Pages that link to "Item:Q2981820"
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The following pages link to WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS (Q2981820):
Displayed 7 items.
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958) (← links)
- IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS (Q4585030) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS (Q4585032) (← links)
- NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY (Q5024498) (← links)
- Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
- Stochastic local and moderate departures from a unit root and its application to unit root testing (Q6148347) (← links)