The following pages link to J. T. Gao (Q1304372):
Displayed 50 items.
- Nonlinear Time Series (Q3427681) (← links)
- Nonparametric Methods in Continuous Time Model Specification (Q3432679) (← links)
- UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES (Q3453245) (← links)
- NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
- (Q3974290) (← links)
- (Q3977742) (← links)
- (Q4031927) (← links)
- (Q4031943) (← links)
- (Q4034313) (← links)
- (Q4206218) (← links)
- Adaptive parametric test in a semiparametric regression model (Q4226894) (← links)
- Local linear kernel estimation for discontinuous nonparametric regression functions (Q4246294) (← links)
- Semiparametric Regression Smoothing of Non-linear Time Series (Q4255148) (← links)
- (Q4278807) (← links)
- (Q4316460) (← links)
- Asymptotic theory for partly linear models (Q4337044) (← links)
- Asymptotic properties of some estimators for partly linear stationary autoregressive models (Q4337045) (← links)
- (Q4365900) (← links)
- (Q4516436) (← links)
- (Q4516546) (← links)
- (Q4516961) (← links)
- Adaptive estimation in partially linear autoregressive models (Q4527900) (← links)
- (Q4542752) (← links)
- Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia (Q4557851) (← links)
- SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY (Q4569583) (← links)
- THE ET INTERVIEW: PROFESSOR MAX KING (Q4629563) (← links)
- Semiparametric Non-Linear Time Series Model Selection (Q4665849) (← links)
- Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
- (Q4864948) (← links)
- Non‐parametric time‐varying coefficient panel data models with fixed effects (Q4913916) (← links)
- Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors (Q4935507) (← links)
- Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402) (← links)
- Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions (Q5080582) (← links)
- Specification testing in nonstationary time series models (Q5091817) (← links)
- Series estimation for single‐index models under constraints (Q5117660) (← links)
- Specification Testing in Parametric Trending Models with Unknown Errors (Q5133508) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
- (Q5287753) (← links)
- Bandwidth Selection in Nonparametric Kernel Testing (Q5414030) (← links)
- Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
- (Q5434012) (← links)
- Central limit theorems for generalized<i>U</i>-statistics with applications in nonparametric specification (Q5457950) (← links)
- Semiparametric estimation and testing of the trend of temperature series (Q5488521) (← links)
- ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS (Q5696351) (← links)
- UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION (Q5741623) (← links)
- High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications (Q5743238) (← links)
- Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (Q5860899) (← links)
- Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
- Nonparametric localized bandwidth selection for Kernel density estimation (Q5860940) (← links)