Pages that link to "Item:Q527941"
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The following pages link to Dynamic misspecification in nonparametric cointegrating regression (Q527941):
Displaying 19 items.
- A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Nonparametric LAD cointegrating regression (Q391595) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
- The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
- Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
- Semiparametric functional coefficient models with integrated covariates (Q2845027) (← links)
- Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective (Q2878822) (← links)
- UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA (Q2929845) (← links)
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422) (← links)
- Dynamic Adjustment when the Target is Nonstationary: A Comment (Q3820335) (← links)
- Dynamic Censored Regression and the Open Market Desk Reaction Function (Q5392699) (← links)
- LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION (Q5859570) (← links)
- Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)
