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Three essays on the nonparametric estimation of nonlinear cointegrating regressions
Duffy, James A. - 2014
Persistent link: https://www.econbiz.de/10012507702
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Estimating smooth structural change in cointegration models
Phillips, Peter C. B.; Li, Degui; Gao, Jiti - In: Journal of econometrics 196 (2017) 1, pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
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Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 200 (2017) 1, pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
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Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - 2016 - Revised 14, 08
Persistent link: https://www.econbiz.de/10011781762
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Functional cointegration : definition and nonparametric estimation
Banerjee, Anurag Narayan; Pitarakis, Jean-Yves - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 507-520
Persistent link: https://www.econbiz.de/10010461196
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Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Journal of econometrics 215 (2020) 2, pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
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Redefining the nexus of military spending among Southeast Mediterranean countries in the presence of nonlinearities
Palaios, Panagiotis; Papapetrou, Evangelia - In: Defence and peace economics 35 (2024) 7, pp. 865-882
Persistent link: https://www.econbiz.de/10015182013
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Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions
Gupta, Rangan; Majumdar, Anandamayee - In: Empirical economics : a journal of the Institute for … 46 (2014) 4, pp. 1221-1240
Persistent link: https://www.econbiz.de/10010357340
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Revisiting the interest rate-investment nexus in India : fresh perspective from non-parametric analysis
Bindra, Riya; Pandey, Amrendra; Misra, Pooja; … - 2025
Persistent link: https://www.econbiz.de/10015396401
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Semi-parametric single-index predictive regression models with cointegrated regressors
Zhou, Weilun; Gao, Jiti; Harris, David; Kew, Hsein - In: Journal of econometrics 238 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015073842