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   In: Monash Econometrics and Business Statistics Working Papers.
   RePEc:msh:ebswps:2018-23.

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2. High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua.
   In: CeMMAP working papers.
   RePEc:ifs:cemmap:69/18.

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3. High Dimensional Semiparametric Moment Restriction Models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, C.
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:1881.

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4. Nonlinear time series: semiparametric and nonparametric methods. (2007). GAO, Jiti.
   In: MPRA Paper.
   RePEc:pra:mprapa:39563.

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5. Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing. (2007). Hong, Yongmiao ; GAO, Jiti.
   In: MPRA Paper.
   RePEc:pra:mprapa:11977.

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6. Nonparametric and semiparametric regression model selection. (2004). Tong, Howell ; GAO, Jiti.
   In: MPRA Paper.
   RePEc:pra:mprapa:11987.

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5. The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples. (2020). Wang, Xuejun ; Tao, Huiling ; Shen, Aiting.
   In: Statistical Papers.
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6. Individual and Time Effects in Nonlinear Panel Models with Large N, T. (2018). Weidner, Martin ; Fernandez-Val, Ivan.
   In: Papers.
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7. Semiparametric estimation of moment condition models with weakly dependent data. (2017). Jacho-Chávez, David ; Chu, Ba ; Jacho-Chavez, David T ; Ba M. Chu, ; Bravo, Francesco.
   In: Journal of Nonparametric Statistics.
   RePEc:taf:gnstxx:v:29:y:2017:i:1:p:108-136.

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8. Semiparametric estimation of moment condition models with weakly dependent data. (2016). Jacho-Chávez, David ; Chu, Ba ; Bravo, Francesco ; Jacho-Chavez, David .
   In: MPRA Paper.
   RePEc:pra:mprapa:79686.

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9. Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Weidner, Martin ; Moon, Hyungsik.
   In: CeMMAP working papers.
   RePEc:ifs:cemmap:35/14.

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10. Individual and time effects in nonlinear panel models with large N, T. (2014). Weidner, Martin ; Fernandez-Val, Ivan.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:32/14.

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11. Individual and time effects in nonlinear panel models with large N, T. (2013). Weidner, Martin ; Fernandez-Val, Ivan.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:60/13.

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12. Linear regression for panel with unknown number of factors as interactive fixed effects. (2013). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:49/13.

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13. Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours. (2012). Jacho-Chávez, David ; Huynh, Kim ; Chu, Ba ; Jacho-Chavez, David .
    In: MPRA Paper.
    RePEc:pra:mprapa:79670.

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14. k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA. (2012). Jacho-Chávez, David ; Chu, Ba ; Jacho-Chavez, David T..
    In: Econometric Theory.
    RePEc:cup:etheor:v:28:y:2012:i:04:p:769-803_00.

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15. On local times, density estimation and supervised classification from functional data. (2011). Forzani, L. ; Fraiman, R. ; Llop, P..
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:102:y:2011:i:1:p:73-86.

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16. Rates of strong uniform convergence of the k T -occupation time density estimator. (2009). Labrador, Boris.
    In: Statistical Inference for Stochastic Processes.
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17. Strong pointwise consistency of the kT -occupation time density estimator. (2008). Labrador, Boris.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:78:y:2008:i:9:p:1128-1137.

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18. Moment inequalities for spatial processes. (2008). GAO, Jiti ; Tjostheim, Dag ; Lu, Zudi.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:78:y:2008:i:6:p:687-697.

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19. Nonlinear time series: semiparametric and nonparametric methods. (2007). GAO, Jiti.
    In: MPRA Paper.
    RePEc:pra:mprapa:39563.

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20. Central Limit Theorem by moments. (2007). Blacher, Rene.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:77:y:2007:i:17:p:1647-1651.

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21. Nonparametric and semiparametric regression model selection. (2004). Tong, Howell ; GAO, Jiti.
    In: MPRA Paper.
    RePEc:pra:mprapa:11987.

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22. Spatial kernel regression estimation: weak consistency. (2004). Chen, Xing ; Lu, Zudi.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:68:y:2004:i:2:p:125-136.

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23. Kernel density estimation for spatial processes: the L1 theory. (2004). Hallin, Marc ; Tran, Lanh T. ; Lu, Zudi.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:88:y:2004:i:1:p:61-75.

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24. On convergence rates for quadratic errors in kernel hazard estimation. (2002). Estevez-Perez, Graciela .
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:57:y:2002:i:3:p:231-241.

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25. Model Specification Tests in Nonparametric Stochastic Regression Models. (2002). Tong, Howell ; GAO, Jiti ; Wolff, Rodney .
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:83:y:2002:i:2:p:324-359.

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26. On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach.. (2001). Veredas, David ; Espasa, Antoni ; Rodriguez-Poo, Juan M..
    In: DES - Working Papers. Statistics and Econometrics. WS.
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27. A central limit theorem for a random quadratic form of strictly stationary processes. (2000). GAO, Jiti ; Anh, VO.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:49:y:2000:i:1:p:69-79.

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28. Uniform strong consistency of kernel density estimators under dependence. (1996). Cox, Dennis D. ; Kim, Tae Yoon.
    In: Statistics & Probability Letters.
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