Pages that link to "Item:Q2691647"
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The following pages link to Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647):
Displaying 3 items.
- Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)
- Testing the term structure of interest rates using a stationary vector autoregression with regime switching (Q5894587) (← links)
- Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach (Q6039110) (← links)