Pages that link to "Item:Q301966"

The following pages link to Functional-coefficient models for nonstationary time series data (Q301966):

Displaying 41 items.

• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
• Estimating smooth structural change in cointegration models (Q341906) (← links)
• Nonparametric LAD cointegrating regression (Q391595) (← links)
• Nonparametric estimation of fixed effects panel data varying coefficient models (Q476223) (← links)
• Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
• Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
• Functional coefficient regression models with time trend (Q528015) (← links)
• Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
• Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
• Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
• Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
• Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
• Robust estimation in a nonlinear cointegration model (Q847424) (← links)
• Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
• A perspective on recent methods on testing predictability of asset returns (Q1640689) (← 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)
• Functional coefficient panel modeling with communal smoothing covariates (Q2116344) (← 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)
• Improvement of the nonparametric estimation of functional stationary time series using Yeo-Johnson transformation with application to temperature curves (Q2247643) (← links)
• Estimation for double-nonlinear cointegration (Q2305983) (← 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)
• Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
• Model specification test with correlated but not cointegrated variables (Q2512600) (← links)
• Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
• When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958) (← links)
• NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA (Q2786679) (← links)
• NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY (Q2801991) (← 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)
• 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)
• A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596) (← links)
• MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
• LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION (Q6078280) (← links)
• Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)
• Dynamic modeling for multivariate functional and longitudinal data (Q6150533) (← links)