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) |
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) |