Professor Jiti Gao

Biography/ Background

Professor Jiti Gao is now Professor of Economics (with Chair in Econometrics) at The University of Adelaide. Currently, he is also an Adjunct Professor at The University of Western Australia (UWA). Prior to that, he was Professorial Fellow (12/2004-01/2008), Senior Lecturer (05/2002-11/2004) and Lecturer (01/2000-04/2002) at UWA.

Professor Jiti Gao is currently the convenor of the newly created Adelaide Econometric Study Group available at http://www.economics.adelaide.edu.au/aesg/

Teaching Interests

Economic Statistics, Econometrics and Financial Econometrics, Mathematical Economics, and Time Series Econometrics.

Professional Associations

The membership includes American Statistical Association; Institute of Mathematical Statistics; and The Econometric Society.

Qualifications

Professor Jiti Gao has a PhD degree in Economics (specialized in Econometrics) from Monash University, Doctoral and Master degrees in Science (specialized in Statistics) from The University of Science and Technology of China, and a Bachelor degree in Science (specialized in Applied Mathematics) from The University of Anhui, China.

Research Interests

Econometric Theory, Financial Econometrics, Nonparametric and Semiparametric Econometrics, Panel Data and Time Series Econometrics.

Professor Jiti Gao's research focuses on developing new econometric models and methods to deal with data with possible nonlinearity and nonstationarity.

He also works on Econometric Modeling in Climatology, Applied Econometrics in Consumer Theory and Nonlinear Models in Asset Pricing.

His research in the fields has been supported financially by several national and international research grants, including three Australian Research Council Discovery Grants from January 2002 - December 2010.

Publications

Professor Jiti Gao has already published one book by Chapman & Hall/CRC and 18 journal articles in leading international journals in Econometrics, Finance and Statistics since 2004. Selective publications include:

Gao, J. and Casas, I. (2008). Specification testing in discretized diffusion models. Journal of Econometrics, December issue in press.

Gao, J. and Gijbels, I. (2008). Bandwidth selection in nonparametric kernel testing. Journal of the American Statistical Association, December issue in press.

Casas, I. and Gao, J. (2008). Econometric estimation in long-range dependent volatility models. Journal of Econometrics, December issue in press.

Chen, S. X., Gao, J. and Tang, C. (2008). A test for model specification of diffusion processes. The Annals of Statistics 36, 167-198 (32 pages).

Gao, J., Gijbels, I. and Van Bellegem, S. (2008). Nonparametric simultaneous testing for structural breaks. Journal of Econometrics 143, 123-142 (20 pages).

Gao, J. (2007). Nonlinear Time Series: Semiparametric and Nonparametric Methods. Chapman & Hall/CRC, London (240 pages).

Chen, S. X. and Gao, J. (2007). An adaptive empirical likelihood test for parametric time series models. Journal of Econometrics 141, 950 - 972 (23 pages).

Gao, J., Lu, Z. and Tjostheim, D. (2006). Estimation in semiparametric spatial regression. The Annals of Statistics 34, 1395-1435 (41 pages).

Gao, J. and Hawthorne, K. (2006). Semiparametric estimation and testing of the trend of temperature series. Econometrics Journal 9, 332-355 (24 pages).

Arapis, M. and Gao, J. (2006). Empirical comparisons in short-term interest rate models using nonparametric methods. Journal of Financial Econometrics 4, 310-345 (36 pages).

Gao, J. and King, M. L. (2004). Adaptive testing in continuous-time diffusion models. Econometric Theory 20, 844-883 (40 pages).

Gao, J. and Tong, H. (2004). Semiparametric nonlinear time series model selection. Journal of the Royal Statistical Society Series B 66, 321-336 (16 pages).

Files

• jitigaocv.pdf [136.1K] (application/pdf)

Entry last updated: Wednesday, 1 Oct 2008