2 citations · 5 across the 12 of their papers we have counts for
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econ.EM2022
Time-Varying Multivariate Causal Processes
Jiti Gao, Bin Peng, Wei Biao Wu +1
In this paper, we consider a wide class of time-varying multivariate causal processes which nests many classic and new examples as special cases. We first prove the existence of a…
econ.EM2022★ 2 cited
Higher-order Expansions and Inference for Panel Data Models
Jiti Gao, Bin Peng, Yayi Yan
In this paper, we propose a simple inferential method for a wide class of panel data models with a focus on such cases that have both serial correlation and cross-sectional depende…