The booming applications of bitcoin Blockchain technologies made investors concerned
about the return and risk of financial products. So, the return rate of bitcoin must be foreseen …

In this review, we highlight some recent methodological and theoretical developments in
estimation and testing of large panel data models with cross-sectional dependence. The …

The source code of the package tvReg is publicly available for download from the
Comprehensive R Archive Network. The five basic functions in this package are the tvLM …

This book provides the limit theorems that can be used in the development of nonlinear
cointegrating regression. The topics include weak convergence to a local time process …

Functional-coefficient cointegrating models have become popular to model nonlinear
nonstationarity in econometrics (Cai et al., 2009; Xiao, 2009). However, there is rare study …

Traditional linear cointegration tests of purchasing power parity (hereafter PPP) hypothesis
often lead to rejection of the PPP hypothesis. More recent studies allowing for some sort of …

This paper proposes a semiparametric partially linear varying coefficient spatial
autoregressive model, which is a generalization of standard spatial autoregressive model …

It is essential for any wave power plant at the commercialising stage to accurately model and
forecast its production to ensure a good functioning and an efficient trading in the daily …

This paper analyses functional coefficient cointegration models with both stationary and non‐
stationary covariates, allowing time‐varying (unconditional) volatility of a general form. The …

This paper considers the inference problems in nonlinear quantile regressions with both
stationary and nonstationary covariates. The nonparametric local constant quantile estimator …