Pages that link to "Item:Q5963528"
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The following pages link to Estimation for single-index and partially linear single-index integrated models (Q5963528):
Displaying 30 items.
- Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
- A novel partial-linear single-index model for time series data (Q1727926) (← links)
- Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
- Simultaneous confidence bands and global inferences for extended partially linear single-index models (Q2110826) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Sieve extremum estimation of a semiparametric transformation model (Q2179767) (← links)
- On transformed linear cointegration models (Q2226956) (← links)
- Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
- Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY (Q4569583) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
- Series estimation for single‐index models under constraints (Q5117660) (← links)
- INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
- Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
- Estimation for single-index and partially linear single-index integrated models (Q5963528) (← links)
- Inferences for extended partially linear single-index models (Q6075569) (← links)
- Functional coefficient cointegration models with Box-Cox transformation (Q6117780) (← links)
- Polynomial spline estimation of panel count data model with an unknown link function (Q6120364) (← links)
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)
- Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)
- Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)
- Weighted nonlinear regression with nonstationary time series (Q6593387) (← links)
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure (Q6617789) (← links)
- Functional quantile autoregression (Q6664651) (← links)
