Testing cointegration in quantile regressions with an application to the term structure of interest rates
Nina Kuriyama
| Year of publication: |
2016
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|---|---|
| Authors: | Kuriyama, Nina |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 20.2016, 2, p. 107-121
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| Subject: | cointegration | fully modified estimator | quantile regression | term structure | Zinsstruktur | Yield curve | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
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