Jiti Gao (高集体), FASSA, Donald Cochrane Chair of BusEco, PEES
Jiti Gao (高集体), FASSA, Donald Cochrane Chair of BusEco, PEES
Department of Econometrics and Business Statistics, Monash University
Verified email at monash.edu - Homepage
TitleCited byYear
Partially linear models
W Hardie, H Liang, J Gao
Physica-Verlag, Heidelberg, 2000
793*2000
Partially Linear Models
W Härdle, H Liang, J Gao
Physica-Verlag, Heidelberg, 2000
792*2000
Nonlinear Time Series: semiparametric and nonparametric methods
J Gao
CRC Press, 2007
2462007
Bandwidth selection in nonparametric kernel testing
J Gao, I Gijbels
Journal of the American Statistical Association 103 (484), 1584-1594, 2008
1052008
Asymptotic theory for partly linear models
J Gao
Communications in Statistics-Theory and Methods 24 (8), 1985-2009, 1995
951995
Non‐parametric time‐varying coefficient panel data models with fixed effects
D Li, J Chen, J Gao
The Econometrics Journal 14 (3), 387-408, 2011
842011
A test for model specification of diffusion processes
SX Chen, J Gao, CY Tang
The Annals of Statistics 36 (1), 167-198, 2008
812008
Specification testing in nonlinear and nonstationary time series autoregression
J Gao, M King, Z Lu, D Tjøstheim
The Annals of Statistics 37 (6B), 3893-3928, 2009
782009
Estimation in semiparametric spatial regression
J Gao, Z Lu, D Tjøstheim
The Annals of Statistics 34 (3), 1395-1435, 2006
782006
Semiparametric trending panel data models with cross-sectional dependence
J Chen, J Gao, D Li
Journal of Econometrics 171 (1), 71-85, 2012
772012
Adaptive testing in continuous-time diffusion models
J Gao, M King
Econometric Theory 20 (5), 844-882, 2004
692004
Nonparametric specification testing for nonlinear time series with nonstationarity
J Gao, M King, Z Lu, D Tjøstheim
Econometric Theory 25 (6), 1869-1892, 2009
642009
Semiparametric estimation and testing of the trend of temperature series
J Gao, K Hawthorne
The Econometrics Journal 9 (2), 332-355, 2006
602006
Empirical comparisons in short-term interest rate models using nonparametric methods
M Arapis, J Gao
Journal of Financial Econometrics 4 (2), 310-345, 2006
562006
An adaptive empirical likelihood test for parametric time series regression models
SX Chen, J Gao
Journal of Econometrics 141 (2), 950-972, 2007
532007
Semiparametric regression under long-range dependent errors
JT Gao, VV Anh
Journal of statistical planning and inference 80 (1-2), 37-57, 1999
501999
Estimation in partially linear single-index panel data models with fixed effects
J Chen, J Gao, D Li
Journal of Business & Economic Statistics 31 (3), 315-330, 2013
482013
Semiparametric non‐linear time series model selection
J Gao, H Tong
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2004
392004
The laws of the iterated logarithm of some estimates in partly linear models
J Gao
Statistics & probability letters 25 (2), 153-162, 1995
381995
Semiparametric Regression Smoothing of Non‐linear Time Series
J Gao
Scandinavian journal of statistics 25 (3), 521-539, 1998
371998
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Articles 1–20