Pages that link to "Item:Q261908"
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The following pages link to Testing for cointegration using partially linear models (Q261908):
Displaying 13 items.
- LR cointegration tests when some cointegrating relations are known (Q998890) (← links)
- Testing for cointegration using principal components methods (Q1104687) (← links)
- Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515) (← links)
- Testing misspecified cointegrating relationships (Q1274178) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
- Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion (Q3156192) (← links)
- NULL RECURRENT UNIT ROOT PROCESSES (Q3224037) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- A two‐step procedure for testing partial parameter stability in cointegrated regression models (Q5063323) (← links)
- SEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY (Q5176850) (← links)
- Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence (Q5860891) (← links)
- A Partially Linear Kernel Estimator for Categorical Data (Q5863568) (← links)