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Jiti GAO

Global rank #1104 98%

Institution: Monash University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://research.monash.edu/en/persons/jiti-gao

First Publication: 2004

Most Recent: 2025

RePEc ID: pga362 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 10.12 2.85 0.00 23.09
Last 10 Years 0.00 14.98 6.87 0.00 37.17
All Time 0.00 23.69 11.90 0.00 59.62

Publication Statistics

Raw Publications 54
Coauthorship-Adjusted Count 36.42

Publications (54)

Year Article Journal Tier Authors
2025 ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES Econometric Theory B 3
2025 Time-varying vector error-correction models: Estimation and inference Journal of Econometrics A 3
2025 Identifying the Structure of High-Dimensional Time Series via Eigen-Analysis Journal of the American Statistical Association B 4
2024 Semi-parametric single-index predictive regression models with cointegrated regressors Journal of Econometrics A 4
2024 Time-varying multivariate causal processes Journal of Econometrics A 4
2024 GMM estimation for high-dimensional panel data models Journal of Econometrics A 4
2024 Higher-Order Expansions and Inference for Panel Data Models Journal of the American Statistical Association B 3
2024 Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors Journal of Business & Economic Statistics A 4
2024 Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models Journal of Business & Economic Statistics A 3
2023 Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach Energy Economics A 5
2023 High dimensional semiparametric moment restriction models Journal of Econometrics A 3
2023 Most powerful test against a sequence of high dimensional local alternatives Journal of Econometrics A 3
2023 Binary response models for heterogeneous panel data with interactive fixed effects Journal of Econometrics A 4
2022 An integrated panel data approach to modelling economic growth Journal of Econometrics A 3
2022 Global temperatures and greenhouse gases: A common features approach Journal of Econometrics A 3
2022 Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients Journal of Business & Economic Statistics A 3
2021 Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone Journal of Applied Econometrics B 4
2021 Local logit regression for loan recovery rate Journal of Banking & Finance B 4
2021 Estimation and inference in semiparametric quantile factor models Journal of Econometrics A 3
2021 Recursive estimation in large panel data models: Theory and practice Journal of Econometrics A 4
2021 On income and price elasticities for energy demand: A panel data study Energy Economics A 3
2021 Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure Journal of Business & Economic Statistics A 3
2020 INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS Econometric Theory B 3
2020 Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression Journal of Econometrics A 3
2019 Regime switching panel data models with interactive fixed effects Economics Letters C 3
2019 Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models Journal of Business & Economic Statistics A 3
2018 Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models Journal of Business & Economic Statistics A 4
2018 SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY Econometric Theory B 2
2018 A frequentist approach to Bayesian asymptotics Journal of Econometrics A 3
2018 A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries Health Economics B 3
2017 A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks Journal of Econometrics A 4
2017 Estimating smooth structural change in cointegration models Journal of Econometrics A 3
2017 Specification testing for nonlinear multivariate cointegrating regressions Journal of Econometrics A 4
2017 A New Class of Bivariate Threshold Cointegration Models Journal of Business & Economic Statistics A 3
2016 INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN Econometric Theory B 2
2016 UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION Econometric Theory B 3
2015 UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES Econometric Theory B 4
2015 Semiparametric single-index panel data models with cross-sectional dependence Journal of Econometrics A 3
2015 A misspecification test for multiplicative error models of non-negative time series processes Journal of Econometrics A 3
2014 Testing Independence Among a Large Number of High-Dimensional Random Vectors Journal of the American Statistical Association B 3
2013 Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects Journal of Business & Economic Statistics A 3
2013 Estimation in threshold autoregressive models with a stationary and a unit root regime Journal of Econometrics A 3
2013 Semiparametric estimation in triangular system equations with nonstationarity Journal of Econometrics A 2
2012 A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS Econometric Theory B 3
2012 Semiparametric trending panel data models with cross-sectional dependence Journal of Econometrics A 3
2011 SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE Econometric Theory B 3
2011 SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION Econometric Theory B 2
2009 NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY Econometric Theory B 4
2008 Econometric modelling in finance and risk management: An overview Journal of Econometrics A 3
2008 Specification testing in discretized diffusion models: Theory and practice Journal of Econometrics A 2
2008 Econometric estimation in long-range dependent volatility models: Theory and practice Journal of Econometrics A 2
2008 Nonparametric simultaneous testing for structural breaks Journal of Econometrics A 3
2007 An adaptive empirical likelihood test for parametric time series regression models Journal of Econometrics A 2
2004 ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS Econometric Theory B 2