Pages that link to "Item:Q997380"
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The following pages link to Nonparametric estimation in a nonlinear cointegration type model (Q997380):
Displaying 22 items.
- 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)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
- Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (Q5080530) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- On a measure of lack of fit in nonlinear cointegrating regression with endogeneity (Q5220372) (← links)
- UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION (Q5371154) (← links)
- Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
- UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION (Q5741623) (← links)
- LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION (Q5859570) (← links)
- Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression (Q5860899) (← links)
- Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
- Local Linear Estimation of a Nonparametric Cointegration Model (Q5863566) (← links)
- Estimation for single-index and partially linear single-index integrated models (Q5963528) (← links)
- Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
- On sufficient conditions for the consistency of local linear kernel estimators (Q6084893) (← links)
- Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation (Q6112445) (← links)
- A New Class of Bivariate Threshold Cointegration Models (Q6616613) (← links)
