Pages that link to "Item:Q2486184"

The following pages link to Challenges of trending time series econometrics (Q2486184):

Displaying 14 items.

• Smoothing non-stationary time series using the discrete cosine transform (Q328074) (← links)
• Weak \(\sigma\)-convergence: theory and applications (Q1740291) (← links)
• Global temperatures and greenhouse gases: a common features approach (Q2171998) (← links)
• Trends in distributional characteristics: existence of global warming (Q2280607) (← links)
• Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
• Testing for common trends in semi‐parametric panel data models with fixed effects (Q2896000) (← links)
• Semiparametric cointegrating rank selection (Q3406055) (← links)
• COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE (Q3551017) (← links)
• LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION (Q3652616) (← links)
• TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS (Q5081787) (← links)
• Semi-parametric modelling of temperature records (Q5126951) (← links)
• INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
• A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER (Q5859559) (← links)
• High-dimensional IV cointegration estimation and inference (Q6193065) (← links)