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TIME-VARYING PARAMETER REGRESSIONS WITH STATIONARY PERSISTENT DATA
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- Econometric Theory , First View
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- 01 April 2024, pp. 1-27
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NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY
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- Econometric Theory / Volume 37 / Issue 6 / December 2021
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- 26 January 2021, pp. 1173-1213
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LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY
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- Econometric Theory / Volume 37 / Issue 6 / December 2021
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- 11 January 2021, pp. 1267-1289
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OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION
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- Econometric Theory / Volume 39 / Issue 6 / December 2023
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- 14 December 2020, pp. 1325-1337
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A simple strategy for fabricating honeycomb patterns on commercially available polymer film under a wide humidity range
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- Journal of Materials Research / Volume 35 / Issue 23-24 / 14 December 2020
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- 16 November 2020, pp. 3210-3221
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- 14 December 2020
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LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION
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- Econometric Theory / Volume 37 / Issue 1 / February 2021
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- 23 March 2020, pp. 138-168
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WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS
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- Econometric Theory / Volume 34 / Issue 5 / October 2018
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- 26 October 2017, pp. 1132-1157
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WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
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- Econometric Theory / Volume 32 / Issue 6 / December 2016
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- 24 July 2015, pp. 1349-1375
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NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY
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- Econometric Theory / Volume 32 / Issue 2 / April 2016
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- 18 December 2014, pp. 359-401
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NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA
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- Econometric Theory / Volume 32 / Issue 1 / February 2016
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- 10 October 2014, pp. 1-29
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UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA
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- Econometric Theory / Volume 30 / Issue 5 / October 2014
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- 25 April 2014, pp. 1110-1133
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MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION
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- Econometric Theory / Volume 30 / Issue 3 / June 2014
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- 29 November 2013, pp. 509-535
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NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS
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- Econometric Theory / Volume 29 / Issue 1 / February 2013
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- 06 July 2012, pp. 1-27
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Tail approximations for samples from a finite population with applications to permutation tests
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- ESAIM: Probability and Statistics / Volume 16 / 2012
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- 31 August 2012, pp. 425-435
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- 2012
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Cramér type moderate deviations for Studentized U-statistics******
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- ESAIM: Probability and Statistics / Volume 15 / 2011
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- 05 January 2012, pp. 168-179
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- 2011
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SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
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- Econometric Theory / Volume 27 / Issue 2 / April 2011
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- 27 August 2010, pp. 260-284
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ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
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- Econometric Theory / Volume 27 / Issue 2 / April 2011
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- 27 August 2010, pp. 235-259
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ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
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- Econometric Theory / Volume 25 / Issue 3 / June 2009
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- 01 June 2009, pp. 710-738
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ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
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- Econometric Theory / Volume 19 / Issue 1 / February 2003
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- 08 January 2003, pp. 143-164
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THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
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- Econometric Theory / Volume 18 / Issue 1 / February 2002
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- 06 March 2002, pp. 119-139
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