Pages that link to "Item:Q4512689"
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The following pages link to ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (Q4512689):
Displayed 50 items.
- A robust version of the KPSS test based on indicators (Q276913) (← links)
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Nonstationary nonlinear heteroskedasticity in regression (Q278499) (← links)
- Nonstationary discrete choice: a corrigendum and addendum (Q289204) (← links)
- Nonlinearity, nonstationarity, and spurious forecasts (Q290934) (← links)
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- Time series properties of ARCH processes with persistent covariates (Q299219) (← links)
- Functional-coefficient models for nonstationary time series data (Q301966) (← links)
- Discrete choice modeling with nonstationary panels applied to exchange rate regime choice (Q302205) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Testing linearity using power transforms of regressors (Q494413) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- Robust inference in nonstationary time series models (Q527996) (← links)
- Spurious regressions in technical trading (Q528012) (← links)
- A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← links)
- Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← 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)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Nonlinear instrumental variable estimation of an autoregression. (Q1421319) (← links)
- Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← 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)
- Nonstationary nonlinear heteroskedasticity. (Q1858976) (← links)
- Special issue: Long memory and nonlinear time series. Selected papers of a conference, Cardiff, UK, July 9--11, 2000 (Q1863673) (← links)
- Index models with integrated time series (Q1870096) (← links)
- Convergence of functionals of sums of r.v.s to local times of fractional stable motions. (Q1878981) (← links)
- Logarithmic spurious regressions (Q1927368) (← links)
- Long-memory property of nonlinear transformations of break processes (Q1927845) (← links)
- Exponential functionals of integrated processes (Q1934854) (← links)
- Nonlinear regression for unit root models with autoregressive errors (Q1934876) (← links)
- Testing for the Box-Cox parameter for an integrated process (Q1942730) (← links)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- When will the Covid-19 pandemic peak? (Q2224906) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Nonlinear regressions with nonstationary time series (Q2343770) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- Nonstationary discrete choice (Q2439053) (← links)
- Semiparametric estimation in triangular system equations with nonstationarity (Q2442578) (← links)
- Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)