4 results
TIME-VARYING PARAMETER REGRESSIONS WITH STATIONARY PERSISTENT DATA
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- Journal:
- Econometric Theory , First View
- Published online by Cambridge University Press:
- 01 April 2024, pp. 1-27
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LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION
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- Journal:
- Econometric Theory / Volume 37 / Issue 1 / February 2021
- Published online by Cambridge University Press:
- 23 March 2020, pp. 138-168
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FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT
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- Journal:
- Econometric Theory / Volume 27 / Issue 2 / April 2011
- Published online by Cambridge University Press:
- 13 September 2010, pp. 285-311
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DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
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- Journal:
- Econometric Theory / Volume 24 / Issue 5 / October 2008
- Published online by Cambridge University Press:
- 09 July 2008, pp. 1373-1403
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