Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
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Publication:4569583
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Cites work
- scientific article; zbMATH DE number 2150787 (Why is no real title available?)
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- Occupation densities
- On blocking rules for the bootstrap with dependent data
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- Semiparametric estimation in triangular system equations with nonstationarity
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- Specification testing in nonlinear and nonstationary time series autoregression
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Cited in
(11)- Specification testing for nonlinear multivariate cointegrating regressions
- Multidimensional specification test based on non-stationary time series
- Spurious functional-coefficient regression models and robust inference with marginal integration
- LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION
- A weighted sieve estimator for nonparametric time series models with nonstationary variables
- Nonparametric inference for quantile cointegrations with stationary covariates
- Nonparametric cointegrating regression with endogeneity and long memory
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates
- Binary response models for heterogeneous panel data with interactive fixed effects
- Estimation for double-nonlinear cointegration
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice
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