Pages that link to "Item:Q2801991"

The following pages link to NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY (Q2801991):

Displaying 20 items.

• A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
• Estimating smooth structural change in cointegration models (Q341906) (← links)
• Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
• Threshold regression with endogeneity (Q1706444) (← links)
• 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)
• Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
• SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY (Q4569583) (← links)
• WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS (Q4585032) (← links)
• NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS (Q4643226) (← links)
• NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY (Q5024498) (← links)
• LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
• Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
• UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION (Q5371154) (← links)
• LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION (Q5859570) (← links)
• Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)
• OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION (Q6145547) (← links)
• Weighted nonlinear regression with nonstationary time series (Q6593387) (← links)