NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY

By Jiti Gao, Maxwell L. King, Zudi Lu, Dag Tjøstheim. Econometric Theory, 2009

67 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/6a70d3444a5eb1f789a87ccbb0cf69dd466486a0

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Yiguo Sun
2. Jiti Gao
3. Dag Tjøstheim
4. Chaohua Dong
5. Qi Li
6. Zhongjian Lin
7. Liangjun Su
8. Zudi Lu

In Finance

1. Jiti Gao
2. Chaohua Dong
3. Dag Tjøstheim
4. Qi Li
5. Zudi Lu
6. Maxwell L. King
7. Christian Francq
8. A. Ahmad

In Statistics and Probability

1. Jiti Gao
2. Chaohua Dong
3. Qi Li
4. Dag Tjøstheim
5. Yiguo Sun
6. Zhongjian Lin
7. Jeffrey S. Racine
8. Liangjun Su

Citations in the corpus

• Estimation for single-index and partially linear single-index integrated models (2016, methodology): “Meanwhile, (c), (d) and (e) are extensively used in related papers such as Park and Phillips (2000), Wang and Phillips (2009a, 2009b, 2012), Gao et al. (2009a, 2009b), Gao, Tjøstheim and Yin (2012), among others.”
• A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (2014, methodology): “More recently, nonparametric model specification tests have been extended to integrated time series data case; see Gao et al. (2009), and Sun, Cai and Li (2009).”