Pages that link to "Item:Q2398978"
From MaRDI portal
The following pages link to Specification testing for nonlinear multivariate cointegrating regressions (Q2398978):
Displaying 10 items.
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Multidimensional specification test based on non-stationary time series (Q2161017) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Testing for Neglected Nonlinearity in Cointegrating Relationships (Q3505332) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)
