Estimation and test for quantile nonlinear cointegrating regression
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Publication:1672711
DOI10.1016/j.econlet.2016.09.014zbMath1400.62326OpenAlexW2523592616WikidataQ116741693 ScholiaQ116741693MaRDI QIDQ1672711
Yu Guo, Haiqi Li, Chaowen Zheng
Publication date: 11 September 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2016.09.014
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (1)
Cites Work
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