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  • Search: subject:"Nonlinear quantile autoregression"
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Einheitswurzeltest 1 Estimation theory 1 Nichtlineare Regression 1 Nonlinear quantile autoregression 1 Nonlinear regression 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Statistical test 1 Statistischer Test 1 Time series analysis 1 Unit root test 1 Zeitreihenanalyse 1 quantile Cramer-von Mises test 1 quantile Kolmogorov-Smirnov test 1 quantile t-ratio test 1
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Li, Haiqi 1 Park, Sung Y. 1
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Testing for a unit root in a nonlinear quantile autoregression framework
Li, Haiqi; Park, Sung Y. - In: Econometric reviews 37 (2018) 6/10, pp. 867-892
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