Pages that link to "Item:Q2442578"
From MaRDI portal
The following pages link to Semiparametric estimation in triangular system equations with nonstationarity (Q2442578):
Displaying 18 items.
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Semiparametric single-index panel data models with cross-sectional dependence (Q2354867) (← links)
- Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
- SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY (Q4569583) (← links)
- (Q5004053) (← links)
- NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY (Q5024498) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
- UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION (Q5741623) (← links)
- Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (Q5860899) (← links)
- Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
- Estimation for single-index and partially linear single-index integrated models (Q5963528) (← links)
- Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)