Pages that link to "Item:Q3181943"
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The following pages link to ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION (Q3181943):
Displaying 50 items.
- A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- Nonparametric LAD cointegrating regression (Q391595) (← links)
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- Asymptotic theory for fractional regression models via Malliavin calculus (Q430976) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← 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)
- Partial parametric estimation for nonstationary nonlinear regressions (Q738171) (← links)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Nonparametric regression estimation in a null recurrent time series (Q993800) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
- Nonparametric regression with subfractional Brownian motion via Malliavin calculus (Q1724626) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← 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)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- Functional coefficient panel modeling with communal smoothing covariates (Q2116344) (← links)
- Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
- Multidimensional specification test based on non-stationary time series (Q2161017) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- Approximation of fractional local times: zero energy and derivatives (Q2240878) (← links)
- Asymptotic behavior for bi-fractional regression models via Malliavin calculus (Q2258919) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Nonlinear regressions with nonstationary time series (Q2343770) (← links)
- Nonparametric predictive regression (Q2343822) (← 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)
- Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572) (← 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)
- NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION (Q2890702) (← links)
- Kernel Density Estimation and Local Time (Q2914787) (← links)
- UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA (Q2929845) (← links)
- A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS (Q2981820) (← links)
- ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS (Q3168870) (← links)
- FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT (Q3168872) (← links)
