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Jiti Gao · Study
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Author
Jiti Gao
15 works
· latest 2023
· 3 institutions
cluster: provisional
ORCID 0000-0002-4261-0021
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Citations
719
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Most cited in this library
Non‐parametric time‐varying coefficient panel data models with fixed effects
2011 · 179 citations
Semiparametric trending panel data models with cross-sectional dependence
2012 · 122 citations
Estimation in semiparametric spatial regression
2006 · 106 citations
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
2016 · 55 citations
Econometric estimation in long-range dependent volatility models: Theory and practice
2008 · 44 citations
Works
15 shown
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models
Journal of Business and Economic Statistics
·
2023
·
3 authors
19
citations
Local logit regression for loan recovery rate
Journal of Banking & Finance
·
2021
·
4 authors
21
citations
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Journal of Econometrics
·
2019
·
3 authors
·
Open access
13
citations
Specification testing for nonlinear multivariate cointegrating regressions
Journal of Econometrics
·
2017
·
4 authors
14
citations
SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY
Econometric Theory
·
2017
·
2 authors
16
citations
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
Journal of Business and Economic Statistics
·
2016
·
4 authors
·
Open access
55
citations
A New Class of Bivariate Threshold Cointegration Models
Journal of Business and Economic Statistics
·
2015
·
3 authors
·
Open access
11
citations
Estimating Smooth Structural Change in Cointegration Models
SSRN Electronic Journal
·
2013
·
3 authors
·
preprint
·
Open access
17
citations
Estimation in threshold autoregressive models with a stationary and a unit root regime
Journal of Econometrics
·
2012
·
3 authors
37
citations
Semiparametric trending panel data models with cross-sectional dependence
Journal of Econometrics
·
2012
·
3 authors
·
Open access
122
citations
Non‐parametric time‐varying coefficient panel data models with fixed effects
Econometrics Journal
·
2011
·
3 authors
179
citations
Econometric estimation in long-range dependent volatility models: Theory and practice
Journal of Econometrics
·
2008
·
1 author
·
Open access
44
citations
Estimation in semiparametric spatial regression
The Annals of Statistics
·
2006
·
3 authors
·
Open access
106
citations
Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns
Australian Journal of Management
·
2004
·
2 authors
41
citations
Modelling long-range-dependent Gaussian processes with application in continuous-time financial models
Journal of Applied Probability
·
2004
·
1 author
24
citations