2 papers
econ.EM2021
Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice
Chaohua Dong, Jiti Gao, Bin Peng +1
This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regress…
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…