Pages that link to "Item:Q2886960"
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The following pages link to Regression with slowly varying regressors and nonlinear trends (Q2886960):
Displaying 22 items.
- Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices (Q277287) (← links)
- Testing linearity using power transforms of regressors (Q494413) (← links)
- Mildly explosive autoregression under weak and strong dependence (Q527993) (← links)
- A low-dimension portmanteau test for non-linearity (Q736672) (← links)
- Weak \(\sigma\)-convergence: theory and applications (Q1740291) (← links)
- Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
- Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- Weak convergence of linear and quadratic forms and related statements on \(L_p\)-approximability (Q2633357) (← links)
- Testing for common trends in semi-parametric panel data models with fixed effects (Q2896000) (← links)
- Regressions with asymptotically collinear regressors (Q3018507) (← links)
- ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING (Q4599617) (← links)
- Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
- NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY (Q5024498) (← links)
- (Q5118530) (← links)
- TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS (Q5118577) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
- The role of information in nonstationary regression (Q5742599) (← links)
- Standard Errors for Nonparametric Regression (Q5861018) (← links)
- Estimation and inference in adaptive learning models with slowly decreasing gains (Q6134627) (← links)
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure (Q6617789) (← links)