Pages that link to "Item:Q1043717"

The following pages link to Specification testing in nonlinear and nonstationary time series autoregression (Q1043717):

Displaying 35 items.

• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Nonparametric LAD cointegrating regression (Q391595) (← links)
• Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
• A specification test for nonlinear nonstationary models (Q447823) (← links)
• Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
• Robust estimation in a nonlinear cointegration model (Q847424) (← links)
• Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
• Model checks for nonlinear cointegrating regression (Q1739588) (← links)
• Nonlinear Poisson autoregression (Q1925990) (← links)
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
• A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
• Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
• Functional coefficient panel modeling with communal smoothing covariates (Q2116344) (← links)
• Multidimensional specification test based on non-stationary time series (Q2161017) (← links)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• Nonlinear regressions with nonstationary time series (Q2343770) (← links)
• Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
• Semiparametric estimation in triangular system equations with nonstationarity (Q2442578) (← links)
• Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
• Recognizing and visualizing copulas: an approach using local Gaussian approximation (Q2513445) (← links)
• NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY (Q2801991) (← links)
• NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
• UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA (Q2929845) (← links)
• QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
• MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
• NULL RECURRENT UNIT ROOT PROCESSES (Q3224037) (← links)
• ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
• SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY (Q4569583) (← links)
• NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
• On count time series prediction (Q5220723) (← links)
• An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q5272947) (← links)
• Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
• Estimation for single-index and partially linear single-index integrated models (Q5963528) (← links)