Functional coefficient regression models with time trend (Q528015): Difference between revisions

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+Nonlinear Econometric Models with Deterministically Trending Variables
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+Stochastic Processes with Applications
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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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+Functional-coefficient models for nonstationary time series data
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+A central limit theorem for generalized quadratic forms
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+Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
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+Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
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+Bandwidth Selection in Nonparametric Kernel Testing
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+Q3911791
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+Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Root-N-Consistent Semiparametric Regression
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+Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
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+Functional-coefficient cointegration models
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+Local polynomial fitting in semivarying coefficient model
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