03. Author is listed
  4. NEP-FOR: Forecasting (10) 2013-09-06 2013-11-16 2016-04-04 2017-09-17 2017-11-19 2019-04-01 2020-05-18 2021-07-19 2021-08-30 2021-11-08. Author is listed
  5. NEP-HEA: Health Economics (7) 2015-04-25 2015-11-01 2017-01-01 2017-04-30 2018-02-26 2018-12-24 2019-12-09. Author is listed
  6. NEP-EFF: Efficiency and Productivity (6) 2015-05-02 2016-04-04 2018-02-26 2018-12-24 2021-11-29 2022-04-25. Author is listed
  7. NEP-URE: Urban and Real Estate Economics (5) 2018-12-24 2019-06-10 2019-11-04 2021-07-19 2021-08-30. Author is listed
  8. NEP-CWA: Central and Western Asia (4) 2021-07-19 2021-08-30 2021-11-08 2021-11-29
  9. NEP-ENV: Environmental Economics (4) 2019-10-28 2022-07-25 2022-08-15 2023-11-20
  10. NEP-MAC: Macroeconomics (4) 2020-10-26 2021-11-08 2022-05-30 2023-11-27
  11. NEP-BIG: Big Data (3) 2023-07-17 2023-12-04 2024-01-01
  12. NEP-CMP: Computational Economics (3) 2023-07-17 2023-12-04 2024-01-01
  13. NEP-CNA: China (3) 2018-12-24 2019-06-10 2019-11-04
  14. NEP-IAS: Insurance Economics (3) 2015-04-25 2015-08-30 2017-04-30
  15. NEP-TRA: Transition Economics (3) 2014-12-24 2018-12-24 2019-06-10
  16. NEP-ENE: Energy Economics (2) 2020-09-07 2022-08-15
  17. NEP-INV: Investment (2) 2023-12-04 2024-01-01
  18. NEP-ISF: Islamic Finance (2) 2021-08-30 2021-08-30
  19. NEP-MFD: Microfinance (2) 2015-03-05 2023-07-10
  20. NEP-RMG: Risk Management (2) 2008-12-14 2017-11-19
  21. NEP-AGE: Economics of Ageing (1) 2017-01-01
  22. NEP-BAN: Banking (1) 2015-05-02
  23. NEP-CFN: Corporate Finance (1) 2017-11-19
  24. NEP-CTA: Contract Theory and Applications (1) 2017-10-22
  25. NEP-DEM: Demographic Economics (1) 2022-07-18
  26. NEP-FMK: Financial Markets (1) 2017-11-19
  27. NEP-GEO: Economic Geography (1) 2019-06-10
  28. NEP-GER: German Papers (1) 2015-08-30
  29. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2018-07-09
  30. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2022-09-12
  31. NEP-MON: Monetary Economics (1) 2020-10-26
  32. NEP-SEA: South East Asia (1) 2020-06-29
  33. NEP-TID: Technology and Industrial Dynamics (1) 2021-11-29
  34. NEP-UPT: Utility Models and Prospect Theory (1) 2011-10-01

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