Estimation and test for quantile nonlinear cointegrating regression
Haiqi Li, Chaowen Zheng, Yu Guo
| Year of publication: |
November 2016
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|---|---|
| Authors: | Li, Haiqi ; Zheng, Chaowen ; Guo, Yu |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 148.2016, p. 27-32
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| Subject: | Quantile nonlinear cointegration | Nonlinearity test | Polynomial approximation | Fully modified procedure | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.09.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011619779