Functional coefficient cointegration models with Box–Cox transformation-Reference-Cited by-同舟云学术

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Functional coefficient cointegration models with Box–Cox transformation

Published:2024-01 Issue: Volume:234 Page:111472
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Lin Yingqian,Tu Yundong

Funder

Peking University

Fundamental Research Funds for the Central Universities

National Natural Science Foundation of China

Ministry of Education of the People's Republic of China

Shanghai Municipal Education Commission

Shanghai Education Development Foundation

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference20 articles.

1. Some new asymptotic theory for least squares series: Pointwise and uniform results;Belloni;J. Econometrics,2015

2. An analysis of transformations;Box;J. R. Stat. Soc. Ser. B Stat. Methodol.,1964

3. Estimating optimal transformations for multiple regression and correlation;Breiman;J. Amer. Statist. Assoc.,1985

4. Nonlinear regressions with nonstationary time series;Chan;J. Econometrics,2015

5. Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines;Chen;Econom. Theory,2015

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