Pages that link to "Item:Q1792488"
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The following pages link to Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488):
Displaying 15 items.
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
- An integrated panel data approach to modelling economic growth (Q2673191) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- Optimal lamination test of ethylene vinyl acetate sheets for solar modules (Q5034181) (← links)
- INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
- Functional coefficient cointegration models with Box-Cox transformation (Q6117780) (← links)
- Weighted nonlinear regression with nonstationary time series (Q6593387) (← links)
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure (Q6617789) (← links)
- GMM estimation for high-dimensional panel data models (Q6664631) (← links)
- Functional quantile autoregression (Q6664651) (← links)
