Pages that link to "Item:Q301966"
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The following pages link to Functional-coefficient models for nonstationary time series data (Q301966):
Displaying 17 items.
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Nonparametric LAD cointegrating regression (Q391595) (← links)
- Nonparametric estimation of fixed effects panel data varying coefficient models (Q476223) (← links)
- Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
- Functional coefficient regression models with time trend (Q528015) (← links)
- Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
- Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
- LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION (Q6078280) (← links)
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)
- Dynamic modeling for multivariate functional and longitudinal data (Q6150533) (← links)
