Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes
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Citations
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Cited by:
- Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015.
"Nonparametric predictive regression,"
Journal of Econometrics, Elsevier, vol. 185(2), pages 468-494.
- Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012. "Nonparametric Predictive Regression," University of Cyprus Working Papers in Economics 14-2012, University of Cyprus Department of Economics.
- Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013. "Nonparametric Predictive Regression," CEPR Discussion Papers 9570, C.E.P.R. Discussion Papers.
- Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012. "Nonparametric Predictive Regression," Cowles Foundation Discussion Papers 1878, Cowles Foundation for Research in Economics, Yale University.
- P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016.
"Removing Specification Errors from the Usual Formulation of Binary Choice Models,"
Econometrics, MDPI, Open Access Journal, vol. 4(2), pages 1-1, June.
- P. A. V. B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016. "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Discussion Papers in Economics 16/11, Division of Economics, School of Business, University of Leicester.
- Gadea Rivas, María Dolores & Gonzalo, Jesús, 2020.
"Trends in distributional characteristics: Existence of global warming,"
Journal of Econometrics, Elsevier, vol. 214(1), pages 153-174.
- Gadea Rivas, María Dolores & Gonzalo, Jesús, 2017. "Trends in distributional characteristics : Existence of global warming," UC3M Working papers. Economics 24121, Universidad Carlos III de Madrid. Departamento de Economía.
- Markus Eberhardt, 2013. "Nonlinearities in the Relationship between Debt and Growth: Evidence from Co-Summability Testing," Discussion Papers 2013/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Hong, Seung Hyun & Wagner, Martin, 2011. "Cointegrating Polynomial Regressions," Economics Series 264, Institute for Advanced Studies.
- Banerjee Anurag & Pitarakis Jean-Yves, 2014.
"Functional cointegration: definition and nonparametric estimation,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(5), pages 1-14, December.
- Pitarakis, Jean-Yves, 2012. "Functional cointegration: definition and nonparametric estimation," MPRA Paper 38846, University Library of Munich, Germany.
- Markus Eberhardt & Andrea Filippo Presbitero, 2013.
"This Time They're Different: Heterogeneity;and Nonlinearity in the Relationship;between Debt and Growth,"
Mo.Fi.R. Working Papers
92, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Markus Eberhardt & Andrea F. Presbitero, 2013. "This Time They’re Different: Heterogeneity and Nonlinearity in the Relationship between Debt and Growth," Discussion Papers 2013/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Markus Eberhardt & Andrea F. Presbitero, 2013.
"This Time They’re Different: Heterogeneity and Nonlinearity in the Relationship between Debt and Growth,"
Discussion Papers
2013/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Markus Eberhardt & Andrea F Presbitero, 2013. "This Time They Are Different; Heterogeneity and Nonlinearity in the Relationship Between Debt and Growth," IMF Working Papers 13/248, International Monetary Fund.
- Markus Eberhardt & Andrea Filippo Presbitero, 2013. "This Time They're Different: Heterogeneity;and Nonlinearity in the Relationship;between Debt and Growth," Mo.Fi.R. Working Papers 92, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
More about this item
Keywords
Co-integration;JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2011-07-21 (Econometrics)
- NEP-ORE-2011-07-21 (Operations Research)
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