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  1. Donga, Chaohua [Author]; Gao, Jiti [Author]; Peng, Bin [Author]; Yan, Yayi [Author]

    Estimation of semiparametric multi- index models using deep neural networks

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    [Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]

    Published in: Monash University: Working paper ; 2023,21

  2. Donga, Chaohua [Author]; Gao, Jiti [Author]; Peng, Bin [Author]; Tu, Yundong [Author]

    Robust M-estimation for additive single-index cointegrating time series models

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    [Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]

    Published in: Monash University: Working paper ; 2023,2