Pages that link to "Item:Q301966"
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The following pages link to Functional-coefficient models for nonstationary time series data (Q301966):
Displayed 50 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)
- ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
- ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
- UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES (Q3453245) (← links)
- SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY (Q4569583) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
- Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← 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)
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets (Q5860972) (← links)
- Smooth coefficient models with endogenous environmental variables (Q5860984) (← links)