Pages that link to "Item:Q4860679"
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The following pages link to Nonlinear Econometric Models with Deterministically Trending Variables (Q4860679):
Displayed 18 items.
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Functional coefficient regression models with time trend (Q528015) (← links)
- Measuring business cycles with business-cycle models (Q1350461) (← links)
- Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
- Nonparametric regression with subfractional Brownian motion via Malliavin calculus (Q1724626) (← links)
- Index models with integrated time series (Q1870096) (← links)
- Profile least squares estimation of a partially linear time trend model with weakly dependent data (Q2345258) (← links)
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
- LIMITED TIME SERIES WITH A UNIT ROOT (Q3375345) (← links)
- A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend (Q3422392) (← links)
- ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
- TESTS FOR NONLINEAR COINTEGRATION (Q3577698) (← links)
- (Q5118530) (← links)
- Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends (Q5201508) (← links)
- INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
- Functional coefficient time series models with trending regressors (Q5860950) (← links)
- Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)