Pages that link to "Item:Q341906"

The following pages link to Estimating smooth structural change in cointegration models (Q341906):

Displaying 16 items.

• 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)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← 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)
• Time-varying cointegration with an application to the UK Great Ratios (Q2208633) (← links)
• Estimation for double-nonlinear cointegration (Q2305983) (← links)
• Time-varying predictability of the long horizon equity premium based on semiparametric regressions (Q2695788) (← links)
• LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION (Q6078280) (← links)
• Time-varying multivariate causal processes (Q6118719) (← links)
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
• Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)
• Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)
• Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)