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Estimation and test for quantile nonlinear cointegrating regression - MaRDI portal

Estimation and test for quantile nonlinear cointegrating regression (Q1672711)

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scientific article; zbMATH DE number 6934629
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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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