Varying coefficient partially nonlinear models with nonstationary regressors
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
- ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications
- Endogeneity in nonlinear regressions with integrated time series
- Estimation and inference for varying coefficient partially nonlinear models
- Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines
- Estimation for single-index and partially linear single-index integrated models
- Estimation in semi-parametric regression with non-stationary regressors
- Estimation of semi-varying coefficient models with nonstationary regressors
- Functional-coefficient cointegration models
- Functional-coefficient models for nonstationary time series data
- Local Linear Estimation of a Nonparametric Cointegration Model
- Local limit theory and spurious nonparametric regression
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Nonlinear Regressions with Integrated Time Series
- Nonlinear Time Series
- Nonlinear regressions with nonstationary time series
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric cointegrating regression with endogeneity and long memory
- Nonparametric econometrics. Theory and practice.
- Nonparametric estimation in a nonlinear cointegration type model
- Nonparametric estimation in null recurrent time series.
- PARTIALLY LINEAR MODELS WITH UNIT ROOTS
- Semiparametric functional coefficient models with integrated covariates
- Structural nonparametric cointegrating regression
- Testing cointegration relationship in a semiparametric varying coefficient model
- Uniform consistency for nonparametric estimators in null recurrent time series
Cited in
(11)- Estimation in semi-parametric regression with non-stationary regressors
- Adaptive estimation for varying coefficient models with nonstationary covariates
- Functional‐coefficient models under unit root behaviour
- Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
- Inference of the trend in a partially linear model with locally stationary regressors
- Semiparametric functional coefficient models with integrated covariates
- Estimation of varying coefficient models with time trend and integrated regressors
- Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data
- PARTIALLY LINEAR MODELS WITH UNIT ROOTS
- Estimation of semi-varying coefficient models with nonstationary regressors
- Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression
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