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Browsing "Economics publications" by Author Gao, J.

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PreviewIssue DateTitleAuthor(s)
2008A test for model specification of diffusion processesChen, S.; Gao, J.; Cheng, Y.
2004Adaptive testing in continuous–time diffusion modelsGao, J.; King, M.
2007An adaptive empirical likelihood test for parametric time series regression modelsChen, S.; Gao, J.
2008Bandwidth Selection in Nonparametric Kernel TestingGao, J.; Gijbels, I.
2008Central limit theorems for generalized U-statistics with applications in nonparametric specificationGao, J.; Hong, Y.
2004Computer-intensive time-varying model approach to the systematic risk of Australian industrial stock returnsYao, J.; Gao, J.
2005Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic informationYao, J.; Gao, J.; Alles, L.
2008Econometric estimation in long-range dependent volatility models: Theory and practiceCasas, I.; Gao, J.
2008Econometric modelling in finance and risk management: An overviewGao, J.; McAleer, M.; Allen, D.
2006Empirical comparisons in short-term interest rate models using nonparametric methodsArapis, M.; Gao, J.
2006Estimation in semiparametric spatial regressionGao, J.; Lu, Z.; Tjostheim, D.
2013Estimation in threshold autoregressive models with a stationary and a unit root regimeGao, J.; Tjostheim, D.; Yin, J.
2009Estimation in threshold autoregressive models with nonstationarityGao, J.; Tjostheim, D.; Yin, J.; Nonlinear Time Series: Threshold Modelling and Beyond (2009 : Hong Kong)
2004Modelling long-range-dependent Gaussian processes with application in continuous-time financial modelsGao, J.
2008Moment inequalities for spatial processesGao, J.; Lu, Z.; Tjostheim, D.
2007Nonlinear time series: semiparametric and nonparametric methodsGao, J.
2007Nonparametric Methods in Continuous Time Model SpecificationCasas, I.; Gao, J.
2008Nonparametric simultaneous testing for structural breaksGao, J.; Gijbels, I.; Van Bellegem, S.
2009Nonparametric specification testing for nonlinear time series with nonstationarityGao, J.; King, M.; Lu, Z.; Tjostheim, D.
2006Semiparametric estimation and testing of the trend of temperature seriesGao, J.; Hawthorne, K.
Showing results 1 to 20 of 25  next >