Inference for trend functions in partially linear models
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Cites work
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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- A measure of stationarity in locally stationary processes with applications to testing
- A nonparametric test for changing trends
- A powerful test for changing trends in time series models
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- Estimation of semiparametric locally stationary diffusion models
- Fitting time series models to nonstationary processes
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- Root-n-consistent estimation of partially linear time series models
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
- Semiparametric and nonparametric methods in econometrics
- Simultaneous inference of a partially linear model in time series
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
- Testing for Trend Specifications in Panel Data Models
- Testing for changing volatility
- Testing for common deterministic trend slopes
- Testing for smooth structural changes in time series models via nonparametric regression
- Testing for stationarity in multivariate locally stationary processes
- Testing parametric assumptions of trends of a nonstationary time series
- Trending Time-Varying Coefficient Spatial Panel Data Models
- Wavelet-based Bayesian estimation of partially linear regression models with long memory errors
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