NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION (Q2890702): Difference between revisions

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+MaRDI publication profile
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+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
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+UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST
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+Nonlinearity, nonstationarity, and spurious forecasts
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+Cube root asymptotics
@@ Property / cites work: Cube root asymptotics / rank @@
+Normal rank
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+Aggregation of space-time processes.
@@ Property / cites work: Aggregation of space-time processes. / rank @@
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+REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
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+Endogeneity in Nonlinear Regressions with Integrated Time Series
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+Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
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+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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+Weak convergence and empirical processes. With applications to statistics
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+GMM with Weak Identification
@@ Property / cites work: GMM with Weak Identification / rank @@
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+Q4001821
@@ Property / cites work: Q4001821 / rank @@
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+https://doi.org/10.1017/s0266466611000648
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+W3123555891
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+Publication:2890702