3 papers
econ.EM2020
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application
Yayi Yan, Jiti Gao, Bin Peng
Multivariate dynamic time series models are widely encountered in practical studies, e.g., modelling policy transmission mechanism and measuring connectedness between economic agen…
econ.EM2020
On the Time Trend of COVID-19: A Panel Data Study
Chaohua Dong, Jiti Gao, Oliver Linton +1
In this paper, we study the trending behaviour of COVID-19 data at country level, and draw attention to some existing econometric tools which are potentially helpful to understand…
econ.EM2019
An Integrated Panel Data Approach to Modelling Economic Growth
Guohua Feng, Jiti Gao, Bin Peng
Empirical growth analysis has three major problems --- variable selection, parameter heterogeneity and cross-sectional dependence --- which are addressed independently from each ot…