Pages that link to "Item:Q1870096"
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The following pages link to Index models with integrated time series (Q1870096):
Displayed 16 items.
- Nonstationary nonlinear heteroskedasticity in regression (Q278499) (← links)
- Nonlinearity, nonstationarity, and spurious forecasts (Q290934) (← links)
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- On transformed linear cointegration models (Q2226956) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Nonlinear regressions with nonstationary time series (Q2343770) (← links)
- NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
- Endogeneity in Nonlinear Regressions with Integrated Time Series (Q3086359) (← links)
- A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES (Q3408517) (← links)
- TESTS FOR NONLINEAR COINTEGRATION (Q3577698) (← links)
- NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY (Q5024498) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- Nonstationary nonlinear quantile regression (Q5860924) (← links)
- Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico (Q5881681) (← links)
- Estimation for single-index and partially linear single-index integrated models (Q5963528) (← links)