Uniform Convergence Rates over Maximal Domains in Structural Nonparametric Cointegrating Regression
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- Gao, Jiti & Kanaya, Shin & Li, Degui & TjÃ¸stheim, Dag, 2015.
"Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series,"
Econometric Theory, Cambridge University Press, vol. 31(5), pages 911-952, October.
- Jiti Gao & Degui Li & Dag Tjostheim, 2009. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," School of Economics Working Papers 2009-26, University of Adelaide, School of Economics.
- Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim, 2013. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," CREATES Research Papers 2013-29, Department of Economics and Business Economics, Aarhus University.
- Jiti Gao & Degui Li & Dag Tjøstheim, 2011. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," Monash Econometrics and Business Statistics Working Papers 13/11, Monash University, Department of Econometrics and Business Statistics.
- Li, Degui & Lu, Zudi & Linton, Oliver, 2012.
"Local Linear Fitting Under Near Epoch Dependence: Uniform Consistency With Convergence Rates,"
Econometric Theory, Cambridge University Press, vol. 28(5), pages 935-958, October.
- Degui Li & Zudi Lu & Oliver Linton, 2011. "Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates," Monash Econometrics and Business Statistics Working Papers 16/11, Monash University, Department of Econometrics and Business Statistics.
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