Weighted nonlinear regression with nonstationary time series

Cites Work

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A uniform law for convergence to the local times of linear fractional stable motions
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Additive nonparametric models with time variable and both stationary and nonstationary regressors
Testing for episodic predictability in stock returns
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Nonlinear regressions with nonstationary time series
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Modelling Nonlinear Economic Time Series
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LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION
Estimation for single-index and partially linear single-index integrated models

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