OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION
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Publication:6145547
DOI10.1017/s0266466620000390OpenAlexW3110667850MaRDI QIDQ6145547
Qiying Wang, Peter C. B. Phillips
Publication date: 9 January 2024
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466620000390
Cites Work
- Limit theory for moderate deviations from a unit root
- Nonlinear regressions with nonstationary time series
- Nonparametric predictive regression
- NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY
- UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA
- ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
- MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION
- Structural Nonparametric Cointegrating Regression
- Limit Theorems for Nonlinear Cointegrating Regression
- ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- Nonstationary Binary Choice
- Nonlinear Regressions with Integrated Time Series
- ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”
- NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
- UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION
