World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
32
Citations
4336
World Ranking
3463
National Ranking
99

Mathematics

D-Index
35
Citations
5060
World Ranking
2782
National Ranking
62

Overview

Jiti Gao is affiliated with Monash University in Australia and specializes in Economics, Econometrics, and Finance. Their research spans several subfields, including Economics and Econometrics, Statistics and Probability, General Economics, Econometrics and Finance, Finance, and Management Science and Operations Research.

The scientist's work covers a range of main topics such as Monetary Policy and Economic Impact, Statistical Methods and Inference, Spatial and Panel Data Analysis, Financial Risk and Volatility Modeling, Energy, Environment, Economic Growth, Market Dynamics and Volatility, and Regional Economics and Spatial Analysis.

Jiti Gao has published extensively across multiple venues. Frequent publication outlets include RePEc: Research Papers in Economics, SSRN Electronic Journal, arXiv (Cornell University), Journal of Econometrics, and Journal of Business and Economic Statistics.

Recent notable papers include:

  • Time-varying income elasticities of healthcare expenditure for the OECD and Eurozone, 2021, Journal of Applied Econometrics
  • Recursive estimation in large panel data models: Theory and practice, 2020, Journal of Econometrics
  • Estimation and inference in semiparametric quantile factor models, 2020, Journal of Econometrics
  • Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure, 2020, Journal of Business and Economic Statistics
  • Local logit regression for loan recovery rate, 2021, Journal of Banking & Finance

Frequent co-authors in Gao's work include Bin Peng, Yayi Yan, Chaohua Dong, Yanrong Yang, and Oliver Linton.

Gao has authored books published by Springer Nature (Netherlands) and WS EDUCATION eBooks. Titles include Modern Series Methods in Econometrics and Statistics (2025) and Nonlinear Trending Time Series (2024).

Best Publications

  • Partially Linear Models

    Wolfgang Hardle;Hua LIang;Jiti Gao

  • Nonlinear Time Series: Semiparametric and Nonparametric Methods

    Jiti Gao

  • Non-parametric time-varying coefficient panel data models with fixed effects

    Degui Li;Degui Li;Jia Chen;Jia Chen;Jia Chen;Jiti Gao;Jiti Gao

  • Bandwidth Selection in Nonparametric Kernel Testing

    Jiti Gao;Irene Gijbels

  • Semiparametric trending panel data models with cross-sectional dependence

    Jia Chen;Jiti Gao;Degui Li

  • Asymptotic theory for partly linear models

    Jiti Gao

  • Estimation in Semiparametric Spatial Regression

    Jiti Gao;Zudi Lu;Dag Tjostheim

  • A Test for model specification of diffusion processes

    Song Xi Chen;Jiti Gao;Cheng Yong Tang

  • Semiparametric estimation and testing of the trend of temperature series

    Jiti Gao;Kim Hawthorne

  • Specification testing in nonlinear and nonstationary time series autoregression

    Jiti Gao;Maxwell Leslie King;Zudi Lu;Dag Tjostheim

  • Adaptive testing in continuous-time diffusion models

    Jiti Gao;Maxwell Leslie King

  • Nonparametric specification testing for nonlinear time series with nonstationarity

    Jiti Gao;Maxwell Leslie King;Zudi Lu;Dag Tjostheim

  • Nonlinear Time Series: Nonparametric and Parametric Methods

    Jiti Gao

  • Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods

    Manuel Arapis;Jiti Gao

  • Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects

    Jia Chen;Jiti Gao;Degui Li

  • An adaptive empirical likelihood test for parametric time series regression models

    Song Xi Chen;Jiti Gao

  • High dimensional correlation matrices: the central limit theorem and its applications

    Jiti Gao;Xiao Han;Guangming Pan;Yanrong Yang

  • Parameter estimation of stochastic processes with long-range dependence and intermittency

    Jiti Gao;Vo Anh;Chris Heyde;Quang Tieng

  • Semiparametric regression under long-range dependent errors

    J.T. Gao;V.V. Anh

  • Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models

    Xiangjin B. Chen;Jiti Gao;Degui Li;Param Silvapulle

  • Semiparametric Trending Panel Data Models with Cross-Sectional Dependence

    Jiti Gao;Jia Chen;Degui Li

Frequent Co-Authors

Dag Tjøstheim
Dag Tjøstheim University of Bergen
Peter C. B. Phillips
Peter C. B. Phillips Yale University
Oliver Linton
Oliver Linton University of Cambridge
Hua Liang
Hua Liang George Washington University
Howell Tong
Howell Tong London School of Economics and Political Science
Wolfgang Karl Härdle
Wolfgang Karl Härdle Humboldt-Universität zu Berlin
Cheng Hsiao
Cheng Hsiao University of Southern California
Vo Anh
Vo Anh Queensland University of Technology
Peter M. Robinson
Peter M. Robinson London School of Economics and Political Science
Peihua Qiu
Peihua Qiu University of Florida

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