A specification test for nonlinear nonstationary models (Q447823): Difference between revisions

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+.0825
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+Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
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+CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
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+Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Testing linearity in cointegrating smooth transition regressions
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+TESTS FOR NONLINEAR COINTEGRATION
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+FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF  INTEGRATED TIME SERIES
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+NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
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+Specification testing in nonlinear and nonstationary time series autoregression
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+Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity
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+An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
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+Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
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+Nonparametric estimation in a nonlinear cointegration type model
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+Nonparametric estimation in null recurrent time series.
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+Dynamic misspecification in nonparametric cointegrating regression
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+A simple consistent bootstrap test for a parametric regression function
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+Nonlinearity, nonstationarity, and spurious forecasts
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Nonlinear Regressions with Integrated Time Series
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+Towards a unified asymptotic theory for autoregression
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+Regression Theory for Near-Integrated Time Series
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+LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION
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+Asymptotics for linear processes
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+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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+Structural Nonparametric Cointegrating Regression
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+ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
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+A specification test for nonlinear nonstationary models
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