Pages that link to "Item:Q4917228"
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The following pages link to NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228):
Displaying 10 items.
- Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
- Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
- UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA (Q2929845) (← links)
- Factor and Idiosyncratic Empirical Processes (Q5242464) (← links)
- An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q5272947) (← links)
- UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION (Q5371154) (← links)
- UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION (Q5741623) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
