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  9. Gao, Jiti [Author]; Peng, Bin [Author]; Yan, Yayi [Author]

    Robust inference for high-dimensional panel data models

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    [Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]

    Published in: Monash University: Working paper ; 2024,9

  10. Peng, Bin [Author]; Su, Liangjun [Author]; Yan, Yayi [Author]

    A robust residual-based test for structural changes in factor models

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    [Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]

    Published in: Monash University: Working paper ; 2024,10

  11. Gao, Jiti [Author]; Peng, Bin [Author]; Yan, Yayi [Author]

    Higher-order expansions and inference for panel data models

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

    Published in: Monash University: Working paper ; 2023,14

  13. Gao, Jiti [Author]; Peng, Bin [Author]; Yan, Yayi [Author]

    Time-varying vector error-correction models : estimation and inference

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

    Published in: Monash University: Working paper ; 2023,11

  15. Gao, Jiti [Author]; Peng, Bin [Author]; Yan, Yayi [Author]

    Nonparametric estimation and testing for time-varying VAR models

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    [Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]

    Published in: Monash University: Working paper ; 2022,3

  17. Gao, Jiti [Author]; Peng, Bin [Author]; Yan, Yayi [Author]

    A simple bootstrap method for panel data inferences

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    [Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]

    Published in: Monash University: Working paper ; 2022,7

  18. Yan, Yayi [Author]; Gao, Jiti [Author]; Peng, Bin [Author]

    Asymptotics for time-varying vector MA (∞) processes

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    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2021

    Published in: Monash University: Working paper ; 2021,22

  20. Yan, Yayi [Author]; Gao, Jiti [Author]; Peng, Bin [Author]

    On time-varying VAR models : estimation, testing and impulse response analysis

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    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2021

    Published in: Monash University: Working paper ; 2021,17