Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
DOI10.1017/S0266466617000238zbMATH Open1393.62037OpenAlexW2622511854MaRDI QIDQ4569583FDOQ4569583
Authors: Chaohua Dong, Jiti Gao 
Publication date: 26 June 2018
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466617000238
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Cited In (9)
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice
- A weighted sieve estimator for nonparametric time series models with nonstationary variables
- Spurious functional-coefficient regression models and robust inference with marginal integration
- Nonparametric inference for quantile cointegrations with stationary covariates
- Estimation for double-nonlinear cointegration
- Multidimensional specification test based on non-stationary time series
- LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION
- Binary response models for heterogeneous panel data with interactive fixed effects
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