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stat.ME2023
Properties of Test Statistics for Nonparametric Cointegrating Regression Functions Based on Subsamples
Sepideh Mosaferi, Mark S. Kaiser, Daniel J. Nordman
Nonparametric cointegrating regression models have been extensively used in financial markets, stock prices, heavy traffic, climate data sets, and energy markets. Models with param…
math.ST2023★ 2 cited
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity
Hyemin Yeon, Xiongtao Dai, Daniel John Nordman
Inference for functional linear models in the presence of heteroscedastic errors has received insufficient attention given its practical importance; in fact, even a central limit t…