Pages that link to "Item:Q4653564"
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The following pages link to ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES” (Q4653564):
Displaying 15 items.
- The Bierens test for certain nonstationary models (Q736671) (← links)
- Long-memory property of nonlinear transformations of break processes (Q1927845) (← links)
- Exponential functionals of integrated processes (Q1934854) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- Summability of stochastic processes -- a generalization of integration for non-linear processes (Q2511790) (← links)
- FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT (Q3168872) (← links)
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION (Q3181943) (← links)
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422) (← links)
- LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION (Q3652616) (← links)
- NEGATIVE POWERS OF INTEGRATED PROCESSES (Q5071688) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- THE SUM OF THE RECIPROCAL OF THE RANDOM WALK (Q5218428) (← links)
- CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES (Q5438205) (← links)
- Time-varying cointegration and the Kalman filter (Q5862506) (← links)
- OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION (Q6145547) (← links)
