Semiparametric Estimation in Triangular System Equations with Nonstationarity

بواسطة GAO, Jiti, PHILLIPS, Peter C. B.
منشور في 2013

Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression

بواسطة LI, Degui, Peter C. B. PHILLIPS, GAO, Jiti
منشور في 2016

Kernel-based Inference in time-varying coefficient cointegrating regression

بواسطة LI, Degui, PHILLIPS, Peter C. B., GAO, Jiti
منشور في 2020

A frequentist approach to Bayesian asymptotics

بواسطة CHENG, Tingting, GAO, Jiti, PHILLIPS, Peter C. B.
منشور في 2018

Estimating smooth structural change in cointegration models

بواسطة Peter C. B. PHILLIPS, LI, Degui, GAO, Jiti
منشور في 2017