Pages that link to "Item:Q997380"

The following pages link to Nonparametric estimation in a nonlinear cointegration type model (Q997380):

Displaying 50 items.

• A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
• Functional-coefficient models for nonstationary time series data (Q301966) (← links)
• Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
• Estimating smooth structural change in cointegration models (Q341906) (← links)
• Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
• Nonparametric LAD cointegrating regression (Q391595) (← links)
• Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
• Asymptotic theory for fractional regression models via Malliavin calculus (Q430976) (← links)
• A specification test for nonlinear nonstationary models (Q447823) (← links)
• Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
• Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
• Statistical inference in partially time-varying coefficient models (Q607224) (← links)
• Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
• Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
• Robust estimation in a nonlinear cointegration model (Q847424) (← links)
• Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
• Nonparametric regression estimation in a null recurrent time series (Q993800) (← links)
• Nonparametric estimation in a nonlinear cointegration type model (Q997380) (← links)
• Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
• Nonparametric regression with subfractional Brownian motion via Malliavin calculus (Q1724626) (← links)
• Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
• Nonparametric estimation in null recurrent time series. (Q1848865) (← links)
• Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← 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)
• Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
• Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
• Asymptotic behavior for bi-fractional regression models via Malliavin calculus (Q2258919) (← links)
• Estimation for double-nonlinear cointegration (Q2305983) (← links)
• Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← 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)
• Summability of stochastic processes -- a generalization of integration for non-linear processes (Q2511790) (← links)
• Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
• Model specification test with correlated but not cointegrated variables (Q2512600) (← links)
• Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
• NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA (Q2786679) (← links)
• NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY (Q2801991) (← links)
• NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
• Kernel Density Estimation and Local Time (Q2914787) (← links)
• UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA (Q2929845) (← links)
• A FUNCTIONAL COEFFICIENT APPROACH TO MODELING THE FISHER HYPOTHESIS: WORLDWIDE EVIDENCE (Q3168867) (← links)
• ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION (Q3181943) (← links)
• MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
• NULL RECURRENT UNIT ROOT PROCESSES (Q3224037) (← links)
• UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES (Q3453245) (← links)
• LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION (Q3652616) (← links)
• NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
• SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY (Q4569583) (← links)
• ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588) (← links)