The following pages link to J. T. Gao (Q1304372):
Displayed 50 items.
- Item:Q1304372 (redirect page) (← links)
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Estimation in nonlinear regression with Harris recurrent Markov chains (Q342665) (← links)
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
- Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
- Estimation in semiparametric time series regression (Q647184) (← links)
- Jump detection in generalized error-in-variables regression with an application to Australian health tax policies (Q746678) (← links)
- A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
- Statistical inference in single-index and partially nonlinear models (Q1293722) (← links)
- Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
- Semiparametric approximation methods in multivariate model selection (Q1347855) (← links)
- Berry-Esseen bounds of error variance estimation in partly linear models (Q1352482) (← links)
- A central limit theorem for a random quadratic form of strictly stationary processes (Q1579539) (← links)
- Regime switching panel data models with interactive fixed effects (Q1738414) (← links)
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
- A frequentist approach to Bayesian asymptotics (Q1792448) (← links)
- CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
- Adaptive estimation in partly linear regression models (Q1801728) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- Asymptotic normality of pseudo-LS estimator for partly linear autoregression models (Q1892111) (← links)
- The laws of the iterated logarithm of some estimates in partly linear models (Q1907903) (← links)
- Global temperatures and greenhouse gases: a common features approach (Q2171998) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
- Semiparametric single-index panel data models with cross-sectional dependence (Q2354867) (← links)
- Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
- Variable selection for a categorical varying-coefficient model with identifications for determinants of body mass index (Q2404464) (← links)
- Long-range dependent time series specification (Q2435219) (← links)
- Semiparametric estimation in triangular system equations with nonstationarity (Q2442578) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Moment inequalities for spatial processes (Q2483441) (← links)
- Estimation in semiparametric spatial regression (Q2500457) (← links)
- Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
- An integrated panel data approach to modelling economic growth (Q2673191) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency (Q2759336) (← links)
- INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN (Q2801993) (← links)
- ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES (Q2810370) (← links)
- Local Linear M-estimation in non-parametric spatial regression (Q3077650) (← links)
- A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS (Q3168426) (← links)
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
- (Q3209999) (← links)