2 citations · 5 across the 12 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
econ.EM2020
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects
Jiti Gao, Fei Liu, Bin Peng +1
In this paper, we investigate binary response models for heterogeneous panel data with interactive fixed effects by allowing both the cross-sectional dimension and the temporal dim…
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…