Pages that link to "Item:Q5703226"

The following pages link to Functional‐coefficient models under unit root behaviour (Q5703226):

Displaying 15 items.

• Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
• Functional-coefficient models for nonstationary time series data (Q301966) (← links)
• Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
• Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
• An alternative bandwidth selection method for estimating functional coefficient models (Q1673516) (← links)
• Model specification test with correlated but not cointegrated variables (Q2512600) (← links)
• Functional-coefficient cointegration models (Q2630069) (← links)
• When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958) (← links)
• SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES (Q2845027) (← links)
• ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS (Q3632420) (← links)
• Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (Q5080530) (← links)
• Functional-coefficient cointegration models in the presence of deterministic trends (Q5862483) (← links)
• Bootstrap bandwidth selection in time-varying coefficient models with jumps (Q5866145) (← links)
• LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION (Q6078280) (← links)