Browse by Authors

1 July 1994

Gao, Jiti (1994): Asymptotic theory for partly linear models. Published in: Communications in Statistics: Theory and Methods , Vol. 24, No. 8 (7 April 1995): pp. 1985-2009.

1 September 2000

Hardle, Wolfgang and LIang, Hua and Gao, Jiti (2000): Partially linear models. Published in: Physica-Verlag (1 September 2000): pp. 1-202.

May 2002

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

27 May 2002

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.

March 2003

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

April 2003

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

May 2003

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): Estimation in semiparametric spatial regression. Published in: The Annals of Statistics , Vol. 34, No. 3 (October 2006): pp. 1395-1435.

23 September 2004

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.

November 2005

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.

December 2005

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.

February 2006

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.

October 2006

Casas, Isabel and Gao, Jiti (2006): Econometric estimation in long-range dependent volatility models: Theory and practice. Published in: Journal of Econometrics , Vol. 147, No. 1 (November 2008): pp. 72-83.

November 2006

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.

December 2006

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.

August 2007

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.

2 September 2007

Gao, Jiti (2007): Nonlinear time series: semiparametric and nonparametric methods. Published in: Chapman & Hall/CRC , Vol. 108, No. Monographs on Statistics and Applied Probability (2 September 2007): pp. 1-237.

15 March 2012

Gao, Jiti and Pan, Guangming and Yang, Yanrong (2012): Testing Independence for a Large Number of High–Dimensional Random Vectors.

8 April 2012

Gao, Jiti (2012): Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models.

30 January 2021

Bodha Hannadige, Sium and Gao, Jiti and Silvapulle, Mervyn and Silvapulle, Param (2021): Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors.