Unit root quantile autoregression inference
Roger Koenker and Zhijie Xiao
| Year of publication: |
2004
|
|---|---|
| Authors: | Koenker, Roger ; Xiao, Zhijie |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 99.2004, 467, p. 775-787
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| Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002242185