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Semiparametric estimation in time series of simultaneous equations
Gao, Jiti
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Phillips, Peter C. B.
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2010
Persistent link: https://www.econbiz.de/10008656746
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Uniform consistency of nonstationary Kernel-Weighted sample covariances for nonparametric regression
Li, Degui
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Phillips, Peter C. B.
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Gao, Jiti
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2013
Persistent link: https://www.econbiz.de/10010226787
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Functional coefficient nonstationary regression
Gao, Jiti
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Phillips, Peter C. B.
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2013
Persistent link: https://www.econbiz.de/10010190228
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Estimating smooth structural change in cointegration models
Philips, Peter C.
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Li, Degui
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Gao, Jiti
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2013
Persistent link: https://www.econbiz.de/10010190229
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Kernel-based inference in time-varying coefficient cointegrating regression
Li, Degui
;
Phillips, Peter C. B.
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Gao, Jiti
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2017
Persistent link: https://www.econbiz.de/10011748557
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