Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148): Difference between revisions

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+Testing linearity using power transforms of regressors
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+Trending time-varying coefficient time series models with serially correlated errors
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+Functional-coefficient models for nonstationary time series data
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+Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression
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+Semiparametric cointegrating rank selection
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Inference on stochastic time-varying coefficient models
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Nonparametric estimation in a nonlinear cointegration type model
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+COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
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+Nonlinear Regressions with Integrated Time Series
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+Optimal Inference in Cointegrated Systems
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+REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS
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+Multiple Time Series Regression with Integrated Processes
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Estimating smooth structural change in cointegration models
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Testing for a unit root in time series regression
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+Vector Autoregressions and Causality
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+Nonparametric regression for locally stationary time series
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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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+Functional-coefficient cointegration models
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+Inference of time-varying regression models
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+Simultaneous Inference of Linear Models with Time Varying Coefficients
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