A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596): Difference between revisions

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+Two-step likelihood estimation procedure for varying-coefficient models
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+Trending time-varying coefficient time series models with serially correlated errors
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+NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
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+Efficient Estimation and Inferences for Varying-Coefficient Models
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+Functional-coefficient models for nonstationary time series data
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+Functional-Coefficient Autoregressive Models
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+A likelihood approximation for locally stationary processes
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+Nonlinear wavelet estimation of time-varying autoregressive processes
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+Testing for Unit Roots: 2
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+Statistical estimation in varying coefficient models
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+A similarity-based approach to prediction
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+An introduction to stochastic unit-root processes
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+Q4272837
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+ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY
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+ASYMPTOTIC THEORY FOR EMPIRICAL SIMILARITY MODELS
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+THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
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+THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II
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+Random coefficient autoregressive models: an introduction
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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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+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 of nonlinear least squares estimation
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+Functional-coefficient cointegration models
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