Estimation and test for quantile nonlinear cointegrating regression (Q1672711)
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scientific article; zbMATH DE number 6934629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and test for quantile nonlinear cointegrating regression |
scientific article; zbMATH DE number 6934629 |
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Estimation and test for quantile nonlinear cointegrating regression (English)
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11 September 2018
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quantile nonlinear cointegration
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nonlinearity test
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polynomial approximation
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fully modified procedure
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