Testing cointegration in quantile regressions with an application to the term structure of interest rates
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Publication:2691647
DOI10.1515/snde-2013-0107OpenAlexW2341693012MaRDI QIDQ2691647
Publication date: 30 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2013-0107
Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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Cites Work
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