Pages that link to "Item:Q4512707"
From MaRDI portal
The following pages link to COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS (Q4512707):
Displaying 33 items.
- A nonparametric test for changing trends (Q262832) (← links)
- Functional-coefficient models for nonstationary time series data (Q301966) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving (Q530986) (← links)
- Bayesian inference in a time varying cointegration model (Q738080) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- Time-varying cointegration model using wavelets (Q1726797) (← links)
- Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
- Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle (Q1998246) (← links)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
- Interpreting the coefficients in dynamic two-way fixed effects regressions with time-varying covariates (Q2158720) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- Time-varying cointegration with an application to the UK Great Ratios (Q2208633) (← links)
- Time-varying lag cointegration (Q2226301) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- Functional-coefficient cointegration models (Q2630069) (← links)
- Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- Regime-switching cointegration (Q2687854) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- A re-examination of Libor rigging: a time-varying cointegration perspective (Q4555146) (← links)
- Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing (Q4677022) (← links)
- On cointegration for processes integrated at different frequencies (Q5095290) (← links)
- Estimation of cointegrated models with exogenous variables (Q5220839) (← links)
- COINTEGRATING SMOOTH TRANSITION REGRESSIONS (Q5697608) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- Time-varying cointegration and the Kalman filter (Q5862506) (← links)
- Estimation of semi-varying coefficient models with nonstationary regressors (Q5864467) (← links)
- Time-varying cointegration, identification, and cointegration spaces (Q5881687) (← links)
- Time varying risk aversion and its connectedness: evidence from cryptocurrencies (Q6588514) (← links)
