FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2152116741> ?p ?o ?g. }

• W2152116741 abstract "This paper studies a general class of nonlinear varying coecient time series models with possible nonstationarity in both the regressors and the varying coecient components. The model accommodates a cointegrating structure and allows for endogeneity with contemporaneous correlation among the regressors, the varying coecient drivers, and the residuals. This framework allows for a mixture of stationary and nonstationary data and is well suited to a variety of models that are commonly used in applied econometric work. Nonparametric and semiparametric estimation methods are proposed to estimate the varying coecient functions. The analytical ndings reveal some important dierences, including convergence rates, that can arise in the conduct of semiparametric regression with nonstationary data. The results include some new asymptotic theory for nonlinear functionals of nonstationary and stationary time series that are of wider interest and applicability and subsume much earlier research on such systems. The nite sample properties of the proposed econometric methods are analyzed in simulations. An empirical illustration examines nonlinear dependencies in aggregate consumption function behavior in the US over the period 1960 - 2009." @default.
• W2152116741 created "2016-06-24" @default.
• W2152116741 creator A5065659844 @default.
• W2152116741 creator A5076177583 @default.
• W2152116741 date "2013-01-01" @default.
• W2152116741 modified "2023-09-27" @default.
• W2152116741 title "Functional Coecient Nonstationary Regression with Non{ and Semi{Parametric Cointegration" @default.
• W2152116741 cites W1545370368 @default.
• W2152116741 cites W155819675 @default.
• W2152116741 cites W1986061845 @default.
• W2152116741 cites W1988171710 @default.
• W2152116741 cites W1989089774 @default.
• W2152116741 cites W2001953116 @default.
• W2152116741 cites W2010997253 @default.
• W2152116741 cites W2027655461 @default.
• W2152116741 cites W2032310541 @default.
• W2152116741 cites W2045697015 @default.
• W2152116741 cites W2051904535 @default.
• W2152116741 cites W2053446770 @default.
• W2152116741 cites W2064069418 @default.
• W2152116741 cites W2064966677 @default.
• W2152116741 cites W2075697442 @default.
• W2152116741 cites W2078658856 @default.
• W2152116741 cites W2097580026 @default.
• W2152116741 cites W2097936669 @default.
• W2152116741 cites W2099918184 @default.
• W2152116741 cites W2103711181 @default.
• W2152116741 cites W2125086781 @default.
• W2152116741 cites W2125979918 @default.
• W2152116741 cites W2132158377 @default.
• W2152116741 cites W2135733627 @default.
• W2152116741 cites W2139530703 @default.
• W2152116741 cites W2145912755 @default.
• W2152116741 cites W2159581514 @default.
• W2152116741 cites W2161534159 @default.
• W2152116741 cites W2235799657 @default.
• W2152116741 cites W2269173684 @default.
• W2152116741 cites W2916865587 @default.
• W2152116741 cites W2917202005 @default.
• W2152116741 cites W3015241628 @default.
• W2152116741 cites W3106220298 @default.
• W2152116741 cites W3121791511 @default.
• W2152116741 cites W3121885944 @default.
• W2152116741 cites W3122233860 @default.
• W2152116741 cites W3123202272 @default.
• W2152116741 cites W3123721118 @default.
• W2152116741 cites W3125128165 @default.
• W2152116741 cites W3125551856 @default.
• W2152116741 cites W3126087005 @default.
• W2152116741 cites W3139701703 @default.
• W2152116741 cites W3146166473 @default.
• W2152116741 cites W39739780 @default.
• W2152116741 hasPublicationYear "2013" @default.
• W2152116741 type Work @default.
• W2152116741 sameAs 2152116741 @default.
• W2152116741 citedByCount "2" @default.
• W2152116741 countsByYear W21521167412014 @default.
• W2152116741 crossrefType "posted-content" @default.
• W2152116741 hasAuthorship W2152116741A5065659844 @default.
• W2152116741 hasAuthorship W2152116741A5076177583 @default.
• W2152116741 hasConcept C102366305 @default.
• W2152116741 hasConcept C105795698 @default.
• W2152116741 hasConcept C117251300 @default.
• W2152116741 hasConcept C119047807 @default.
• W2152116741 hasConcept C121332964 @default.
• W2152116741 hasConcept C145162277 @default.
• W2152116741 hasConcept C149782125 @default.
• W2152116741 hasConcept C158622935 @default.
• W2152116741 hasConcept C162324750 @default.
• W2152116741 hasConcept C19539793 @default.
• W2152116741 hasConcept C33923547 @default.
• W2152116741 hasConcept C610760 @default.
• W2152116741 hasConcept C62520636 @default.
• W2152116741 hasConcept C78297888 @default.
• W2152116741 hasConcept C83546350 @default.
• W2152116741 hasConceptScore W2152116741C102366305 @default.
• W2152116741 hasConceptScore W2152116741C105795698 @default.
• W2152116741 hasConceptScore W2152116741C117251300 @default.
• W2152116741 hasConceptScore W2152116741C119047807 @default.
• W2152116741 hasConceptScore W2152116741C121332964 @default.
• W2152116741 hasConceptScore W2152116741C145162277 @default.
• W2152116741 hasConceptScore W2152116741C149782125 @default.
• W2152116741 hasConceptScore W2152116741C158622935 @default.
• W2152116741 hasConceptScore W2152116741C162324750 @default.
• W2152116741 hasConceptScore W2152116741C19539793 @default.
• W2152116741 hasConceptScore W2152116741C33923547 @default.
• W2152116741 hasConceptScore W2152116741C610760 @default.
• W2152116741 hasConceptScore W2152116741C62520636 @default.
• W2152116741 hasConceptScore W2152116741C78297888 @default.
• W2152116741 hasConceptScore W2152116741C83546350 @default.
• W2152116741 hasLocation W21521167411 @default.
• W2152116741 hasOpenAccess W2152116741 @default.
• W2152116741 hasPrimaryLocation W21521167411 @default.
• W2152116741 hasRelatedWork W1490617877 @default.
• W2152116741 hasRelatedWork W1522189775 @default.
• W2152116741 hasRelatedWork W1567556795 @default.
• W2152116741 hasRelatedWork W1567826223 @default.
• W2152116741 hasRelatedWork W1980734514 @default.
• W2152116741 hasRelatedWork W2018805266 @default.
• W2152116741 hasRelatedWork W2103711181 @default.

• next