Functional-coefficient models for nonstationary time series data (Q301966): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2008.10.003
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+W1986061845
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+CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
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+Q5560061
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+REGRESSION QUANTILES FOR TIME SERIES
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+Two-step likelihood estimation procedure for varying-coefficient models
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+A two–stage approach to additive time series models
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+Trending time-varying coefficient time series models with serially correlated errors
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+Functional-Coefficient Regression Models for Nonlinear Time Series
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Functional-Coefficient Autoregressive Models
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+A useful estimate in the multidimensional invariance principle
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+Profile likelihood inferences on semiparametric varying-coefficient partially linear models
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+UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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+Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
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+Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
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+Functional‐coefficient models under unit root behaviour
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+Nonparametric estimation in a nonlinear cointegration type model
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+EFFICIENT ESTIMATION OF GENERALIZED ADDITIVE NONPARAMETRIC  REGRESSION MODELS
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+A maximal inequality and dependent strong laws
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+COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Structural Nonparametric Cointegrating Regression
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