Pages that link to "Item:Q527941"

The following pages link to Dynamic misspecification in nonparametric cointegrating regression (Q527941):

Displaying 12 items.

• A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
• Estimating smooth structural change in cointegration models (Q341906) (← links)
• A specification test for nonlinear nonstationary models (Q447823) (← links)
• Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
• Estimation for double-nonlinear cointegration (Q2305983) (← links)
• Nonparametric predictive regression (Q2343822) (← 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)
• SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES (Q2845027) (← 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)
• Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)