Pages that link to "Item:Q447823"

The following pages link to A specification test for nonlinear nonstationary models (Q447823):

Displaying 32 items.

• A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
• Nonparametric LAD cointegrating regression (Q391595) (← links)
• A specification test for nonlinear nonstationary models (Q447823) (← links)
• Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects (Q1706499) (← links)
• Model checks for nonlinear cointegrating regression (Q1739588) (← links)
• Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
• Functional coefficient panel modeling with communal smoothing covariates (Q2116344) (← links)
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← 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)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
• Inference in heavy-tailed vector error correction models (Q2294452) (← links)
• Estimation for double-nonlinear cointegration (Q2305983) (← links)
• Nonlinear regressions with nonstationary time series (Q2343770) (← links)
• Nonparametric predictive regression (Q2343822) (← links)
• Semiparametric estimation and testing of smooth coefficient spatial autoregressive models (Q2397719) (← links)
• Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
• Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
• Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← 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)
• 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)
• WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS (Q2981820) (← links)
• MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
• Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)