Pages that link to "Item:Q2772838"
From MaRDI portal
The following pages link to Nonlinear econometric models with cointegrated and deterministically trending regressors (Q2772838):
Displayed 32 items.
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Nonlinearity, nonstationarity, and spurious forecasts (Q290934) (← links)
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
- A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← links)
- The Bierens test for certain nonstationary models (Q736671) (← links)
- Partial parametric estimation for nonstationary nonlinear regressions (Q738171) (← links)
- Residual based tests for cointegration in dependent panels (Q738179) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
- Nonlinear IV unit root tests in panels with cross-sectional dependency. (Q1858972) (← links)
- Index models with integrated time series (Q1870096) (← links)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Nonlinear regressions with nonstationary time series (Q2343770) (← links)
- Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
- Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- Endogeneity in Nonlinear Regressions with Integrated Time Series (Q3086359) (← links)
- A FUNCTIONAL COEFFICIENT APPROACH TO MODELING THE FISHER HYPOTHESIS: WORLDWIDE EVIDENCE (Q3168867) (← links)
- Testing for Neglected Nonlinearity in Cointegrating Relationships (Q3505332) (← links)
- TESTS FOR NONLINEAR COINTEGRATION (Q3577698) (← links)
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS (Q4585032) (← links)
- NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY (Q5024498) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846) (← links)
- Nonstationary nonlinear quantile regression (Q5860924) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- Time-varying cointegration and the Kalman filter (Q5862506) (← links)
- Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico (Q5881681) (← links)
- A reexamination of stock return predictability (Q5964757) (← links)