Jiti Gao

CFDPs

CFDP 2109 Degui Li, Peter C. B. Phillips, Jiti Gao, "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," (September 2017) [46pp, Abstract] [Supplemental material, 12 pp], (See: CFDP 1689)
CFDP 1929 Degui Li, Peter C. B. Phillips, Jiti Gao, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," (December 2013) [24pp, Abstract]
CFDP 1911 Jiti Gao, Peter C. B. Phillips, "Functional Coefficient Nonstationary Regression," (September 2013) [55pp, Abstract]
CFDP 1910 Jiti Gao, Degui Li, Peter C. B. Phillips, "Estimating Smooth Structural Change in Cointegration Models," (September 2013) [42pp, Abstract]
CFDP 1769 Jiti Gao, Peter C. B. Phillips, "Semiparametric Estimation in Time Series of Simultaneous Equations," (September 2010) [50pp, Abstract] (See: 1386)

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CFPs

CFP 1689 Degui Li, Peter C. B. Phillips, Jiti Gao, "Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression," Journal of Econometrics, (April 2020), 215(2): 607-632 (See CFDP 2109)
CFP 1598 Tingting Cheng, Jiti Gao, Peter C. B. Phillips, "A Frequentist Approach to Bayesian Asymptotics," Journal of Econometrics, (October 2018), 206(2): 359-378
CFP 1565 Peter C. B. Phillips, Degui Li, Jiti Gao, "Estimating Smooth Structural Changes in Cointegration Models," Journal of Econometrics, (January 2017), 196(1): 180-195 (See CFDP 1910)
CFP 1522 Degui Li, Peter C. B. Phillips, Jiti Gao, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Econometric Theory, (June 2016), 32(3): 655-685 (See CFDP 1929)
CFP 1386 Jiti Gao, Peter C. B. Phillips, "Semiparametric Estimation in Triangular System Equations with Nonstationarity," Journal of Econometrics, (September 2013), 176(1): 59-79 (See CFDP 1769)