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Estimation and Inference for Varying-Coefficient Models With Nonstationary Regressors Using Penalized Splines

1 of 40 checkable references need attention · checked 2026-08-27

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

2 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

References needing attention

does not resolve to a known work10.1198/106186002321018768

The 39 checked references that resolve

resolves10.1017/s0266466609990648

TIME-VARYING COINTEGRATION

resolves10.1016/j.jeconom.2008.10.003

Functional-coefficient models for nonstationary time series data

resolves10.1016/j.jfineco.2005.05.008

Efficient tests of stock return predictability☆

resolves10.1093/biomet/asp035

Asymptotic properties of penalized spline estimators

resolves10.1111/j.1467-9868.2004.00438.x

Likelihood Ratio Tests in Linear Mixed Models with One Variance Component

resolves10.1093/biomet/92.1.91

Exact likelihood ratio tests for penalised splines

resolves10.1007/978-1-4612-6333-3

A Practical Guide to Splines

resolves10.1214/ss/1038425655

Flexible smoothing with B-splines and penalties

resolves10.2307/1913236

Co-Integration and Error Correction: Representation, Estimation, and Testing

resolves10.1214/aos/996986505

Generalized Likelihood Ratio Statistics and Wilks Phenomenon

resolves10.1017/s0266466609990363

NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY

resolves10.1287/mnsc.49.5.639.15149

Predicting the Equity Premium with Dividend Ratios

resolves10.1093/biomet/92.1.105

Theory for penalised spline regression

resolves10.1080/07350015.1992.10509908

Tests for Parameter Instability in Regressions with 1(1) Processes

resolves10.1111/1368-423x.00035

Some tests for parameter constancy in cointegrated VAR‐models

resolves10.1080/07474939608800364

Testing for structural change in cointegrated regression models: some comparisons and generalizations

resolves10.1214/aos/1176349403

Comparing Nonparametric Versus Parametric Regression Fits

resolves10.1016/s0304-4076(02)00111-2

Stochastic cointegration: estimation and inference

resolves10.2307/2171724

Consistent Specification Testing Via Nonparametric Series Regression

resolves10.1198/jbes.2009.07182

Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity

resolves10.1111/1368-423x.00047

Cointegration analysis in the presence of structural breaks in the deterministic trend

resolves10.1111/j.1368-423x.2005.00160.x

Functional‐coefficient models under unit root behaviour

resolves10.1017/s0266466608080547

DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS

resolves10.1016/s0304-4076(98)00005-0

Test for partial parameter instability in regressions with I(1) processes

resolves10.1111/0022-1082.00347

Consumption, Aggregate Wealth, and Expected Stock Returns

resolves10.1093/biomet/asn010

On the asymptotics of penalized splines

resolves10.1016/0304-3932(82)90012-5

Trends and random walks in macroeconmic time series

resolves10.1017/s0266466699155026

COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS

resolves10.1111/1468-0262.00180

Nonlinear Regressions with Integrated Time Series

resolves10.1093/biomet/58.3.545

Recovery of inter-block information when block sizes are unequal

resolves10.1016/j.jempfin.2005.11.001

Instability of return prediction models

resolves10.1016/s0304-4076(97)00059-6

Stability tests in error correction models

resolves10.1017/cbo9780511755453

Semiparametric Regression

resolves10.1017/s0266466600004217

Asymptotically Efficient Estimation of Cointegration Regressions

resolves10.1017/s0266466604202031

COINTEGRATING SMOOTH TRANSITION REGRESSIONS

resolves10.1017/s0266466611000648

NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION

resolves10.3982/ecta7732

Structural Nonparametric Cointegrating Regression

resolves10.1017/S0266466608090269

ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION

resolves10.1016/j.jeconom.2009.01.008

Functional-coefficient cointegration models

The 2 references without a DOI — listed, not checked

no DOI — not checkedref12

no DOI — not checkedStrong approximation for partial sums of weakly dependent random variables

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