Michel, Jon; de Jong, Robert The sum of the reciprocal of the random walk. (English) Zbl 1440.60038 Econom. Theory 36, No. 1, 170-183 (2020). MSC: 60G50 PDFBibTeX XMLCite \textit{J. Michel} and \textit{R. de Jong}, Econom. Theory 36, No. 1, 170--183 (2020; Zbl 1440.60038) Full Text: DOI
Li, Degui; Phillips, Peter C. B.; Gao, Jiti Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression. (English) Zbl 1441.62794 Econom. Theory 32, No. 3, 655-685 (2016). MSC: 62P20 62G08 62G20 62M10 PDFBibTeX XMLCite \textit{D. Li} et al., Econom. Theory 32, No. 3, 655--685 (2016; Zbl 1441.62794) Full Text: DOI
Linton, Oliver; Wang, Qiying Nonparametric transformation regression with nonstationary data. (English) Zbl 1442.62750 Econom. Theory 32, No. 1, 1-29 (2016). MSC: 62P20 62M10 62G07 PDFBibTeX XMLCite \textit{O. Linton} and \textit{Q. Wang}, Econom. Theory 32, No. 1, 1--29 (2016; Zbl 1442.62750) Full Text: DOI
Wang, Qiying; Wang, Ying Xiang Rachel Nonparametric cointegrating regression with NNH errors. (English) Zbl 1316.62054 Econom. Theory 29, No. 1, 1-27 (2013). MSC: 62G08 62M10 PDFBibTeX XMLCite \textit{Q. Wang} and \textit{Y. X. R. Wang}, Econom. Theory 29, No. 1, 1--27 (2013; Zbl 1316.62054) Full Text: DOI