Semiparametric Approximation Methods in Multivariate Model Selection. - Jiti Gao; Rodney Wolff; Vo Anh (J. Complex., 2001)

Modelling and managing financial risk: An overview. - David E. Allen; Jiti Gao; Michael McAleer (Math. Comput. Simul., 2009)

Special Issue on "Estimation, Testing and Forecasting in Econometrics". - Jiti Gao; Maxwell L. King (Model. Assist. Stat. Appl., 2015)