When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958): Difference between revisions

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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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+Stochastic Limit Theory
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+REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
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+Functional‐coefficient models under unit root behaviour
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+Q3428623
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+WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
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+Asymptotics for linear processes
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
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+A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES
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+Measuring correlations of integrated but not cointegrated variables: a semiparametric approach
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+Functional-coefficient cointegration models
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