Pages that link to "Item:Q2512598"
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The following pages link to Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598):
Displaying 15 items.
- Testing for cointegration using partially linear models (Q261908) (← links)
- Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
- Speed of adjustment in cointegrated systems (Q736565) (← links)
- Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
- Semi-nonparametric cointegration testing (Q1867722) (← links)
- The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach (Q2126203) (← links)
- Time-varying cointegration with an application to the UK Great Ratios (Q2208633) (← links)
- Testing for no-cointegration under time-varying variance (Q2315402) (← links)
- Model specification test with correlated but not cointegrated variables (Q2512600) (← links)
- Semiparametric functional coefficient models with integrated covariates (Q2845027) (← links)
- Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
- Local Linear Estimation of a Nonparametric Cointegration Model (Q5863566) (← links)
- Estimation of semi-varying coefficient models with nonstationary regressors (Q5864467) (← links)
- Bootstrap bandwidth selection in time-varying coefficient models with jumps (Q5866145) (← links)