The following pages link to TIME-VARYING COINTEGRATION (Q4933586):
Displayed 24 items.
- Bayesian inference in a time varying cointegration model (Q738080) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- Do they still matter? -- Impact of fossil fuels on electricity prices in the light of increased renewable generation (Q1695689) (← links)
- Time-varying cointegration model using wavelets (Q1726797) (← links)
- Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle (Q1998246) (← links)
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- Predicting global temperature anomaly: a definitive investigation using an ensemble of twelve competing forecasting models (Q2153173) (← links)
- Time-varying cointegration with an application to the UK Great Ratios (Q2208633) (← links)
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach (Q2216411) (← links)
- Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (Q2288947) (← links)
- The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break (Q2345147) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- Regime-switching cointegration (Q2687854) (← links)
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
- ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
- A two‐step procedure for testing partial parameter stability in cointegrated regression models (Q5063323) (← links)
- On cointegration for processes integrated at different frequencies (Q5095290) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- Time-varying cointegration and the Kalman filter (Q5862506) (← links)
- A state-space approach to time-varying reduced-rank regression (Q5867576) (← links)
- Time-varying cointegration, identification, and cointegration spaces (Q5881687) (← links)
- Clean energy consumption and economic growth in China: a time-varying analysis (Q6138248) (← links)