Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Gan, Li
Hsiao, Cheng
and
Xu, Shu
2012.
Model Specification Test with Correlated But Not Cointegrated Variables.
SSRN Electronic Journal,
Greenaway-McGrevy, Ryan
and
Phillips, Peter C. B.
2015.
Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres.
SSRN Electronic Journal,
Sun, Yiguo
and
Malikov, Emir
2017.
Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects.
SSRN Electronic Journal,
Cai, Zongwu
Jing, Bingyi
Kong, Xinbing
and
Liu, Zhi
2017.
Nonparametric regression with nearly integrated regressors under long-run dependence.
The Econometrics Journal,
Vol. 20,
Issue. 1,
p.
118.
Sun, Yiguo
and
Malikov, Emir
2018.
Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects.
Journal of Econometrics,
Vol. 203,
Issue. 2,
p.
359.
Tu, Yundong
and
Wang, Ying
2019.
Functional Coefficient Cointegration Models Subject to Time–Varying Volatility with an Application to the Purchasing Power Parity.
Oxford Bulletin of Economics and Statistics,
Vol. 81,
Issue. 6,
p.
1401.
Dong, Chaohua
Gao, Jiti
and
Peng, Bin
2021.
Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure.
Journal of Business & Economic Statistics,
Vol. 39,
Issue. 3,
p.
700.
Li, Li
and
Tu, Yundong
2022.
The varying spillover of U.S. systemic risk: A functional-coefficient cointegration approach.
Economics Letters,
Vol. 212,
Issue. ,
p.
110306.
Tu, Yundong
and
Wang, Ying
2022.
Spurious functional-coefficient regression models and robust inference with marginal integration.
Journal of Econometrics,
Vol. 229,
Issue. 2,
p.
396.
Dai, Shan
and
Chan, Ngai Hang
2023.
Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates.
Journal of Time Series Analysis,
Vol. 44,
Issue. 5-6,
p.
474.
Phillips, Peter C.B.
and
Wang, Ying
2023.
When bias contributes to variance: True limit theory in functional coefficient cointegrating regression.
Journal of Econometrics,
Vol. 232,
Issue. 2,
p.
469.
Wang, Qiying
and
Phillips, Peter C. B.
2024.
A GENERAL LIMIT THEORY FOR NONLINEAR FUNCTIONALS OF NONSTATIONARY TIME SERIES.
Econometric Theory,
p.
1.
Wang, Ying
Phillips, Peter C.B.
and
Tu, Yundong
2025.
Limit theory and inference in non-cointegrated functional coefficient regression.
Journal of Econometrics,
Vol. 249,
Issue. ,
p.
105996.