New methods for modelling complex trends in climate and energy time series

Search results

• 2025

  Asymptotics for time-varying vector MA(∞) processes

  Yan, Y., Gao, J. & Peng, B., Jun 2025, In: Econometric Theory. 41, 3, p. 584-616 33 p.

  Research output: Contribution to journal › Article › Research › peer-review

  Open Access

  File

  3   Link opens in a new tab Citations (Scopus)

• Does climate sensitivity differ across regions? A varying–coefficient approach

  Anderson, H. M., Gao, J., Vahid, F., Wei, W. & Yang, Y., 2025, (Accepted/In press) In: Journal of Business & Economic Statistics. 11 p.

  Research output: Contribution to journal › Article › Research › peer-review

  Open Access

• Energy transition and climate policy selection with stochastic demand: evidence from Australian electricity generation expansion planning

  Sun, X., Anderson, H. M., Wei, W. & Zhang, X., May 2025, In: Energy Economics. 146, 15 p., 108397.

  Research output: Contribution to journal › Article › Research › peer-review

  Open Access

  File

  3   Link opens in a new tab Citations (Scopus)

• Quantile random-coefficient regression with interactive fixed effects: heterogeneous group-level policy evaluation

  Xu, R., Gao, J., Oka, T. & Whang, Y., 2025, In: Econometric Reviews. 44, 5, p. 630-648 19 p.

  Research output: Contribution to journal › Article › Research › peer-review

  1   Link opens in a new tab Citation (Scopus)

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

  Gao, J., Peng, B. & Yan, Y., Sept 2025, In: Journal of Econometrics. 251, 16 p., 106035.

  Research output: Contribution to journal › Article › Research › peer-review

  Open Access

  File

• 2024

  Estimation, inference, and empirical analysis for time-varying VAR models

  Gao, J., Peng, B. & Yan, Y., 2024, In: Journal of Business & Economic Statistics. 42, 1, p. 310-321 12 p.

  Research output: Contribution to journal › Article › Research › peer-review

  12   Link opens in a new tab Citations (Scopus)

• GMM estimation for high-dimensional panel data models

  Cheng, T., Dong, C., Gao, J. & Linton, O., Aug 2024, In: Journal of Econometrics. 244, 1, 22 p., 105853.

  Research output: Contribution to journal › Article › Research › peer-review

  Open Access

  File

  8   Link opens in a new tab Citations (Scopus)

• Higher-order expansions and inference for panel data models

  Gao, J., Peng, B. & Yan, Y., 2024, In: Journal of the American Statistical Association. 119, 548, p. 2760-2771 12 p.

  Research output: Contribution to journal › Article › Research › peer-review

  Open Access

  File

  1   Link opens in a new tab Citation (Scopus)

• Semi-parametric single-index predictive regression models with cointegrated regressors

  Zhou, W., Gao, J., Harris, D. & Kew, H., Jan 2024, In: Journal of Econometrics. 238, 1, 18 p., 105577.

  Research output: Contribution to journal › Article › Research › peer-review

  Open Access

  File

  5   Link opens in a new tab Citations (Scopus)

• 2023

  Binary response models for heterogeneous panel data with interactive fixed effects

  Gao, J., Liu, F., Peng, B. & Yan, Y., Aug 2023, In: Journal of Econometrics. 235, 2, p. 1654-1679 26 p.

  Research output: Contribution to journal › Article › Research › peer-review

  7   Link opens in a new tab Citations (Scopus)

• Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach

  Anderson, H. M., Gao, J., Turnip, G., Vahid, F. & Wei, W., Sept 2023, In: Energy Economics. 125, 12 p., 106798.

  Research output: Contribution to journal › Article › Research › peer-review

  Open Access

  File

  11   Link opens in a new tab Citations (Scopus)

• Most powerful test against a sequence of high dimensional local alternatives

  He, Y., Jaidee, S. & Gao, J., May 2023, In: Journal of Econometrics. 234, 1, p. 151-177 27 p.

  Research output: Contribution to journal › Article › Research › peer-review

  Open Access

  File

  4   Link opens in a new tab Citations (Scopus)

• 2022

  Global temperatures and greenhouse gases: a common features approach

  Chen, L., Gao, J. & Vahid, F., Oct 2022, In: Journal of Econometrics. 230, 2, p. 240-254 15 p.

  Research output: Contribution to journal › Article › Research › peer-review

  14   Link opens in a new tab Citations (Scopus)

• 2021

  Recursive estimation in large panel data models: theory and practice

  Jiang, B., Yang, Y., Gao, J. & Hsiao, C., Oct 2021, In: Journal of Econometrics. 224, 2, p. 439-465 27 p.

  Research output: Contribution to journal › Article › Research › peer-review

  21   Link opens in a new tab Citations (Scopus)

• Time-varying income elasticities of healthcare expenditure for the OECD and Eurozone

  Casas, I., Gao, J., Peng, B. & Xie, S., Apr 2021, In: Journal of Applied Econometrics. 36, 3, p. 328-345 18 p.

  Research output: Contribution to journal › Article › Research › peer-review

  26   Link opens in a new tab Citations (Scopus)