Pages that link to "Item:Q290934"
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The following pages link to Nonlinearity, nonstationarity, and spurious forecasts (Q290934):
Displaying 19 items.
- `Time-series' versus `econometric' forecasts: a non-linear regression counterexample (Q356653) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
- The Bierens test for certain nonstationary models (Q736671) (← links)
- Nonparametric, nonlinear, short-term forecasting: Theory and evidence for nonlinearities in the commodity markets (Q1606379) (← 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)
- Forecasting non-stationary economic time series. With a foreword by Katarina Juselius (Q2723584) (← links)
- Nonlinear cointegrating regression under weak identification (Q2890702) (← links)
- UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA (Q2929845) (← links)
- MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
- ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
- Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting (Q3477854) (← links)
- COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE (Q3551017) (← links)
- NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
- Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
- Nonstationary nonlinear quantile regression (Q5860924) (← links)
