Functional-coefficient cointegration models (Q2630069): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2009.01.008
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+W2064069418
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+Functional-Coefficient Regression Models for Nonlinear Time Series
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+Q4230831
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Design-adaptive Nonparametric Regression
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+Q3125064
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+Stochastic cointegration: estimation and inference.
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+Functional‐coefficient models under unit root behaviour
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
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+A CUSUM test for cointegration using regression residuals
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+Quantile cointegrating regression
@@ Property / cites work: Quantile cointegrating regression / rank @@
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+Publication:2630069