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Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression. (2006). Wang, Qiying ; Phillips, Peter.
In: Cowles Foundation Discussion Papers.
RePEc:cwl:cwldpp:1594.

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  1. .

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  2. Some Recent Develop- ments on Nonparametric Econometrics. (2013). Li, Qi ; CAI, ZONGWU.
    In: Working Papers.
    RePEc:wyi:wpaper:002008.

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  3. Residual based tests for cointegration in dependent panels. (2012). Chang, Yoosoon ; Nguyen, Chi Mai .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:2:p:504-520.

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  4. Local Limit Theory and Spurious Nonparametric Regression. (2008). Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1654.

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  5. Transition Modeling and Econometric Convergence Tests. (2007). Sul, Donggyu ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1595.

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References

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