Functional-coefficient models for nonstationary time series data
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Cited in
(71)- Dynamic modeling for multivariate functional and longitudinal data
- Volatility spillover effect: a semiparametric analysis of non-cointegrated process
- Nonparametric cointegrating regression with NNH errors
- Uniform convergence for nonparametric estimators with nonstationary data
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
- Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series
- When bias contributes to variance: true limit theory in functional coefficient cointegrating regression
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates
- LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION
- Proportional functional coefficient time series models
- Robust estimation in a nonlinear cointegration model
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
- Multivariate functional-coefficient regression models for nonlinear vector time series data
- Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines
- Functional coefficient regression models with time trend
- Semiparametric estimation in triangular system equations with nonstationarity
- Smooth coefficient models with endogenous environmental variables
- A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
- Nonparametric LAD cointegrating regression
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
- Estimating smooth structural change in cointegration models
- Nonparametric estimation of fixed effects panel data varying coefficient models
- Trending time-varying coefficient time series models with serially correlated errors
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- Varying coefficient partially nonlinear models with nonstationary regressors
- Spurious functional-coefficient regression models and robust inference with marginal integration
- Functional coefficient seasonal time series models with an application of Hawaii tourism data
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- Nonparametric regression for locally stationary functional time series
- Statistical Inference for Functional Time Series
- Semiparametric functional coefficient models with integrated covariates
- Testing cointegration relationship in a semiparametric varying coefficient model
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- Local Linear Estimation of a Nonparametric Cointegration Model
- Statistical inference of locally stationary functional coefficient models
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