Nonparametric predictive regression (Q2343822): Difference between revisions

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+W2265900510
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+Summability of stochastic processes -- a generalization of integration for non-linear processes
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+CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF  INTEGRATED TIME SERIES”
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+On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
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+Q5624436
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+Modelling Nonlinear Relationships between Extended-Memory Variables
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+Q3911791
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+Semiparametric inference in multivariate fractionally cointegrated systems
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+Optimal Inference in Regression Models with Nearly Integrated Regressors
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+DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
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+The Bierens test for certain nonstationary models
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+Dynamic misspecification in nonparametric cointegrating regression
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+Nonlinearity Induced Weak Instrumentation
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+An approximation of partial sums of independent RV's, and the sample DF. II
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+Q3428623
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+Nonlinearity, nonstationarity, and spurious forecasts
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+Consistent Testing of Cointegrating Relationships
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+Q4127118
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Nonstationary Binary Choice
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+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+Towards a unified asymptotic theory for autoregression
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+Fully Modified Least Squares and Vector Autoregression
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+Unit root log periodogram regression
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+On Confidence Intervals for Autoregressive Roots and Predictive Regression
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Predictive regression under various degrees of persistence and robust long-horizon regression
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+NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
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+Gaussian semiparametric estimation of long range dependence
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+Cointegration in Fractional Systems with Unknown Integration Orders
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+Strong approximation for long memory processes with applications
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+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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+Structural Nonparametric Cointegrating Regression
@@ Property / cites work: Structural Nonparametric Cointegrating Regression / rank @@
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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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+Some properties of the fractional Ornstein–Uhlenbeck process
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+Publication:2343822