TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246): Difference between revisions

@@ Property / author @@
-Q163284
@@ Property / author: Q163284 / rank @@
-Normal rank
@@ Property / author @@
-Yong-Gang Wang
@@ Property / author: Yong-Gang Wang / rank @@
-Normal rank
@@ Property / author @@
+Zong-Wu Cai
@@ Property / author: Zong-Wu Cai / rank @@
+Normal rank
@@ Property / author @@
+Yong-Gang Wang
@@ Property / author: Yong-Gang Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Predictive regressions for macroeconomic data
@@ Property / cites work: Predictive regressions for macroeconomic data / rank @@
+Normal rank
@@ Property / cites work @@
+A consistent test of functional form via nonparametric estimation techniques
+Normal rank
@@ Property / cites work @@
+Functional-coefficient cointegration models
@@ Property / cites work: Functional-coefficient cointegration models / rank @@
+Normal rank
@@ Property / cites work @@
+Regression Theory for Near-Integrated Time Series
@@ Property / cites work: Regression Theory for Near-Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
+Normal rank
@@ Property / cites work @@
+Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression
+Normal rank
@@ Property / cites work @@
+Testing predictive regression models with nonstationary regressors
+Normal rank
@@ Property / cites work @@
+A specification test for nonlinear nonstationary models
+Normal rank
@@ Property / cites work @@
+The functional law of the iterated logarithm for stationary strongly mixing sequences
+Normal rank
@@ Property / cites work @@
+Predictive regression under various degrees of persistence and robust long-horizon regression
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466614000590
+Normal rank
@@ Property / OpenAlex ID @@
+W1972560541
@@ Property / OpenAlex ID: W1972560541 / rank @@
+Normal rank