Pages that link to "Item:Q3652616"

The following pages link to LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION (Q3652616):

Displaying 16 items.

• A specification test for nonlinear nonstationary models (Q447823) (← links)
• Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
• Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
• Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
• Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
• Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
• Estimation for double-nonlinear cointegration (Q2305983) (← links)
• Semiparametric estimation in triangular system equations with nonstationarity (Q2442578) (← links)
• SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES (Q2845027) (← links)
• Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (Q5080530) (← links)
• Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
• LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION (Q5859570) (← links)
• Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (Q5860899) (← links)
• Standard Errors for Nonparametric Regression (Q5861018) (← links)
• Estimation for single-index and partially linear single-index integrated models (Q5963528) (← links)
• Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)