Nonparametric inference for quantile cointegrations with stationary covariates
Year of publication: |
2022
|
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Authors: | Tu, Yundong ; Liang, Han-Ying ; Wang, Qiying |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 2, p. 453-482
|
Subject: | Model specification testing | Nonparametric methods | Nonstationarity | Predictive regression | Quantile cointegration | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Induktive Statistik | Statistical inference |
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