Pages that link to "Item:Q2630069"
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The following pages link to Functional-coefficient cointegration models (Q2630069):
Displaying 42 items.
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
- Functional coefficient regression models with time trend (Q528015) (← links)
- Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
- Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
- Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- An alternative bandwidth selection method for estimating functional coefficient models (Q1673516) (← links)
- Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach (Q2126203) (← links)
- Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- Model specification test with correlated but not cointegrated variables (Q2512600) (← links)
- When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES (Q2826009) (← links)
- SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES (Q2845027) (← links)
- A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596) (← links)
- ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
- TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
- Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
- A Note on Nonlinear Cointegration, Misspecification, and Bimodality (Q5080465) (← links)
- Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (Q5080530) (← links)
- UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION (Q5741623) (← links)
- Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (Q5860899) (← links)
- Functional coefficient time series models with trending regressors (Q5860950) (← links)
- Smooth coefficient models with endogenous environmental variables (Q5860984) (← links)
- Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
- Functional-coefficient cointegration models in the presence of deterministic trends (Q5862483) (← links)
- Time-varying cointegration and the Kalman filter (Q5862506) (← links)
- Local Linear Estimation of a Nonparametric Cointegration Model (Q5863566) (← links)
- Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution (Q5863569) (← links)
- Estimation of semi-varying coefficient models with nonstationary regressors (Q5864467) (← links)
- LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION (Q6078280) (← links)
- Functional coefficient cointegration models with Box-Cox transformation (Q6117780) (← links)
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)
