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Jump to: A | C | D | G
Number of items: 14.

A

Arapis, Manuel and Gao, Jiti (2004): Empirical comparisons in short-term interest rate models using nonparametric methods. Published in: Journal of Financial Econometrics , Vol. 4, No. 1 (1 March 2006): pp. 310-345.

C

Chen, Song Xi and Gao, Jiti and Tang, Chenghong (2005): A test for model specification of diffusion processes. Published in: Annals of Statistics , Vol. 36, No. 1 (February 2008): pp. 162-198.

D

Doko Tchatoka, Firmin and Wang, Wenjie (2020): Uniform Inference after Pretesting for Exogeneity.

Dong, Chaohua and Gao, Jiti and Tong, Howell (2006): Semiparametric penalty function method in partially linear model selection. Published in: Statistica Sinica , Vol. 17, No. 1 (October 2007): pp. 99-114.

G

Gao, Jiti (2002): Modeling long-range dependent Gaussian processes with application in continuous-time financial models. Published in: Journal of Applied probability , Vol. 46, No. 2 (June 2004): pp. 467-482.

Gao, Jiti and Casas, Isabel (2006): Specification testing in discretized diffusion models: Theory and practice. Published in: Journal of Econometrics , Vol. 147, No. 1 (October 2008): pp. 131-140.

Gao, Jiti and Gijbels, Irene (2005): Bandwidth selection for nonparametric kernel testing. Forthcoming in: Journal of the American Statistical Association , Vol. 483, No. 4 (December 2008): pp. 1-11.

Gao, Jiti and Hong, Yongmiao (2007): Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing. Published in: Journal of Nonparametric Statistics , Vol. 20, No. 1 (March 2008): pp. 61-76.

Gao, Jiti and King, Maxwell (2003): Estimation and model specification testing in nonparametric and semiparametric econometric models.

Gao, Jiti and Lu, Zudi and Tjostheim, Dag (2003): Estimation in semiparametric spatial regression. Published in: Annals of Statistics , Vol. 34, No. 3 (June 2006): pp. 1395-1435.

Gao, Jiti and Lu, Zudi and Tjostheim, Dag (2003): Semiparametric spatial regression: theory and practice.

Gao, Jiti and McAleer, Michael and Allen, Dave (2006): Econometric modelling in finance and risk management: An overview. Published in: Journal of Econometrics , Vol. 147, No. 1 (November 2008): pp. 1-4.

Gao, Jiti and Tong, Howell (2002): Nonparametric and semiparametric regression model selection.

Gao, jiti and Anh, vo and Heyde, christopher (1999): Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency. Published in: Stochastic Processes and Their Applications , Vol. 99, No. 1 (March 2002): pp. 295-323.

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