Inference on a semiparametric model with global power law and local nonparametric trends
From MaRDI portal
(Redirected from Publication:5221309)
Recommendations
- Inference on nonstationary time series with moving mean
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- Inference on trending panel data
- A powerful test for changing trends in time series models
- Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
Cites work
- Additive nonparametric models with time variable and both stationary and nonstationary regressors
- Challenges of trending time series econometrics
- Consistent model specification tests for time series econometric models
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Efficient estimation of a multivariate multiplicative volatility model
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating smooth structural change in cointegration models
- Estimation for single-index and partially linear single-index integrated models
- Fitting time series models to nonstationary processes
- Functional coefficient estimation with both categorical and continuous data
- scientific article; zbMATH DE number 1987559 (Why is no real title available?)
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- Inference on power law spatial trends
- Inference on stochastic time-varying coefficient models
- Large-sample inference for nonparametric regression with dependent errors
- Nonlinear Econometric Models with Deterministically Trending Variables
- Nonlinear Time Series
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric inference on structural breaks
- Nonparametric regression for locally stationary time series
- Productivity trends in U.S. manufacturing: evidence from the NQ and AIM cost functions
- Regression with slowly varying regressors and nonlinear trends
- Semiparametric estimation and testing of the trend of temperature series
- Shrinkage estimation of the varying coefficient model
- Specification test for panel data models with interactive fixed effects
- Testing homogeneity in panel data models with interactive fixed effects
- Testing linearity using power transforms of regressors
- Trending time series and macroeconomic activity: Some present and future challenges
Cited in
(5)- Inference on power law spatial trends
- Semi-parametric modelling of temperature records
- Binary response models for heterogeneous panel data with interactive fixed effects
- Testing for Trend Specifications in Panel Data Models
- A parametric hypothesis test for a global power law and local nonparametric trend model with multiplicative distortion measurement errors
This page was built for publication: Inference on a semiparametric model with global power law and local nonparametric trends
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5221309)
