Testing for a unit root in a nonlinear quantile autoregression framework
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Publication:5862504
DOI10.1080/00927872.2016.1178871zbMath1491.62111OpenAlexW2345280229MaRDI QIDQ5862504
Publication date: 9 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00927872.2016.1178871
nonlinear quantile autoregressionquantile \(t\)-ratio testquantile Cramér-von Mises testquantile Kolmogorov-Smirnov test
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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