PARTIALLY LINEAR MODELS WITH UNIT ROOTS
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Publication:3375344
DOI10.1017/S0266466605050450zbMath1081.62064OpenAlexW3121262488MaRDI QIDQ3375344
Publication date: 8 March 2006
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466605050450
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Monte Carlo methods (65C05) Brownian motion (60J65)
Related Items
Estimating smooth structural change in cointegration models ⋮ Adaptive estimation for varying coefficient models with nonstationary covariates ⋮ NULL RECURRENT UNIT ROOT PROCESSES ⋮ Estimation in semi-parametric regression with non-stationary regressors ⋮ TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS ⋮ Varying coefficient partially nonlinear models with nonstationary regressors ⋮ Estimation of a partially linear additive model with generated covariates ⋮ Estimation of semi-varying coefficient models with nonstationary regressors ⋮ Testing for cointegration using partially linear models
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