Estimation in nonlinear regression with Harris recurrent Markov chains
1 version
JG
Jiti Gao
econ.EMmath.STstat.THstat.MEclusteringdiscontinuitieshealth carehealth-care expenditurekernel smoothinglocal regression
On Valency
published · living versionsEstimation in semiparametric spatial regression
Estimation for single-index and partially linear single-index integrated models
Preprints & journals
35 papers in the corpus · 2006–2026Inference for High-Dimensional Local Projection
0 citations
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity
0 citations
Robust Estimation and Inference for High-Dimensional Panel Data Models
0 citations
Estimation and Inference for Three-Dimensional Panel Data Models
8 citations
Estimation and Inference for a Class of Generalized Hierarchical Models
0 citations
Smoothing the Nonsmoothness
0 citations
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy
0 citations
Time-Varying Vector Error-Correction Models: Estimation and Inference
5 citations
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models
0 citations
Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation
0 citations
Semiparametric Single-Index Estimation for Average Treatment Effects
3 citations
Time-Varying Multivariate Causal Processes
6 citations
Higher-order Expansions and Inference for Panel Data Models
4 citations
Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice
0 citations
Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach
1 citation
On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis
10 citations
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects
15 citations
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application
2 citations
On the Time Trend of COVID-19: A Panel Data Study
1 citation
Errors-in-variables jump regression using local clustering.
8 citations
Estimation of Cross-Sectional Dependence in Large Panels
2 citations
An Integrated Panel Data Approach to Modelling Economic Growth
21 citations
A quantile regression approach to panel data analysis of health-care expenditure in Organisation for Economic Co-operation and Development countries.
26 citations
Estimation in Semiparametric Quantile Factor Models
4 citations
Estimation in nonlinear regression with Harris recurrent Markov chains
21 citations
Estimation for single-index and partially linear single-index integrated models
66 citations
Bayesian Indirect Inference and the ABC of GMM
7 citations
Jump detection in generalized error-in-variables regression with an application to Australian health tax policies
12 citations
High Dimensional Correlation Matrices: CLT and Its Applications
3 citations
Long-range dependent time series specification
6 citations
Independence Test for High Dimensional Random Vectors
2 citations
Estimation in semi-parametric regression with non-stationary regressors
39 citations
Specification testing in nonlinear and nonstationary time series autoregression
108 citations
A test for model specification of diffusion processes
78 citations
Estimation in semiparametric spatial regression
106 citations
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