Pages that link to "Item:Q3578996"
From MaRDI portal
The following pages link to Cointegrating Regressions with Time Heterogeneity (Q3578996):
Displaying 12 items.
- Partial parametric estimation for nonstationary nonlinear regressions (Q738171) (← links)
- Heteroskedastic cointegration (Q1203087) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352) (← links)
- COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS (Q4512707) (← links)
- NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS (Q4917228) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)
- Estimation of cointegrated models with exogenous variables (Q5220839) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- COINTEGRATING SMOOTH TRANSITION REGRESSIONS (Q5697608) (← links)
- Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)