Pages that link to "Item:Q1298415"
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The following pages link to Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415):
Displaying 11 items.
- An adaptive estimation of MAVE (Q643296) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Adaptive estimation in time series regression models (Q1203090) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- Adaptive estimation for varying coefficient models (Q2348441) (← links)
- A nonparametric regression estimator that adapts to error distribution of unknown form (Q2886949) (← links)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
- Adaptive R-estimation in a linear regression model with ARMA errors (Q4454274) (← links)
- <i>M</i>‐Estimation for regressions with integrated regressors and arma errors (Q4828182) (← links)
- SEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY (Q5176850) (← links)
- Semiparametrically optimal cointegration test (Q6600012) (← links)