Pages that link to "Item:Q2343770"
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The following pages link to Nonlinear regressions with nonstationary time series (Q2343770):
Displaying 35 items.
- Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
- Partial parametric estimation for nonstationary nonlinear regressions (Q738171) (← links)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Nonparametric time series regression (Q1336524) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- Nonlinear minimization estimators in the presence of cointegrating relations. (Q1858971) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- On transformed linear cointegration models (Q2226956) (← links)
- Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations (Q2739263) (← links)
- Nonlinear econometric models with cointegrated and deterministically trending regressors (Q2772838) (← links)
- Nonparametric cointegrating regression with endogeneity and long memory (Q2801991) (← links)
- Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective (Q2878822) (← links)
- Nonlinear cointegrating regression under weak identification (Q2890702) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS (Q2981820) (← links)
- (Q3485776) (← links)
- Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series (Q3615074) (← links)
- Non-linear predictors of transformed stationary processes (Q3700530) (← links)
- Nonstationary regression models with a lagged dependent variable (Q4337208) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS (Q4585032) (← links)
- NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY (Q5024498) (← links)
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501) (← links)
- Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
- Non‐stationary regression with logistic transition (Q5093186) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- Two-step estimation in linear regressions with adaptive learning (Q6101704) (← links)
- Functional coefficient cointegration models with Box-Cox transformation (Q6117780) (← links)
- OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION (Q6145547) (← links)
- Weighted nonlinear regression with nonstationary time series (Q6593387) (← links)
- New robust inference for predictive regressions (Q6667297) (← links)
