Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598): Difference between revisions

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+TIME-VARYING COINTEGRATION
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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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+TESTS FOR NONLINEAR COINTEGRATION
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+Necessary and sufficient conditions for the conditional central limit theorem
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Q4397010
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+Residual-based tests for cointegration in models with regime shifts
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+UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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+Q4272837
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Nonparametric estimation in a nonlinear cointegration type model
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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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+MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
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+COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
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+Nonlinear Regressions with Integrated Time Series
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+Bootstrapping I(1) data
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+Multiple Time Series Regression with Integrated Processes
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+The Dependent Wild Bootstrap
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+Q3027988
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+SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES
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+Measuring correlations of integrated but not cointegrated variables: a semiparametric approach
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+ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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+Structural Nonparametric Cointegrating Regression
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+Dynamic Generalized Linear Models and Bayesian Forecasting
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+Functional-coefficient cointegration models
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+A CUSUM test for cointegration using regression residuals
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