Semiparametric Estimation in Triangular System Equations with Nonstationarity

由 GAO, Jiti, PHILLIPS, Peter C. B.
出版 2013

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

由 LI, Degui, Peter C. B. PHILLIPS, GAO, Jiti
出版 2016

Kernel-based Inference in time-varying coefficient cointegrating regression

由 LI, Degui, PHILLIPS, Peter C. B., GAO, Jiti
出版 2020

A frequentist approach to Bayesian asymptotics

由 CHENG, Tingting, GAO, Jiti, PHILLIPS, Peter C. B.
出版 2018

Estimating smooth structural change in cointegration models

由 Peter C. B. PHILLIPS, LI, Degui, GAO, Jiti
出版 2017