When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2021.09.007
@@ Property / DOI: 10.1016/j.jeconom.2021.09.007 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2021.09.007
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+W3209343125
@@ Property / OpenAlex ID: W3209343125 / rank @@
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@@ Property / cites work @@
+Functional-Coefficient Regression Models for Nonlinear Time Series
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+Functional-coefficient models for nonstationary time series data
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+Stochastic Limit Theory
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+Nonlinear time series. Nonparametric and parametric methods
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+REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
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+Functional‐coefficient models under unit root behaviour
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+Q3428623
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+WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
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+Local Polynomial Estimation of Regression Functions for Mixing Processes
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+Asymptotics for linear processes
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
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+A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES
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+Measuring correlations of integrated but not cointegrated variables: a semiparametric approach
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+Functional-coefficient cointegration models
@@ Property / cites work: Functional-coefficient cointegration models / rank @@
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@@ Property / DOI @@
+.1016/J.JECONOM.2021.09.007
@@ Property / DOI: 10.1016/J.JECONOM.2021.09.007 / rank @@
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